FBIO Options History — March 2023

In March 2023, FBIO traded between $10.65 and $12.45. ATM implied volatility averaged 224.8%, placing in the 35.0% IV rank vs the trailing year. The 30-day expected move averaged 55.2%. IV traded above realized volatility by 150.4% (HV 20d: 74.4%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.05.

Notable Days

  • 2023-03-01: Highest Volume — 76 contracts
  • 2023-03-20: Largest IV spike — 74.8% change
  • 2023-03-06: Highest IV Rank — 77.3%
  • 2023-03-03: Largest Expected Move — 88.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.24$10.65$12.45$11.25$11.85
Max Pain$37.50$37.50$37.50$37.50$37.50
ATM IV224.8%149.5%378.6%219.1%200.9%
Expected Move55.2%37.4%88.1%62.8%57.6%
HV 20d74.4%46.4%90.0%85.6%52.6%
HV 60d92.4%80.9%96.7%96.7%81.1%
IV Rank35.0%14.0%77.3%37.6%28.2%
IV Percentile49.7%12.7%98.8%53.6%42.9%
Term Structure0.8%-106.3%141.2%-67.5%-11.7%
VWIV262.2%176.0%392.6%392.6%176.0%
Bid-Ask Spread %21.303.1859.654.4510.90
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX2.1K1.4K2.7K1.6K2.1K
Net VEX-5-5-4-4-5
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.050.000.600.000.40
Total Volume7.783076760
Total OI350254359254359

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$11.25$37.50219.1%62.8%85.6%37.6%392.6%0.0%-67.5%01.6K-40.004.45N/AN/A7602531
2023-03-02$11.10$37.50222.3%63.7%85.6%34.1%218.1%0.0%-74.0%01.6K-50.1153.33N/AN/A613451
2023-03-03$11.55$37.50307.5%88.1%87.2%57.6%0.0%0.0%-106.3%02.5K-50.0059.65N/AN/A903492
2023-03-06$12.00$37.50378.6%43.7%87.9%77.3%0.0%0.0%6.9%02.6K-50.005.48N/AN/A2603562
2023-03-07$12.45$37.50302.9%37.4%88.7%56.4%0.0%0.0%34.5%02.7K-50.005.57N/AN/A103562
2023-03-08$11.85$37.50306.1%44.3%90.0%57.3%0.0%0.0%3.6%02.5K-50.0020.13N/AN/A303552
2023-03-09$11.55$37.50334.3%39.8%86.1%65.0%0.0%0.0%33.0%02.5K-50.003.68N/AN/A503552
2023-03-10$10.80$37.50304.7%87.4%89.2%56.9%0.0%0.0%26.6%02.3K-50.0032.36N/AN/A303552
2023-03-13$10.80$37.50168.3%48.3%89.2%19.2%0.0%0.0%44.9%02.3K-50.0026.81N/AN/A303532
2023-03-14$10.65$37.50186.4%53.4%87.1%24.2%0.0%0.0%-8.1%02.3K-50.0020.41N/AN/A903562
2023-03-15$10.80$37.50157.1%45.0%85.7%16.1%0.0%0.0%28.2%02.3K-50.0019.53N/AN/A103502
2023-03-16$10.95$37.50160.8%46.1%75.8%17.1%0.0%0.0%0.0%02.3K-50.0016.57N/AN/A103512
2023-03-17$10.95$37.50149.5%42.9%75.8%14.0%0.0%0.0%0.0%02.3K-50.0047.19N/AN/A403522
2023-03-20$10.65$37.50261.3%74.9%70.4%44.9%0.0%0.0%-16.0%01.4K-50.0015.72N/AN/A103501
2023-03-21$10.65$37.50169.2%48.5%69.5%19.5%176.0%0.0%-17.3%01.4K-50.604.38N/AN/A113501
2023-03-22$11.10$37.50159.9%45.8%70.9%16.9%0.0%0.0%141.2%01.9K-50.0027.59N/AN/A103502
2023-03-23$11.10$37.50162.6%46.6%70.6%17.7%0.0%0.0%-19.8%01.9K-50.0037.94N/AN/A803502
2023-03-24$11.25$37.50163.8%47.0%69.4%18.0%0.0%0.0%138.6%01.9K-50.0044.07N/AN/A1403462
2023-03-27$11.25$37.50175.7%50.4%47.2%21.3%0.0%0.0%-26.8%01.9K-50.005.23N/AN/A003542
2023-03-28$11.10$37.50176.1%50.5%46.4%21.4%0.0%0.0%-29.2%01.9K-50.003.18N/AN/A003542
2023-03-29$11.70$37.50208.0%59.6%49.3%30.2%0.0%0.0%-30.4%02.0K-50.009.84N/AN/A403542
2023-03-30$11.25$37.50296.3%84.9%51.2%54.5%0.0%0.0%-33.9%01.9K-50.0015.79N/AN/A103572
2023-03-31$11.85$37.50200.9%57.6%52.6%28.2%0.0%0.0%-11.7%02.1K-50.4010.90N/AN/A003572