FBIO Options History — June 2023

In June 2023, FBIO traded between $7.95 and $10.35. ATM implied volatility averaged 261.0%, placing in the 42.9% IV rank vs the trailing year. The 30-day expected move averaged 74.8%. IV traded above realized volatility by 171.7% (HV 20d: 89.3%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-06-14: Highest Volume — 6 contracts
  • 2023-06-28: Largest IV spike — 60.3% change
  • 2023-06-28: Highest IV Rank — 68.1%
  • 2023-06-28: Largest Expected Move — 100.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.82$7.95$10.35$8.10$8.40
Max Pain$37.50$37.50$37.50$37.50$37.50
ATM IV261.0%173.0%349.4%282.5%233.1%
Expected Move74.8%49.6%100.2%81.0%66.8%
HV 20d89.3%59.8%117.6%109.1%61.9%
HV 60d81.9%79.7%84.5%80.3%82.9%
IV Rank42.9%17.8%68.1%49.0%34.9%
IV Percentile68.3%23.4%97.2%79.4%57.1%
Term Structure-12.1%-128.1%61.6%-128.1%-44.5%
Bid-Ask Spread %80.8318.79119.67100.99119.67
Net GEX00000
Net DEX2.1K1.9K2.5K1.9K2.0K
Net VEX-5-6-5-5-5
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.8570610
Total OI359.476357367359359

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$8.10$37.50282.5%81.0%109.1%49.0%0.0%0.0%-128.1%01.9K-50.00100.99N/AN/A103572
2023-06-02$7.95$37.50261.4%0.0%109.0%43.0%0.0%0.0%0.0%01.9K-50.00119.50N/AN/A003572
2023-06-05$8.40$37.50249.4%71.5%111.8%39.6%0.0%0.0%41.8%02.0K-50.0095.87N/AN/A003572
2023-06-06$8.40$37.50272.3%78.1%111.8%46.1%0.0%0.0%61.6%02.0K-50.00102.29N/AN/A003572
2023-06-07$8.40$37.50254.8%73.0%111.8%41.1%0.0%0.0%36.9%02.0K-50.0094.77N/AN/A003572
2023-06-08$8.70$37.50222.9%63.9%113.0%32.0%0.0%0.0%34.9%02.1K-50.0069.65N/AN/A003572
2023-06-09$8.70$37.50281.5%80.7%113.1%48.7%0.0%0.0%33.6%02.1K-50.0026.62N/AN/A203582
2023-06-12$8.85$37.50291.8%83.7%113.5%51.7%0.0%0.0%28.9%02.1K-50.0092.78N/AN/A103592
2023-06-13$9.00$37.50221.1%63.4%113.9%31.5%0.0%0.0%26.0%02.2K-50.0087.76N/AN/A003592
2023-06-14$9.45$37.50241.7%69.3%112.9%37.4%0.0%0.0%26.7%02.3K-50.0092.48N/AN/A603602
2023-06-15$10.35$37.50282.0%80.9%117.6%48.9%0.0%0.0%0.0%02.5K-60.0092.97N/AN/A103652
2023-06-16$9.90$37.50249.2%71.4%61.4%39.5%0.0%0.0%0.0%02.4K-60.00112.80N/AN/A003652
2023-06-20$9.75$37.50173.0%49.6%62.1%17.8%0.0%0.0%0.0%02.3K-50.00104.75N/AN/A103552
2023-06-21$9.15$37.50267.2%76.6%67.5%44.7%0.0%0.0%0.0%02.2K-50.0072.35N/AN/A103552
2023-06-22$9.30$37.50272.1%78.0%67.5%46.0%0.0%0.0%0.0%02.2K-50.0061.13N/AN/A003552
2023-06-23$8.85$37.50318.1%91.2%68.6%59.2%0.0%0.0%0.0%02.1K-50.0070.17N/AN/A103552
2023-06-26$8.70$37.50312.4%89.6%67.0%57.6%0.0%0.0%-65.6%02.1K-50.0098.81N/AN/A103552
2023-06-27$8.40$37.50218.0%62.5%59.8%30.6%0.0%0.0%-70.1%02.0K-50.0018.79N/AN/A003552
2023-06-28$8.10$37.50349.4%100.2%60.9%68.1%0.0%0.0%-75.2%01.9K-50.0042.31N/AN/A303552
2023-06-29$8.40$37.50227.7%65.3%61.9%33.4%0.0%0.0%-76.9%02.0K-50.0020.98N/AN/A003572
2023-06-30$8.40$37.50233.1%66.8%61.9%34.9%0.0%0.0%-44.5%02.0K-50.00119.67N/AN/A003572