FBIO Options History — November 2023

In November 2023, FBIO traded between $1.29 and $2.61. ATM implied volatility averaged 165.6%, placing in the 33.1% IV rank vs the trailing year. The 30-day expected move averaged 44.4%. IV traded below realized volatility by 41.5% (HV 20d: 207.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.57.

Notable Days

2023-11-17: Highest Volume — 622 contracts
2023-11-06: Largest IV spike — 263.8% change
2023-11-15: Highest IV Rank — 63.6%
2023-11-15: Largest Expected Move — 81.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.93	$1.29	$2.61	$1.67	$1.99
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	165.6%	47.0%	284.1%	115.2%	220.4%
Expected Move	44.4%	18.1%	81.5%	25.1%	63.2%
HV 20d	207.1%	102.8%	270.6%	102.8%	269.7%
HV 60d	142.6%	92.8%	175.4%	92.8%	172.3%
IV Rank	33.1%	2.7%	63.6%	20.2%	47.2%
IV Percentile	26.7%	0.4%	82.5%	5.6%	47.6%
Term Structure	1.9%	-107.2%	326.4%	-107.2%	64.6%
VWIV	178.5%	140.3%	241.4%	241.4%	171.9%
Bid-Ask Spread %	94.62	13.11	152.66	152.66	142.08
Gamma HHI	0.77	0.49	1.00	1.00	0.51
Net GEX	-41	-430	466	-191	-52
Net DEX	9.2K	-86.3K	40.9K	29.0K	-9.8K
Net VEX	-289	-508	-113	-129	-432
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.57	0.00	11.20	0.00	0.00
Total Volume	109.524	3	622	18	66
Total OI	863.524	340	1,393	349	1,393

Daily Data (21 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
2023-11-01	$1.67	$2.50	115.2%	0.0%	102.8%	20.2%	0.0%	0.0%	-107.2%	-191	29.0K	-129	0.00	152.66	N/A	N/A	0	18	45	304
2023-11-02	$1.92	$0.00	167.5%	25.1%	120.3%	33.6%	0.0%	0.0%	-1.1%	-229	18.3K	-134	0.00	106.25	N/A	N/A	107	0	45	295
2023-11-03	$2.23	$2.50	47.0%	18.1%	138.5%	2.7%	0.0%	0.0%	55.1%	450	-6.9K	-113	0.00	109.69	N/A	N/A	33	0	103	295
2023-11-06	$2.38	$2.50	171.0%	20.2%	139.0%	34.5%	0.0%	0.0%	326.4%	-202	13.2K	-214	2.50	107.97	N/A	N/A	26	65	131	295
2023-11-07	$2.14	$2.50	113.8%	25.6%	140.2%	19.9%	0.0%	0.0%	77.9%	-103	17.8K	-217	11.20	112.53	N/A	N/A	10	112	146	364
2023-11-08	$2.16	$2.50	123.0%	35.3%	135.8%	22.2%	0.0%	0.0%	22.3%	-399	34.8K	-291	0.50	118.72	N/A	N/A	20	10	156	475
2023-11-09	$2.12	$2.50	88.5%	25.4%	128.0%	13.3%	0.0%	0.0%	-19.8%	-430	37.4K	-295	2.00	121.31	N/A	N/A	1	2	167	495
2023-11-10	$1.29	$2.50	272.6%	78.1%	209.2%	60.6%	0.0%	0.0%	-49.6%	-236	38.3K	-175	1.16	80.46	N/A	N/A	70	81	168	495
2023-11-13	$1.36	$2.50	230.3%	0.0%	211.8%	49.8%	0.0%	0.0%	-43.3%	-187	24.9K	-184	0.00	123.88	N/A	N/A	42	0	179	496
2023-11-14	$1.31	$2.50	99.2%	28.4%	211.3%	16.1%	0.0%	0.0%	-46.1%	-227	39.2K	-176	0.00	92.82	N/A	N/A	32	0	231	496
2023-11-15	$1.35	$2.50	284.1%	81.5%	208.4%	63.6%	0.0%	0.0%	-35.7%	-244	39.7K	-170	0.00	86.17	N/A	N/A	21	0	211	496
2023-11-16	$1.42	$2.50	100.8%	28.9%	209.3%	16.5%	0.0%	0.0%	-9.9%	-342	40.9K	-187	0.00	88.37	N/A	N/A	12	0	232	496
2023-11-17	$2.06	$2.50	240.5%	69.0%	248.4%	52.4%	241.4%	0.0%	-76.6%	-215	23.2K	-286	0.12	99.80	N/A	N/A	556	66	243	496
2023-11-20	$2.61	$2.50	164.5%	47.2%	259.7%	32.9%	162.9%	0.0%	81.1%	-95	-86.3K	-316	0.07	47.09	N/A	N/A	300	22	665	511
2023-11-21	$2.18	$2.50	176.7%	50.7%	269.2%	36.0%	176.8%	0.0%	-30.9%	424	-23.4K	-508	0.13	13.11	N/A	N/A	345	46	818	530
2023-11-22	$2.17	$2.50	162.0%	46.4%	269.0%	32.2%	162.0%	0.0%	-20.2%	351	-23.1K	-476	0.65	39.32	N/A	N/A	31	20	796	530
2023-11-24	$2.21	$2.50	142.1%	40.7%	268.3%	27.1%	140.3%	0.0%	-5.9%	466	-20.6K	-471	0.91	58.71	N/A	N/A	34	31	791	518
2023-11-27	$2.09	$2.50	155.9%	44.7%	269.3%	30.7%	155.4%	0.0%	-24.2%	349	-6.2K	-444	2.14	50.79	N/A	N/A	21	45	770	546
2023-11-28	$1.94	$2.50	224.1%	64.2%	270.4%	48.2%	217.0%	0.0%	-75.6%	-21	15.0K	-413	0.00	147.09	N/A	N/A	11	0	775	584
2023-11-29	$2.02	$2.50	177.6%	50.9%	270.6%	36.2%	0.0%	0.0%	-42.3%	278	-1.3K	-447	10.00	88.27	N/A	N/A	4	40	768	584
2023-11-30	$1.99	$2.50	220.4%	63.2%	269.7%	47.2%	171.9%	0.0%	64.6%	-52	-9.8K	-432	0.00	142.08	N/A	N/A	66	0	769	624