FBIO Options History — September 2023

In September 2023, FBIO traded between $4.35 and $6.00. ATM implied volatility averaged 244.3%, placing in the 48.5% IV rank vs the trailing year. The 30-day expected move averaged 74.9%. IV traded above realized volatility by 155.9% (HV 20d: 88.4%). 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 0 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-09-21: Highest Volume — 3 contracts
  • 2023-09-27: Largest IV spike — 95.1% change
  • 2023-09-27: Highest IV Rank — 100.0%
  • 2023-09-27: Largest Expected Move — 122.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.23$4.35$6.00$6.00$4.50
Max Pain$37.50$37.50$37.50$37.50$37.50
ATM IV244.3%175.7%425.9%187.8%233.6%
Expected Move74.9%57.7%122.1%59.7%122.1%
HV 20d88.4%76.8%99.6%86.3%84.3%
HV 60d86.1%84.3%88.2%84.3%87.0%
IV Rank48.5%26.7%100.0%30.7%41.9%
IV Percentile54.2%18.7%100.0%23.4%52.4%
Term Structure-61.4%-81.2%-13.9%-58.4%-81.2%
Bid-Ask Spread %47.293.86109.5298.4671.28
Net GEX00000
Net DEX1.1K6671.7K1.7K690
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 Volume0.20300
Total OI179.1177180179180

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$6.00$37.50187.8%0.0%86.3%30.7%0.0%0.0%0.0%01.7K-30.0098.46N/AN/A001763
2023-09-05$5.40$37.50208.3%59.7%92.0%37.4%0.0%0.0%-58.4%01.5K-30.0033.32N/AN/A001763
2023-09-06$5.85$37.50201.1%57.7%98.7%35.1%0.0%0.0%-58.0%01.7K-30.0080.00N/AN/A001763
2023-09-07$5.85$37.50203.5%58.3%98.8%35.9%0.0%0.0%-59.8%01.7K-30.0018.90N/AN/A101763
2023-09-08$5.85$37.50231.6%66.4%98.8%45.1%0.0%0.0%-61.6%01.7K-30.0058.24N/AN/A001773
2023-09-11$5.55$37.50320.1%91.8%99.6%74.2%0.0%0.0%-69.5%01.6K-30.0069.08N/AN/A001773
2023-09-12$5.55$37.50239.9%68.8%99.6%47.9%0.0%0.0%-71.8%01.6K-30.0011.64N/AN/A001773
2023-09-13$5.70$37.50222.7%63.9%99.4%42.2%0.0%0.0%-73.3%01.6K-30.00109.52N/AN/A001773
2023-09-14$5.55$37.50229.2%65.7%97.8%44.3%0.0%0.0%-13.9%0851-30.0061.00N/AN/A001772
2023-09-15$5.55$37.50249.7%71.6%85.1%51.1%0.0%0.0%-59.5%0851-30.004.74N/AN/A001772
2023-09-18$5.25$37.50251.1%72.0%81.9%51.5%0.0%0.0%-68.0%0805-30.0027.83N/AN/A001752
2023-09-19$5.25$37.50184.6%0.0%79.4%29.7%0.0%0.0%0.0%0805-30.0040.23N/AN/A001752
2023-09-20$5.10$37.50263.6%75.6%76.8%55.6%0.0%0.0%0.0%0782-30.0080.50N/AN/A001752
2023-09-21$4.65$37.50282.2%80.9%80.9%61.8%0.0%0.0%-81.2%0713-30.0040.31N/AN/A301752
2023-09-22$4.65$37.50175.7%0.0%78.3%26.7%0.0%0.0%0.0%0713-30.0042.59N/AN/A001782
2023-09-25$4.65$37.50330.7%94.8%78.3%77.7%0.0%0.0%0.0%0713-30.003.86N/AN/A001782
2023-09-26$4.35$37.50218.3%0.0%80.6%40.7%0.0%0.0%0.0%0667-30.0012.71N/AN/A001782
2023-09-27$4.65$37.50425.9%122.1%85.4%100.0%0.0%0.0%0.0%0713-30.005.37N/AN/A001782
2023-09-28$4.65$37.50226.9%0.0%85.4%40.0%0.0%0.0%0.0%0713-30.0076.28N/AN/A001782
2023-09-29$4.50$37.50233.6%0.0%84.3%41.9%0.0%0.0%0.0%0690-30.0071.28N/AN/A001782