FBIO Options History — January 2024

In January 2024, FBIO traded between $1.83 and $2.63. ATM implied volatility averaged 149.8%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 41.8%. IV traded below realized volatility by 3.5% (HV 20d: 153.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.33.

Notable Days

2024-01-02: Highest Volume — 358 contracts
2024-01-09: Largest IV spike — 118.6% change
2024-01-09: Highest IV Rank — 53.8%
2024-01-16: Largest Expected Move — 52.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.09	$1.83	$2.63	$2.63	$2.00
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	149.8%	100.2%	245.9%	145.3%	100.2%
Expected Move	41.8%	28.7%	52.5%	41.7%	28.7%
HV 20d	153.2%	67.3%	192.4%	192.4%	67.3%
HV 60d	196.8%	191.6%	203.7%	203.4%	191.6%
IV Rank	29.1%	16.4%	53.8%	27.9%	16.4%
IV Percentile	20.0%	4.8%	67.1%	15.5%	4.8%
Term Structure	-10.8%	-73.9%	56.0%	10.0%	-6.0%
VWIV	149.0%	107.4%	183.3%	150.8%	157.6%
Bid-Ask Spread %	56.71	20.94	88.25	47.30	26.79
Gamma HHI	0.51	0.45	0.83	0.55	0.48
Net GEX	81	-420	665	-420	29
Net DEX	20.0K	-50.9K	76.8K	-34.8K	25.2K
Net VEX	-601	-734	-464	-596	-593
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.33	0.00	17.00	0.30	0.00
Total Volume	108.429	4	358	358	4
Total OI	2,293.381	1,775	2,812	2,017	1,971

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
2024-01-02	$2.63	$2.50	145.3%	41.7%	192.4%	27.9%	150.8%	0.0%	10.0%	-420	-34.8K	-596	0.30	47.30	N/A	N/A	275	83	1,030	987
2024-01-03	$2.46	$2.50	163.8%	47.0%	182.7%	32.7%	163.0%	0.0%	14.2%	-51	-19.2K	-713	0.76	32.83	N/A	N/A	169	128	1,281	1,034
2024-01-04	$2.50	$2.50	155.4%	49.3%	182.8%	30.5%	172.7%	0.0%	-38.5%	-51	-50.9K	-731	0.65	65.35	N/A	N/A	57	37	1,377	1,047
2024-01-05	$2.44	$2.50	155.8%	35.6%	181.5%	30.6%	122.9%	0.0%	-28.7%	-81	-3.5K	-600	0.02	83.49	N/A	N/A	93	2	1,394	1,048
2024-01-08	$2.27	$2.50	112.5%	33.7%	170.4%	19.5%	0.0%	0.0%	35.3%	123	1.4K	-734	0.02	82.36	N/A	N/A	86	2	1,485	1,050
2024-01-09	$2.13	$2.50	245.9%	49.4%	170.9%	53.8%	173.1%	0.0%	-7.5%	-59	10.2K	-533	1.45	71.24	N/A	N/A	108	157	1,469	1,052
2024-01-10	$1.94	$2.50	117.8%	33.8%	172.7%	20.9%	0.0%	0.0%	56.0%	68	65.4K	-556	0.25	88.03	N/A	N/A	101	25	1,497	997
2024-01-11	$1.88	$2.50	168.6%	48.3%	169.4%	33.9%	168.2%	0.0%	-27.8%	-17	49.2K	-550	0.41	62.47	N/A	N/A	44	18	1,570	997
2024-01-12	$1.92	$2.50	151.3%	43.4%	168.2%	29.5%	123.5%	0.0%	9.5%	103	52.7K	-572	0.04	66.00	N/A	N/A	158	7	1,591	998
2024-01-16	$1.83	$2.50	183.3%	52.5%	167.7%	37.7%	183.3%	0.0%	-25.0%	-12	66.0K	-548	0.15	54.65	N/A	N/A	102	15	1,738	1,002
2024-01-17	$1.88	$2.50	158.3%	45.4%	167.2%	31.3%	154.5%	0.0%	-8.4%	-56	68.6K	-556	1.39	74.60	N/A	N/A	41	57	1,810	1,002
2024-01-18	$1.83	$2.50	152.2%	43.6%	153.1%	29.7%	151.4%	0.0%	0.0%	-13	76.8K	-516	0.13	72.26	N/A	N/A	31	4	1,777	998
2024-01-19	$1.88	$2.50	165.5%	47.5%	153.9%	33.1%	158.7%	0.0%	-23.2%	-101	58.9K	-540	17.00	71.96	N/A	N/A	1	17	1,769	998
2024-01-22	$1.98	$2.50	116.6%	33.4%	155.5%	20.6%	107.4%	0.0%	-28.3%	443	-5.9K	-623	0.04	88.25	N/A	N/A	113	4	1,050	725
2024-01-23	$1.98	$2.50	141.7%	40.6%	154.4%	27.0%	142.2%	0.0%	-21.5%	375	-8.3K	-624	0.27	61.79	N/A	N/A	102	28	1,081	727
2024-01-24	$2.01	$2.50	148.7%	42.6%	149.6%	28.8%	149.4%	0.0%	-14.0%	396	-5.6K	-639	0.00	27.99	N/A	N/A	23	0	1,125	732
2024-01-25	$2.10	$2.50	129.6%	37.1%	131.7%	23.9%	129.7%	0.0%	-5.8%	-224	64.6K	-464	0.00	22.19	N/A	N/A	139	0	1,124	732
2024-01-26	$2.08	$2.50	132.8%	38.1%	128.8%	24.7%	133.0%	0.0%	-8.7%	548	-16.0K	-712	0.00	27.58	N/A	N/A	35	0	1,232	732
2024-01-29	$2.12	$2.50	141.6%	40.6%	118.4%	27.0%	140.5%	0.0%	-23.4%	665	-3.5K	-639	0.00	42.89	N/A	N/A	5	0	1,234	732
2024-01-30	$2.00	$2.50	158.1%	45.3%	79.0%	31.2%	157.6%	0.0%	-73.9%	37	27.7K	-581	5.00	20.94	N/A	N/A	1	5	1,234	732
2024-01-31	$2.00	$2.50	100.2%	28.7%	67.3%	16.4%	0.0%	0.0%	-6.0%	29	25.2K	-593	0.00	26.79	N/A	N/A	4	0	1,234	737