FBIO Options History — August 2023

In August 2023, FBIO traded between $5.40 and $8.70. ATM implied volatility averaged 243.0%, placing in the 46.8% IV rank vs the trailing year. The 30-day expected move averaged 72.8%. IV traded above realized volatility by 151.9% (HV 20d: 91.1%). 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 0 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-08-16: Highest Volume — 8 contracts
  • 2023-08-29: Largest IV spike — 111.1% change
  • 2023-08-07: Highest IV Rank — 100.0%
  • 2023-08-31: Largest Expected Move — 111.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.04$5.40$8.70$8.40$5.40
Max Pain$37.50$37.50$37.50$37.50$37.50
ATM IV243.0%94.5%398.3%259.1%387.9%
Expected Move72.8%54.5%111.2%74.3%111.2%
HV 20d91.1%72.7%111.0%101.9%73.7%
HV 60d85.8%74.2%93.3%92.6%81.1%
IV Rank46.8%0.0%100.0%51.8%96.6%
IV Percentile54.7%0.0%100.0%68.3%99.2%
Term Structure-73.3%-138.3%-41.7%-100.1%-97.6%
Bid-Ask Spread %83.396.22123.37104.1795.75
Net GEX00000
Net DEX2.5K1.5K3.0K2.7K1.5K
Net VEX-3-3-3-3-3
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.7830810
Total OI178.174175181176179

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$8.40$37.50259.1%74.3%101.9%51.8%0.0%0.0%-100.1%02.7K-30.00104.17N/AN/A101733
2023-08-02$8.70$37.50260.9%74.8%102.5%52.4%0.0%0.0%-103.8%02.8K-30.0090.12N/AN/A001733
2023-08-03$8.55$37.50272.6%79.8%100.8%56.5%0.0%0.0%-41.7%02.7K-30.00123.37N/AN/A001733
2023-08-04$8.25$37.50190.1%54.5%101.5%27.7%0.0%0.0%-43.8%02.6K-30.0092.88N/AN/A001733
2023-08-07$8.10$37.50398.3%56.1%100.8%100.0%0.0%0.0%-48.2%02.6K-30.0058.19N/AN/A001733
2023-08-08$7.95$37.50196.6%56.4%99.2%29.8%0.0%0.0%-50.3%02.5K-30.0085.79N/AN/A001733
2023-08-09$7.80$37.50326.7%93.7%99.3%75.1%0.0%0.0%-52.4%03.0K-30.0080.18N/AN/A001734
2023-08-10$7.80$37.50200.0%57.3%97.1%31.0%0.0%0.0%-54.0%03.0K-30.0089.20N/AN/A101734
2023-08-11$7.80$37.50202.8%58.1%97.1%32.0%0.0%0.0%-55.7%03.0K-30.0060.64N/AN/A001744
2023-08-14$7.80$37.50198.0%56.8%96.1%30.3%0.0%0.0%-61.4%03.0K-30.00112.42N/AN/A001744
2023-08-15$7.35$37.50208.9%59.9%98.1%34.1%0.0%0.0%-65.9%02.8K-30.0025.61N/AN/A101744
2023-08-16$6.90$37.50220.9%63.3%100.4%38.3%0.0%0.0%-71.1%02.7K-30.0077.13N/AN/A801734
2023-08-17$6.00$37.50244.3%70.0%111.0%46.4%0.0%0.0%-80.1%02.3K-30.00101.36N/AN/A701714
2023-08-18$6.45$37.50296.8%85.1%92.1%64.7%0.0%0.0%-138.3%02.5K-30.00123.12N/AN/A001774
2023-08-21$6.75$37.50245.3%70.3%93.2%46.8%0.0%0.0%-87.2%02.4K-30.0096.70N/AN/A001764
2023-08-22$6.30$37.50261.0%74.8%76.7%52.2%0.0%0.0%-94.8%02.2K-30.00103.97N/AN/A001764
2023-08-23$6.45$37.50262.9%75.4%75.8%52.9%0.0%0.0%-97.6%02.3K-30.0096.70N/AN/A001774
2023-08-24$6.00$37.5094.5%0.0%78.3%0.0%0.0%0.0%0.0%02.1K-30.0064.46N/AN/A001774
2023-08-25$6.00$37.50101.5%0.0%77.5%2.3%0.0%0.0%0.0%02.1K-30.0091.99N/AN/A001774
2023-08-28$5.85$37.50183.2%0.0%75.1%29.2%0.0%0.0%0.0%02.1K-30.0074.51N/AN/A001774
2023-08-29$5.70$37.50386.8%110.9%75.1%96.2%0.0%0.0%0.0%01.6K-30.0063.53N/AN/A001763
2023-08-30$5.70$37.50189.6%0.0%72.7%31.3%0.0%0.0%0.0%01.6K-30.006.22N/AN/A001763
2023-08-31$5.40$37.50387.9%111.2%73.7%96.6%0.0%0.0%0.0%01.5K-30.0095.75N/AN/A001763