FBIO Options History — May 2023

In May 2023, FBIO traded between $7.35 and $11.70. ATM implied volatility averaged 263.3%, placing in the 43.5% IV rank vs the trailing year. The 30-day expected move averaged 68.8%. IV traded above realized volatility by 179.5% (HV 20d: 83.7%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.02.

Notable Days

  • 2023-05-19: Highest Volume — 9 contracts
  • 2023-05-19: Largest IV spike — 63.0% change
  • 2023-05-08: Highest IV Rank — 81.8%
  • 2023-05-19: Largest Expected Move — 98.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.61$7.35$11.70$11.70$8.10
Max Pain$37.50$37.50$37.50$37.50$37.50
ATM IV263.3%152.7%397.3%308.6%273.5%
Expected Move68.8%43.8%98.4%88.5%78.4%
HV 20d83.7%59.8%112.9%73.0%108.9%
HV 60d73.4%63.1%84.3%71.3%80.8%
IV Rank43.5%11.9%81.8%56.5%46.5%
IV Percentile66.7%11.9%99.2%89.3%75.0%
Term Structure-14.9%-127.7%104.9%-74.5%-120.6%
VWIV472.3%472.3%472.3%472.3%472.3%
Bid-Ask Spread %86.4619.70106.0969.1193.79
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX1.6K9692.0K1.5K1.9K
Net VEX-5-5-5-5-5
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.020.000.310.000.00
Total Volume2.3180900
Total OI347.909344359344359

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$11.70$37.50308.6%88.5%73.0%56.5%0.0%0.0%-74.5%01.5K-50.0069.11N/AN/A003431
2023-05-02$11.55$37.50340.9%97.7%73.1%65.7%0.0%0.0%-127.7%01.5K-50.0069.53N/AN/A003441
2023-05-03$11.25$37.50325.7%93.4%71.3%61.4%0.0%0.0%-86.3%01.4K-50.0035.52N/AN/A003441
2023-05-04$10.95$37.50273.7%46.3%71.3%46.5%0.0%0.0%88.0%01.4K-50.0087.13N/AN/A003441
2023-05-05$10.95$37.50330.6%61.7%71.3%62.8%0.0%0.0%94.4%01.4K-50.0090.41N/AN/A703441
2023-05-08$10.95$37.50397.3%52.4%71.3%81.8%0.0%0.0%77.4%01.4K-50.0093.09N/AN/A003441
2023-05-09$10.95$37.50280.0%60.8%71.3%48.3%0.0%0.0%104.9%01.4K-50.0093.96N/AN/A103441
2023-05-10$10.95$37.50243.9%69.9%71.1%38.0%0.0%0.0%93.1%01.4K-50.0097.07N/AN/A103441
2023-05-11$10.80$37.50203.3%58.3%59.8%26.4%0.0%0.0%79.7%01.4K-50.0090.97N/AN/A203441
2023-05-12$10.65$37.50152.7%43.8%59.8%11.9%0.0%0.0%88.0%01.3K-50.00105.25N/AN/A003441
2023-05-15$10.65$37.50199.9%57.3%59.8%25.4%0.0%0.0%86.3%01.3K-50.0084.42N/AN/A103441
2023-05-16$9.90$37.50247.3%70.9%64.4%39.0%0.0%0.0%90.4%01.3K-50.0093.91N/AN/A303441
2023-05-17$10.05$37.50218.7%62.7%61.3%30.8%0.0%0.0%-28.0%01.3K-50.0091.75N/AN/A403441
2023-05-18$7.65$37.50210.7%60.4%112.9%28.5%0.0%0.0%-69.1%0969-50.3196.45N/AN/A413481
2023-05-19$7.65$37.50343.4%98.4%112.9%66.4%472.3%0.0%-71.7%02.0K-50.0119.70N/AN/A903483
2023-05-22$7.80$37.50224.1%64.3%104.2%32.4%0.0%0.0%-79.7%01.9K-50.00106.09N/AN/A303432
2023-05-23$7.95$37.50226.0%64.8%102.7%32.9%0.0%0.0%-82.1%02.0K-50.00101.80N/AN/A703422
2023-05-24$7.65$37.50236.6%67.8%102.8%35.9%0.0%0.0%-87.9%01.9K-50.0097.34N/AN/A503492
2023-05-25$7.35$37.50248.2%71.1%102.4%39.2%0.0%0.0%-94.2%01.8K-50.0093.62N/AN/A003542
2023-05-26$8.10$37.50238.7%68.4%108.7%36.5%0.0%0.0%-92.7%01.9K-50.0096.31N/AN/A303542
2023-05-30$7.95$37.50268.6%77.0%108.1%45.1%0.0%0.0%-115.3%01.9K-50.0094.79N/AN/A003572
2023-05-31$8.10$37.50273.5%78.4%108.9%46.5%0.0%0.0%-120.6%01.9K-50.0093.79N/AN/A003572