FBIO Options History — February 2024 In February 2024, FBIO traded between $1.71 and $2.16. ATM implied volatility averaged 163.8%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 48.7%. IV traded above realized volatility by 98.3% (HV 20d: 65.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.87.
Notable Days 2024-02-28 : Highest Volume — 108 contracts2024-02-13 : Largest IV spike — 62.9% change2024-02-23 : Highest IV Rank — 65.3%2024-02-23 : Largest Expected Move — 83.4%Monthly Statistics Metric Avg Min Max Open Close Price $1.85 $1.71 $2.16 $1.98 $2.06 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 163.8% 105.6% 290.8% 154.6% 159.0% Expected Move 48.7% 32.1% 83.4% 32.7% 45.6% HV 20d 65.4% 59.0% 77.0% 64.3% 77.0% HV 60d 149.9% 123.9% 189.0% 189.0% 124.6% IV Rank 32.7% 17.8% 65.3% 30.3% 31.5% IV Percentile 30.2% 7.5% 86.9% 21.8% 29.0% Term Structure 12.9% -90.3% 129.8% 129.8% 77.8% VWIV 141.7% 89.2% 193.2% 170.3% 135.3% Bid-Ask Spread % 94.95 49.05 131.23 97.90 131.23 Gamma HHI 0.54 0.48 0.88 0.48 0.76 Net GEX 5 -210 491 35 491 Net DEX 29.0K -28.7K 101.0K 28.4K -28.7K Net VEX -502 -650 -274 -567 -613 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.87 0.00 7.14 4.00 0.40 Total Volume 33.45 1 108 25 7 Total OI 1,889.1 1,534 2,044 1,972 1,905
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 2024-02-01 $1.98 $2.50 154.6% 32.7% 64.3% 30.3% 0.0% 0.0% 129.8% 35 28.4K -567 4.00 97.90 N/A N/A 5 20 1,235 737 2024-02-02 $1.85 $2.50 105.6% 37.3% 66.5% 17.8% 0.0% 0.0% 24.8% 19 18.3K -558 0.00 87.37 N/A N/A 1 0 1,235 754 2024-02-05 $1.71 $2.50 118.3% 56.4% 70.2% 21.0% 170.3% 0.0% -23.5% -27 37.6K -479 7.14 95.48 N/A N/A 7 50 1,234 754 2024-02-06 $1.71 $2.50 147.6% 58.8% 67.4% 28.5% 0.0% 0.0% -32.9% -69 46.4K -469 0.00 94.50 N/A N/A 3 0 1,246 786 2024-02-07 $1.75 $2.50 120.2% 34.5% 66.0% 21.5% 126.4% 0.0% 8.1% -60 43.2K -501 0.50 80.82 N/A N/A 2 1 1,249 786 2024-02-08 $1.79 $2.50 139.4% 40.0% 59.0% 26.4% 0.0% 0.0% 9.9% -69 11.4K -527 0.00 49.05 N/A N/A 1 0 1,251 787 2024-02-09 $1.85 $2.50 111.9% 32.1% 59.4% 19.4% 0.0% 0.0% 72.0% 261 101.0K -274 0.00 87.06 N/A N/A 0 6 1,252 787 2024-02-12 $1.92 $2.50 133.6% 38.3% 60.5% 24.9% 0.0% 0.0% 12.3% -63 45.4K -521 0.35 63.85 N/A N/A 23 8 1,252 792 2024-02-13 $1.79 $2.50 217.7% 62.4% 63.3% 46.5% 193.2% 0.0% -35.3% -57 44.1K -486 0.83 89.87 N/A N/A 6 5 1,248 790 2024-02-14 $1.88 $2.50 136.5% 39.1% 65.0% 25.7% 136.1% 0.0% -0.3% -119 46.9K -527 0.50 79.17 N/A N/A 14 7 1,252 789 2024-02-15 $1.88 $2.50 155.1% 44.5% 64.2% 30.4% 0.0% 0.0% -22.2% -122 40.6K -521 0.00 107.96 N/A N/A 7 0 1,252 784 2024-02-16 $1.88 $2.50 154.1% 44.2% 63.5% 30.2% 154.1% 0.0% -20.2% -140 23.4K -531 2.00 122.39 N/A N/A 2 4 1,247 784 2024-02-20 $1.79 $2.50 170.8% 49.0% 62.7% 34.5% 170.8% 0.0% -18.1% -123 32.5K -450 0.01 100.83 N/A N/A 71 1 871 683 2024-02-21 $1.73 $2.50 139.4% 40.0% 63.5% 26.4% 0.0% 0.0% 7.2% -173 42.9K -402 0.00 102.93 N/A N/A 10 0 850 684 2024-02-22 $1.75 $2.50 223.4% 64.0% 63.3% 48.0% 173.2% 0.0% -90.3% -210 5.2K -472 0.00 87.57 N/A N/A 100 0 860 684 2024-02-23 $1.73 $2.50 290.8% 83.4% 60.4% 65.3% 90.8% 0.0% 59.9% -55 27.4K -463 0.00 117.37 N/A N/A 100 0 942 684 2024-02-26 $1.83 $2.50 198.0% 56.8% 64.8% 41.5% 0.0% 0.0% 62.0% -44 32.2K -458 0.00 94.99 N/A N/A 91 0 1,042 684 2024-02-27 $2.00 $2.50 279.2% 80.0% 72.7% 62.3% 89.2% 0.0% 20.1% 204 2.9K -563 0.00 106.04 N/A N/A 9 0 1,118 684 2024-02-28 $2.16 $2.50 120.1% 34.4% 74.9% 21.5% 118.9% 0.0% 17.4% 411 -21.5K -650 0.86 102.64 N/A N/A 58 50 1,124 684 2024-02-29 $2.06 $2.50 159.0% 45.6% 77.0% 31.5% 135.3% 0.0% 77.8% 491 -28.7K -613 0.40 131.23 N/A N/A 5 2 1,171 734
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