FBIO Options History — October 2023 In October 2023, FBIO traded between $1.73 and $4.95. ATM implied volatility averaged 142.5%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 40.9%. IV traded above realized volatility by 49.2% (HV 20d: 93.3%). Max pain ranged from $2.50 to $37.50. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 17.26.
Notable Days 2023-10-18 : Highest Volume — 89 contracts2023-10-25 : Largest IV spike — 426.7% change2023-10-25 : Highest IV Rank — 96.6%2023-10-25 : Largest Expected Move — 118.4%Monthly Statistics Metric Avg Min Max Open Close Price $3.04 $1.73 $4.95 $4.65 $1.77 Max Pain $9.06 $2.50 $37.50 $37.50 $2.50 ATM IV 142.5% 36.5% 412.9% 223.8% 101.3% Expected Move 40.9% 21.0% 118.4% 64.1% 29.0% HV 20d 93.3% 59.6% 111.8% 74.6% 107.1% HV 60d 91.3% 86.5% 100.5% 87.3% 92.6% IV Rank 24.7% 0.0% 96.6% 39.0% 16.6% IV Percentile 18.7% 0.0% 99.6% 47.2% 4.0% Term Structure -50.2% -270.6% 5.2% -44.4% -1.4% VWIV 202.5% 80.3% 412.9% 80.3% 114.4% Bid-Ask Spread % 99.73 12.07 184.82 84.18 35.18 Gamma HHI 1.00 0.98 1.00 0.99 0.98 Net GEX 41 -190 2.1K 0 -190 Net DEX -34.3K -917.4K 26.4K 713 25.7K Net VEX -68 -875 0 -3 -117 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 17.26 0.00 80.00 0.00 53.00 Total Volume 19.318 0 89 0 50 Total OI 252.273 0 2,679 180 299
Daily Data (22 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 2023-10-02 $4.65 $37.50 223.8% 0.0% 74.6% 39.0% 0.0% 0.0% 0.0% 0 713 -3 0.00 84.18 N/A N/A 0 0 178 2 2023-10-03 $4.65 $37.50 226.3% 0.0% 66.1% 39.8% 0.0% 0.0% 0.0% 0 713 -3 0.00 12.07 N/A N/A 1 0 178 2 2023-10-04 $4.80 $37.50 181.8% 0.0% 59.6% 26.3% 0.0% 0.0% 0.0% 0 736 -3 0.00 66.68 N/A N/A 1 0 178 2 2023-10-05 $4.95 $0.00 223.6% 64.1% 61.2% 39.0% 0.0% 0.0% -44.4% 0 759 -3 0.00 24.18 N/A N/A 0 0 177 2 2023-10-06 $4.95 $0.00 226.3% 64.9% 61.2% 39.8% 0.0% 0.0% -46.2% 0 759 -3 0.00 21.13 N/A N/A 0 0 177 2 2023-10-09 $4.35 $0.00 252.1% 72.3% 73.4% 47.6% 0.0% 0.0% -96.6% 0 667 -3 0.00 104.36 N/A N/A 0 0 177 2 2023-10-10 $4.44 $0.00 36.5% 70.4% 74.2% 0.0% 0.0% 0.0% -15.7% 0 0 0 0.00 108.86 N/A N/A 1 0 0 0 2023-10-11 $3.87 $0.00 85.5% 24.5% 85.2% 12.6% 0.0% 0.0% 0.0% 2.1K -917.4K -875 0.00 184.82 N/A N/A 0 0 2,656 23 2023-10-12 $3.33 $0.00 93.2% 26.7% 97.0% 14.6% 80.3% 0.0% 5.2% 0 0 0 0.00 178.67 N/A N/A 0 35 0 0 2023-10-13 $2.92 $2.50 73.4% 21.0% 103.4% 9.5% 0.0% 0.0% 0.0% -81 1.5K -10 0.00 176.00 N/A N/A 0 2 0 35 2023-10-16 $2.78 $2.50 100.3% 28.8% 103.3% 16.4% 0.0% 0.0% -26.5% -117 3.3K -14 0.00 90.69 N/A N/A 0 2 0 37 2023-10-17 $2.58 $2.50 82.3% 23.6% 103.6% 11.8% 0.0% 0.0% -39.2% -153 3.7K -16 0.00 122.86 N/A N/A 0 5 0 39 2023-10-18 $2.24 $2.50 102.7% 29.4% 110.2% 17.0% 0.0% 0.0% -40.4% -84 5.5K -16 5.85 125.32 N/A N/A 13 76 0 43 2023-10-19 $2.08 $2.50 81.1% 23.3% 109.2% 11.5% 0.0% 0.0% 0.0% -79 7.2K -36 0.00 140.38 N/A N/A 0 0 13 95 2023-10-20 $1.88 $2.50 78.1% 22.4% 110.2% 10.7% 0.0% 0.0% -5.8% -38 12.0K -31 51.00 100.74 N/A N/A 1 51 13 95 2023-10-23 $1.75 $2.50 127.9% 36.7% 109.2% 23.5% 0.0% 0.0% -40.6% -48 13.5K -35 0.00 143.72 N/A N/A 11 0 14 107 2023-10-24 $1.79 $2.50 78.4% 22.5% 111.8% 10.8% 0.0% 0.0% -270.6% -39 12.8K -35 0.00 152.28 N/A N/A 20 0 24 107 2023-10-25 $1.87 $2.50 412.9% 118.4% 109.1% 96.6% 412.9% 0.0% -123.6% -27 12.3K -45 0.00 123.81 N/A N/A 0 21 44 107 2023-10-26 $1.79 $2.50 114.0% 32.7% 107.7% 19.9% 114.4% 0.0% -25.3% -141 13.6K -56 80.00 108.18 N/A N/A 1 80 44 127 2023-10-27 $1.80 $2.50 116.7% 33.5% 109.3% 20.6% 0.0% 0.0% -10.8% -104 21.4K -90 53.00 26.97 N/A N/A 1 53 45 207 2023-10-30 $1.73 $2.50 116.7% 33.4% 105.3% 20.6% 0.0% 0.0% -20.8% -140 26.4K -105 0.00 62.93 N/A N/A 0 0 45 254 2023-10-31 $1.77 $2.50 101.3% 29.0% 107.1% 16.6% 0.0% 0.0% -1.4% -190 25.7K -117 0.00 35.18 N/A N/A 0 50 45 254
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