FBIO Options History — July 2023 In July 2023, FBIO traded between $7.65 and $9.60. ATM implied volatility averaged 264.3%, placing in the 49.7% IV rank vs the trailing year. The 30-day expected move averaged 74.7%. IV traded above realized volatility by 191.8% (HV 20d: 72.5%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.32.
Notable Days 2023-07-24 : Highest Volume — 89 contracts2023-07-12 : Largest IV spike — 90.8% change2023-07-18 : Highest IV Rank — 82.0%2023-07-03 : Largest Expected Move — 104.9%Monthly Statistics Metric Avg Min Max Open Close Price $8.29 $7.65 $9.60 $8.55 $8.55 Max Pain $37.50 $37.50 $37.50 $37.50 $37.50 ATM IV 264.3% 175.2% 365.9% 365.9% 264.2% Expected Move 74.7% 50.2% 104.9% 104.9% 75.7% HV 20d 72.5% 50.0% 101.9% 61.7% 101.9% HV 60d 85.1% 78.3% 92.7% 82.9% 92.7% IV Rank 49.7% 18.4% 82.0% 72.8% 53.5% IV Percentile 68.0% 24.6% 98.8% 98.8% 71.8% Term Structure -90.9% -233.5% 56.1% -55.9% -56.5% VWIV 416.9% 416.9% 416.9% 416.9% 416.9% Bid-Ask Spread % 84.55 16.95 113.59 16.95 54.49 Net GEX 0 0 0 0 0 Net DEX 2.3K 1.9K 3.1K 2.1K 2.7K Net VEX -4 -5 -2 -5 -3 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.32 0.00 5.00 0.00 0.00 Total Volume 7.55 0 89 1 1 Total OI 301.4 104 362 359 175
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-07-03 $8.55 $37.50 365.9% 104.9% 61.7% 72.8% 0.0% 0.0% -55.9% 0 2.1K -5 0.00 16.95 N/A N/A 1 0 357 2 2023-07-05 $8.70 $37.50 260.9% 74.8% 58.9% 42.9% 0.0% 0.0% -103.8% 0 2.1K -5 0.00 60.13 N/A N/A 2 0 357 2 2023-07-06 $8.25 $37.50 279.2% 53.9% 62.0% 48.1% 0.0% 0.0% -35.2% 0 2.0K -5 0.00 89.99 N/A N/A 0 0 357 2 2023-07-07 $8.40 $37.50 285.5% 86.3% 62.4% 49.9% 0.0% 0.0% -75.3% 0 2.0K -5 0.00 96.91 N/A N/A 4 0 357 2 2023-07-10 $8.70 $37.50 291.9% 83.7% 62.4% 51.7% 416.9% 0.0% -64.1% 0 2.1K -5 5.00 89.09 N/A N/A 0 0 357 2 2023-07-11 $8.25 $37.50 175.2% 50.2% 65.2% 18.4% 0.0% 0.0% -68.1% 0 2.3K -5 0.00 93.01 N/A N/A 0 0 357 3 2023-07-12 $8.10 $37.50 334.2% 95.8% 65.0% 63.8% 0.0% 0.0% -225.3% 0 2.2K -5 0.00 113.59 N/A N/A 0 0 357 3 2023-07-13 $7.65 $37.50 234.4% 67.2% 67.0% 43.1% 0.0% 0.0% -120.8% 0 1.9K -5 0.00 96.82 N/A N/A 0 0 357 3 2023-07-14 $7.65 $37.50 200.7% 57.5% 63.7% 31.4% 0.0% 0.0% 56.1% 0 1.9K -5 0.00 91.93 N/A N/A 11 0 357 3 2023-07-17 $7.95 $37.50 339.3% 97.3% 54.7% 79.8% 0.0% 0.0% -224.5% 0 2.0K -5 0.00 105.90 N/A N/A 0 0 358 3 2023-07-18 $7.80 $37.50 345.6% 99.1% 53.5% 82.0% 0.0% 0.0% -233.5% 0 2.0K -5 0.00 83.41 N/A N/A 1 0 358 3 2023-07-19 $7.80 $37.50 218.5% 62.7% 53.6% 37.6% 0.0% 0.0% -88.8% 0 2.0K -5 0.00 82.46 N/A N/A 1 0 358 3 2023-07-20 $7.80 $37.50 208.1% 59.7% 50.0% 34.0% 0.0% 0.0% 0.0% 0 2.0K -5 0.00 100.33 N/A N/A 0 0 359 3 2023-07-21 $9.30 $37.50 318.3% 91.3% 82.1% 72.4% 0.0% 0.0% -55.4% 0 2.4K -5 0.07 112.12 N/A N/A 18 1 359 3 2023-07-24 $9.60 $37.50 194.9% 55.9% 80.7% 29.4% 0.0% 0.0% -61.3% 0 3.1K -2 0.00 69.92 N/A N/A 89 0 101 3 2023-07-25 $8.10 $37.50 223.3% 64.0% 101.5% 39.3% 0.0% 0.0% -71.8% 0 2.6K -3 0.00 92.03 N/A N/A 7 0 172 3 2023-07-26 $8.40 $37.50 222.7% 63.8% 101.7% 39.0% 0.0% 0.0% -73.4% 0 2.7K -3 0.00 64.66 N/A N/A 2 0 173 3 2023-07-27 $8.10 $37.50 233.2% 66.9% 101.7% 42.7% 0.0% 0.0% -78.8% 0 2.6K -3 0.00 76.54 N/A N/A 0 0 175 3 2023-07-28 $8.25 $37.50 291.0% 83.4% 101.1% 62.9% 0.0% 0.0% 0.0% 0 2.6K -3 0.00 100.68 N/A N/A 13 0 175 3 2023-07-31 $8.55 $37.50 264.2% 75.7% 101.9% 53.5% 0.0% 0.0% -56.5% 0 2.7K -3 0.00 54.49 N/A N/A 1 0 172 3
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