FBIO Options History — December 2023

In December 2023, FBIO traded between $2.20 and $3.93. ATM implied volatility averaged 148.8%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 46.5%. IV traded below realized volatility by 51.5% (HV 20d: 200.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.40.

Notable Days

2023-12-28: Highest Volume — 551 contracts
2023-12-06: Largest IV drop — 47.7% change
2023-12-01: Highest IV Rank — 50.2%
2023-12-06: Largest Expected Move — 89.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.95	$2.20	$3.93	$2.20	$3.00
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	148.8%	100.4%	232.1%	232.1%	161.4%
Expected Move	46.5%	28.8%	89.7%	66.6%	46.3%
HV 20d	200.3%	140.6%	273.1%	267.5%	187.5%
HV 60d	185.8%	173.9%	202.0%	173.9%	202.0%
IV Rank	28.9%	16.4%	50.2%	50.2%	32.1%
IV Percentile	18.4%	5.2%	56.7%	56.7%	22.2%
Term Structure	-19.5%	-332.6%	130.8%	-66.1%	-8.5%
VWIV	165.8%	85.5%	337.3%	230.7%	166.1%
Bid-Ask Spread %	57.68	17.80	152.71	83.65	23.00
Gamma HHI	0.54	0.39	0.82	0.82	0.49
Net GEX	74	-384	493	184	-318
Net DEX	-65.3K	-138.6K	2.4K	-6.2K	-20.4K
Net VEX	-536	-667	-211	-483	-655
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.00	2.36	0.00	0.52
Total Volume	152.65	20	551	36	443
Total OI	1,515.55	1,358	1,654	1,372	1,654

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
2023-12-01	$2.20	$2.50	232.1%	66.6%	267.5%	50.2%	230.7%	0.0%	-66.1%	184	-6.2K	-483	0.00	83.65	N/A	N/A	36	0	748	624
2023-12-04	$2.64	$2.50	200.6%	30.4%	270.1%	42.1%	85.5%	0.0%	130.8%	324	-54.2K	-531	0.02	108.15	N/A	N/A	112	2	748	624
2023-12-05	$2.60	$2.50	216.5%	52.3%	269.4%	46.2%	0.0%	0.0%	-54.8%	289	-45.0K	-526	0.70	106.17	N/A	N/A	43	30	733	625
2023-12-06	$2.76	$2.50	113.3%	89.7%	266.7%	19.7%	151.3%	0.0%	-332.6%	41	-68.7K	-495	2.36	152.71	N/A	N/A	11	26	725	655
2023-12-07	$3.27	$2.50	113.1%	39.0%	272.5%	19.7%	188.2%	0.0%	109.7%	432	-121.7K	-211	0.25	66.04	N/A	N/A	204	51	716	675
2023-12-08	$3.13	$2.50	118.4%	49.3%	273.1%	21.0%	148.9%	0.0%	-5.7%	-261	-91.8K	-447	0.01	44.69	N/A	N/A	159	1	757	706
2023-12-11	$2.98	$2.50	126.4%	75.8%	196.3%	23.1%	337.3%	0.0%	-142.8%	22	-70.0K	-596	0.00	52.66	N/A	N/A	115	0	730	707
2023-12-12	$3.19	$2.50	150.3%	38.0%	196.5%	29.2%	121.1%	0.0%	-0.7%	-384	-97.8K	-471	0.00	49.73	N/A	N/A	34	0	816	707
2023-12-13	$3.34	$2.50	100.4%	28.8%	194.2%	16.4%	196.4%	0.0%	79.4%	300	-119.5K	-553	0.54	63.49	N/A	N/A	37	20	842	707
2023-12-14	$3.38	$2.50	115.4%	33.1%	194.5%	20.3%	150.9%	0.0%	0.0%	-223	-115.0K	-505	0.00	27.64	N/A	N/A	45	0	843	728
2023-12-15	$3.08	$2.50	130.9%	37.5%	200.6%	24.2%	160.1%	0.0%	12.2%	111	-79.5K	-625	0.87	34.83	N/A	N/A	69	60	847	728
2023-12-18	$2.51	$2.50	149.4%	42.8%	176.5%	29.0%	153.1%	0.0%	-32.3%	-69	-11.0K	-578	0.16	49.54	N/A	N/A	64	10	732	746
2023-12-19	$2.46	$2.50	135.3%	38.8%	155.0%	25.4%	135.3%	0.0%	6.3%	-90	-2.6K	-597	0.55	17.80	N/A	N/A	38	21	770	753
2023-12-20	$2.40	$2.50	148.3%	42.5%	140.6%	28.7%	148.3%	0.0%	-71.3%	-90	2.4K	-603	0.13	27.66	N/A	N/A	89	12	789	774
2023-12-21	$2.50	$2.50	139.6%	40.0%	141.1%	26.5%	139.6%	0.0%	7.7%	3	-10.8K	-624	0.48	36.79	N/A	N/A	21	10	843	783
2023-12-22	$2.75	$2.50	143.8%	41.2%	144.5%	27.6%	134.7%	0.0%	-6.1%	69	-36.3K	-659	0.00	33.08	N/A	N/A	20	0	844	793
2023-12-26	$3.31	$2.50	155.8%	44.7%	154.7%	30.6%	162.7%	0.0%	-0.1%	493	-128.6K	-292	0.41	40.14	N/A	N/A	267	109	846	793
2023-12-27	$3.49	$2.50	156.5%	44.9%	150.7%	30.8%	158.5%	0.0%	5.8%	303	-91.7K	-667	0.88	75.04	N/A	N/A	182	161	794	812
2023-12-28	$3.93	$2.50	169.4%	48.6%	153.9%	34.1%	181.4%	0.0%	-2.1%	337	-138.6K	-601	0.21	60.83	N/A	N/A	455	96	709	885
2023-12-29	$3.00	$2.50	161.4%	46.3%	187.5%	32.1%	166.1%	0.0%	-8.5%	-318	-20.4K	-655	0.52	23.00	N/A	N/A	291	152	771	883