FBIO Options History — March 2024

In March 2024, FBIO traded between $1.67 and $2.38. ATM implied volatility averaged 178.5%, placing in the 36.5% IV rank vs the trailing year. The 30-day expected move averaged 49.7%. IV traded above realized volatility by 82.2% (HV 20d: 96.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 1.05.

Notable Days

2024-03-15: Highest Volume — 136 contracts
2024-03-25: Largest IV spike — 270.0% change
2024-03-26: Highest IV Rank — 76.6%
2024-03-26: Largest Expected Move — 96.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.01	$1.67	$2.38	$2.38	$2.00
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	178.5%	83.6%	334.9%	111.9%	131.6%
Expected Move	49.7%	24.0%	96.0%	32.1%	37.7%
HV 20d	96.3%	83.5%	106.0%	92.0%	101.4%
HV 60d	110.7%	82.4%	122.6%	122.4%	82.4%
IV Rank	36.5%	12.1%	76.6%	19.4%	24.4%
IV Percentile	39.4%	2.8%	95.2%	8.3%	19.8%
Term Structure	-1.7%	-144.3%	128.1%	23.0%	10.8%
VWIV	162.7%	93.6%	239.6%	93.6%	152.7%
Bid-Ask Spread %	99.69	77.49	130.29	130.29	77.54
Gamma HHI	0.67	0.47	0.93	0.76	0.64
Net GEX	244	20	553	438	332
Net DEX	34.5K	-56.9K	130.3K	-35.8K	-6.9K
Net VEX	-430	-709	-46	-709	-564
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.05	0.00	7.50	1.79	0.00
Total Volume	35.65	2	136	109	13
Total OI	1,975.35	1,901	2,049	1,911	2,049

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
2024-03-01	$2.38	$2.50	111.9%	32.1%	92.0%	19.4%	93.6%	0.0%	23.0%	438	-35.8K	-709	1.79	130.29	N/A	N/A	39	70	1,176	735
2024-03-04	$2.29	$2.50	103.2%	40.5%	89.3%	17.1%	143.6%	0.0%	128.1%	451	-56.9K	-695	0.35	83.23	N/A	N/A	17	6	1,215	735
2024-03-05	$2.26	$2.50	116.3%	42.6%	83.5%	20.5%	148.7%	0.0%	-27.7%	553	-37.5K	-687	0.00	87.64	N/A	N/A	52	0	1,218	736
2024-03-06	$2.23	$2.50	131.2%	32.3%	83.9%	24.3%	103.4%	0.0%	9.9%	455	-31.4K	-679	0.00	106.05	N/A	N/A	0	20	1,261	736
2024-03-07	$2.06	$2.50	228.4%	51.4%	89.9%	49.3%	180.9%	0.0%	39.9%	55	14.4K	-453	0.00	88.78	N/A	N/A	4	0	1,261	749
2024-03-08	$2.08	$2.50	156.0%	44.0%	89.8%	30.7%	153.3%	0.0%	53.3%	67	9.6K	-550	0.56	83.02	N/A	N/A	18	10	1,263	749
2024-03-11	$2.00	$2.50	184.2%	39.6%	90.7%	37.9%	138.0%	0.0%	-32.2%	102	32.6K	-517	7.50	95.19	N/A	N/A	2	15	1,280	749
2024-03-12	$1.92	$2.50	233.8%	51.2%	91.2%	50.7%	179.1%	0.0%	-121.0%	166	6.2K	-498	2.50	99.29	N/A	N/A	2	5	1,281	749
2024-03-13	$1.81	$2.50	212.8%	61.0%	90.1%	45.3%	212.8%	0.0%	-144.3%	20	130.3K	-46	1.00	77.49	N/A	N/A	1	1	1,283	749
2024-03-14	$1.67	$2.50	280.7%	80.5%	92.6%	62.7%	239.6%	0.0%	0.0%	256	54.0K	-281	0.00	114.82	N/A	N/A	40	0	1,284	748
2024-03-15	$1.92	$2.50	128.1%	36.7%	106.0%	23.5%	146.5%	0.0%	5.5%	137	13.8K	-510	0.03	92.20	N/A	N/A	132	4	1,322	696
2024-03-18	$1.92	$2.50	121.3%	34.8%	106.0%	21.8%	124.8%	0.0%	52.1%	124	6.6K	-505	6.00	108.66	N/A	N/A	2	12	1,204	697
2024-03-19	$1.90	$2.50	113.5%	32.5%	104.5%	19.8%	226.2%	0.0%	-52.0%	330	83.4K	-302	0.00	106.70	N/A	N/A	61	0	1,205	709
2024-03-20	$1.88	$2.50	269.1%	77.2%	103.7%	59.7%	194.3%	0.0%	-33.8%	329	79.8K	-298	0.00	106.90	N/A	N/A	47	0	1,206	709
2024-03-21	$1.96	$2.50	121.3%	34.8%	104.5%	21.8%	137.8%	0.0%	26.3%	189	20.0K	-491	0.14	78.58	N/A	N/A	7	1	1,225	709
2024-03-22	$1.94	$2.50	83.6%	24.0%	104.5%	12.1%	166.5%	0.0%	-7.7%	44	126.4K	-80	0.00	125.27	N/A	N/A	12	0	1,227	709
2024-03-25	$1.90	$2.50	309.4%	88.7%	103.1%	70.1%	0.0%	0.0%	-6.1%	327	84.2K	-281	0.00	107.05	N/A	N/A	6	0	1,233	709
2024-03-26	$1.92	$2.50	334.9%	96.0%	98.0%	76.6%	0.0%	0.0%	-14.2%	48	125.7K	-75	0.00	118.71	N/A	N/A	51	0	1,236	709
2024-03-27	$2.12	$2.50	197.6%	56.6%	100.6%	41.4%	186.3%	0.0%	58.0%	447	71.3K	-383	0.00	106.48	N/A	N/A	63	0	1,287	709
2024-03-28	$2.00	$2.50	131.6%	37.7%	101.4%	24.4%	152.7%	0.0%	10.8%	332	-6.9K	-564	0.00	77.54	N/A	N/A	13	0	1,340	709