FBIO Options History — April 2023

In April 2023, FBIO traded between $10.65 and $12.30. ATM implied volatility averaged 220.1%, placing in the 32.5% IV rank vs the trailing year. The 30-day expected move averaged 62.9%. IV traded above realized volatility by 161.6% (HV 20d: 58.6%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.07.

Notable Days

  • 2023-04-24: Highest Volume — 82 contracts
  • 2023-04-27: Largest IV spike — 30.1% change
  • 2023-04-11: Highest IV Rank — 50.1%
  • 2023-04-11: Largest Expected Move — 93.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.32$10.65$12.30$11.85$11.55
Max Pain$37.50$37.50$37.50$37.50$37.50
ATM IV220.1%159.1%280.1%196.2%268.2%
Expected Move62.9%45.6%93.6%56.3%76.9%
HV 20d58.6%42.7%77.6%50.7%75.2%
HV 60d71.3%65.5%81.1%81.1%71.4%
IV Rank32.5%16.7%50.1%26.9%44.9%
IV Percentile49.8%15.9%78.6%40.5%73.0%
Term Structure-10.0%-136.5%68.5%-73.7%-64.3%
Bid-Ask Spread %48.593.1398.2730.7629.19
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX1.9K1.3K2.3K2.2K1.5K
Net VEX-5-5-4-5-5
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.070.001.000.001.00
Total Volume9.73708240
Total OI348.421284360360344

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$11.85$37.50196.2%56.3%50.7%26.9%0.0%0.0%-73.7%02.2K-50.0030.76N/AN/A403582
2023-04-04$11.25$37.50210.3%60.3%51.8%30.8%0.0%0.0%-81.3%02.1K-50.0029.63N/AN/A4003582
2023-04-05$10.95$37.50221.3%63.4%49.8%33.9%0.0%0.0%-88.0%02.0K-50.0024.69N/AN/A303552
2023-04-06$10.95$37.50228.6%60.9%49.2%35.9%0.0%0.0%62.7%02.0K-50.0011.03N/AN/A603532
2023-04-10$10.95$37.50267.0%63.9%42.9%46.5%0.0%0.0%68.5%02.0K-50.0095.01N/AN/A203532
2023-04-11$10.95$37.50280.1%93.6%42.9%50.1%0.0%0.0%-136.5%02.0K-50.0087.46N/AN/A003522
2023-04-12$11.10$37.50260.2%74.6%42.7%44.6%0.0%0.0%42.0%02.1K-50.0098.27N/AN/A803522
2023-04-13$12.30$37.50207.6%59.5%55.7%30.1%0.0%0.0%39.7%02.3K-50.0375.17N/AN/A203522
2023-04-14$12.15$37.50159.1%45.6%56.0%16.7%0.0%0.0%59.3%02.3K-50.0031.05N/AN/A003522
2023-04-17$12.00$37.50205.9%59.0%56.3%29.6%0.0%0.0%47.1%02.3K-50.0087.92N/AN/A003522
2023-04-18$11.85$37.50208.6%59.8%55.4%30.3%0.0%0.0%43.8%02.3K-50.009.58N/AN/A303522
2023-04-19$11.10$37.50208.7%59.8%60.8%28.0%0.0%0.0%58.7%02.1K-50.009.47N/AN/A103482
2023-04-20$10.65$37.50193.3%55.4%60.8%23.5%0.0%0.0%0.0%02.1K-50.0194.50N/AN/A1003482
2023-04-21$10.65$37.50196.0%56.2%60.8%24.3%0.0%0.0%0.0%02.1K-50.0083.16N/AN/A2403472
2023-04-24$11.85$37.50216.2%62.0%72.0%30.1%0.0%0.0%-52.5%01.4K-40.0033.68N/AN/A8202831
2023-04-25$10.95$37.50195.5%56.0%77.6%24.2%0.0%0.0%-29.6%01.3K-50.0022.57N/AN/A003431
2023-04-26$10.95$37.50199.9%57.3%77.5%25.4%0.0%0.0%-31.8%01.3K-50.003.13N/AN/A003431
2023-04-27$11.10$37.50260.0%74.5%75.1%42.6%0.0%0.0%-34.3%01.3K-51.0067.02N/AN/A003431
2023-04-28$11.55$37.50268.2%76.9%75.2%44.9%0.0%0.0%-64.3%01.5K-50.0029.19N/AN/A003431