FBIO Options History — May 2024

In May 2024, FBIO traded between $1.67 and $1.95. ATM implied volatility averaged 167.3%, placing in the 33.6% IV rank vs the trailing year. The 30-day expected move averaged 55.2%. IV traded above realized volatility by 122.4% (HV 20d: 44.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.02.

Notable Days

2024-05-08: Highest Volume — 200 contracts
2024-05-16: Largest IV spike — 89.3% change
2024-05-13: Highest IV Rank — 72.6%
2024-05-09: Largest Expected Move — 90.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.80	$1.67	$1.95	$1.73	$1.85
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	167.3%	79.3%	319.4%	111.0%	79.3%
Expected Move	55.2%	22.7%	90.1%	31.8%	22.7%
HV 20d	44.9%	36.7%	54.1%	39.8%	51.7%
HV 60d	69.7%	61.4%	73.4%	73.0%	61.7%
IV Rank	33.6%	11.0%	72.6%	19.1%	11.0%
IV Percentile	39.6%	2.0%	94.0%	9.5%	2.0%
Term Structure	-10.3%	-84.7%	47.5%	-59.0%	22.2%
VWIV	129.3%	100.6%	145.4%	100.6%	124.4%
Bid-Ask Spread %	131.14	112.05	151.55	137.83	136.13
Gamma HHI	0.59	0.49	0.88	0.57	0.73
Net GEX	-46	-353	174	174	-266
Net DEX	37.3K	13.2K	75.2K	15.1K	44.1K
Net VEX	-273	-376	-104	-323	-239
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.02	0.00	0.31	0.00	0.00
Total Volume	36.636	0	200	2	0
Total OI	1,492.091	1,352	1,590	1,352	1,508

Daily Data (22 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
2024-05-01	$1.73	$2.50	111.0%	31.8%	39.8%	19.1%	0.0%	0.0%	-59.0%	174	15.1K	-323	0.00	137.83	N/A	N/A	2	0	874	478
2024-05-02	$1.79	$2.50	127.7%	36.6%	41.3%	23.4%	100.6%	0.0%	17.2%	107	26.6K	-298	0.31	141.80	N/A	N/A	97	30	876	478
2024-05-03	$1.77	$2.50	119.2%	34.2%	41.3%	21.2%	0.0%	0.0%	-38.8%	-42	40.4K	-265	0.00	141.10	N/A	N/A	40	0	972	507
2024-05-06	$1.79	$2.50	127.7%	76.8%	38.2%	23.4%	0.0%	0.0%	-84.7%	47	31.0K	-298	0.00	136.94	N/A	N/A	4	0	976	507
2024-05-07	$1.78	$2.50	155.5%	84.6%	38.2%	30.6%	0.0%	0.0%	-40.8%	20	35.9K	-288	0.00	129.39	N/A	N/A	0	0	974	507
2024-05-08	$1.75	$2.50	161.9%	76.5%	37.6%	32.2%	0.0%	0.0%	47.5%	167	16.5K	-336	0.00	138.07	N/A	N/A	0	200	974	507
2024-05-09	$1.73	$2.50	153.7%	90.1%	36.7%	30.1%	0.0%	0.0%	31.1%	51	20.9K	-357	0.00	137.98	N/A	N/A	0	0	974	537
2024-05-10	$1.67	$2.50	175.0%	69.6%	38.2%	35.6%	0.0%	0.0%	-18.1%	-229	49.9K	-244	0.00	139.63	N/A	N/A	15	0	974	537
2024-05-13	$1.69	$2.50	319.4%	80.7%	38.2%	72.6%	0.0%	0.0%	-13.4%	11	24.6K	-335	0.00	118.16	N/A	N/A	133	0	980	537
2024-05-14	$1.78	$2.50	283.2%	76.6%	42.7%	63.3%	0.0%	0.0%	4.9%	78	19.0K	-360	0.00	113.39	N/A	N/A	0	0	1,033	537
2024-05-15	$1.75	$2.50	143.4%	41.1%	43.2%	27.4%	0.0%	0.0%	-14.9%	-59	34.4K	-306	0.00	136.61	N/A	N/A	0	0	1,033	537
2024-05-16	$1.75	$2.50	271.4%	77.8%	41.3%	60.3%	145.4%	0.0%	-15.9%	-50	33.3K	-304	0.00	130.67	N/A	N/A	53	0	1,033	537
2024-05-17	$1.91	$2.50	144.9%	41.6%	49.9%	27.9%	145.0%	0.0%	-2.9%	107	13.2K	-376	0.00	141.70	N/A	N/A	17	0	1,084	506
2024-05-20	$1.95	$2.50	137.2%	39.3%	50.1%	25.9%	125.8%	0.0%	37.2%	-90	75.2K	-128	0.00	112.05	N/A	N/A	20	0	902	506
2024-05-21	$1.94	$2.50	183.5%	52.6%	49.8%	37.8%	134.8%	0.0%	-33.6%	-174	33.0K	-311	0.00	117.24	N/A	N/A	118	0	918	506
2024-05-22	$1.88	$2.50	105.9%	30.4%	51.3%	17.8%	0.0%	0.0%	-46.4%	16	39.5K	-284	0.00	119.47	N/A	N/A	51	0	1,034	506
2024-05-23	$1.84	$2.50	189.6%	54.4%	49.0%	39.3%	0.0%	0.0%	-40.0%	109	51.7K	-152	0.00	131.53	N/A	N/A	0	0	984	506
2024-05-24	$1.85	$2.50	115.3%	33.1%	49.0%	20.2%	0.0%	0.0%	-41.0%	-353	54.0K	-218	0.00	122.58	N/A	N/A	0	0	984	506
2024-05-28	$1.74	$2.50	170.9%	49.0%	54.1%	34.5%	0.0%	0.0%	40.4%	-75	71.2K	-104	0.00	114.01	N/A	N/A	21	0	984	506
2024-05-29	$1.81	$2.50	280.5%	80.4%	54.1%	62.7%	0.0%	0.0%	43.0%	-276	45.7K	-243	0.00	137.22	N/A	N/A	1	0	997	506
2024-05-30	$1.83	$2.50	124.4%	35.7%	52.9%	22.6%	124.4%	0.0%	-21.5%	-289	45.8K	-243	0.00	151.55	N/A	N/A	4	0	998	506
2024-05-31	$1.85	$2.50	79.3%	22.7%	51.7%	11.0%	0.0%	0.0%	22.2%	-266	44.1K	-239	0.00	136.13	N/A	N/A	0	0	1,002	506