FBIO Options History — June 2024

In June 2024, FBIO traded between $1.65 and $1.96. ATM implied volatility averaged 125.8%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 32.7%. IV traded above realized volatility by 72.1% (HV 20d: 53.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 1.37.

Notable Days

2024-06-25: Highest Volume — 52 contracts
2024-06-10: Largest IV spike — 111.5% change
2024-06-11: Highest IV Rank — 75.8%
2024-06-27: Largest Expected Move — 49.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.82	$1.65	$1.96	$1.90	$1.67
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	125.8%	67.8%	331.6%	128.5%	148.0%
Expected Move	32.7%	19.4%	49.3%	36.8%	42.4%
HV 20d	53.7%	47.9%	59.9%	52.2%	47.9%
HV 60d	52.6%	46.6%	60.1%	59.9%	46.7%
IV Rank	22.9%	8.0%	75.8%	23.6%	28.6%
IV Percentile	23.9%	0.8%	95.6%	24.6%	41.3%
Term Structure	7.2%	-112.7%	167.4%	-17.9%	-112.7%
VWIV	138.8%	85.6%	173.0%	109.6%	173.0%
Bid-Ask Spread %	117.59	95.56	143.29	143.29	101.96
Gamma HHI	0.66	0.46	0.83	0.67	0.64
Net GEX	-139	-341	-5	-271	-38
Net DEX	54.8K	35.3K	70.3K	41.1K	64.5K
Net VEX	-164	-264	-84	-259	-91
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.37	0.00	10.00	0.00	0.00
Total Volume	10.421	0	52	0	20
Total OI	1,478.211	1,345	1,516	1,508	1,419

Daily Data (19 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
2024-06-03	$1.90	$2.50	128.5%	36.8%	52.2%	23.6%	0.0%	0.0%	-17.9%	-271	41.1K	-259	0.00	143.29	N/A	N/A	0	0	1,002	506
2024-06-04	$1.85	$2.50	67.8%	19.4%	53.2%	8.0%	0.0%	0.0%	48.5%	-246	44.0K	-239	0.00	134.21	N/A	N/A	0	0	1,002	506
2024-06-05	$1.85	$2.50	69.9%	20.0%	53.1%	8.6%	0.0%	0.0%	50.0%	-202	38.7K	-247	0.00	133.53	N/A	N/A	0	0	1,002	506
2024-06-06	$1.79	$2.50	77.8%	30.4%	54.2%	10.6%	0.0%	0.0%	-6.2%	-44	70.1K	-111	0.00	108.69	N/A	N/A	2	0	1,002	506
2024-06-07	$1.80	$2.50	79.6%	32.5%	54.0%	11.1%	0.0%	0.0%	-13.1%	-203	35.3K	-256	0.00	115.05	N/A	N/A	0	0	1,003	505
2024-06-10	$1.96	$2.50	168.4%	30.9%	59.6%	33.9%	109.6%	0.0%	-11.6%	-314	44.0K	-248	0.06	128.14	N/A	N/A	18	1	1,003	505
2024-06-11	$1.94	$2.50	331.6%	30.0%	59.9%	75.8%	0.0%	0.0%	-13.9%	-245	37.0K	-264	0.00	141.48	N/A	N/A	0	0	1,011	505
2024-06-12	$1.96	$2.50	106.2%	30.4%	57.5%	17.9%	111.3%	0.0%	9.7%	-317	42.5K	-246	10.00	95.56	N/A	N/A	2	20	1,011	505
2024-06-13	$1.92	$2.50	107.7%	30.9%	57.7%	18.3%	0.0%	0.0%	-8.6%	-341	42.6K	-235	0.00	95.76	N/A	N/A	0	0	1,011	505
2024-06-14	$1.87	$2.50	98.4%	28.2%	58.8%	15.9%	85.6%	0.0%	14.8%	-57	66.7K	-123	5.00	121.46	N/A	N/A	2	10	1,011	505
2024-06-17	$1.88	$2.50	104.1%	29.8%	49.7%	17.4%	136.2%	0.0%	-16.0%	-48	68.3K	-111	0.00	109.11	N/A	N/A	10	0	1,009	495
2024-06-18	$1.84	$2.50	124.3%	35.6%	49.5%	22.5%	144.9%	0.0%	26.4%	-24	66.0K	-107	0.00	104.69	N/A	N/A	5	0	1,013	495
2024-06-20	$1.73	$2.50	112.8%	32.3%	53.8%	19.6%	0.0%	0.0%	0.0%	-41	64.8K	-96	0.00	125.92	N/A	N/A	1	0	1,015	495
2024-06-21	$1.76	$2.50	122.7%	35.2%	53.4%	22.1%	149.6%	0.0%	0.0%	-5	56.6K	-90	0.00	122.20	N/A	N/A	10	0	1,016	495
2024-06-24	$1.71	$2.50	120.9%	34.7%	53.8%	21.7%	151.1%	0.0%	167.4%	-71	64.2K	-105	0.00	126.83	N/A	N/A	28	0	850	495
2024-06-25	$1.71	$2.50	123.4%	35.4%	53.8%	22.3%	154.2%	0.0%	-8.6%	-64	63.5K	-106	0.00	126.14	N/A	N/A	52	0	864	495
2024-06-26	$1.70	$2.50	125.6%	36.0%	49.3%	22.9%	0.0%	0.0%	-112.7%	-77	70.3K	-84	0.00	98.46	N/A	N/A	0	0	914	495
2024-06-27	$1.65	$2.50	172.0%	49.3%	47.9%	34.8%	172.0%	0.0%	0.0%	-32	60.2K	-91	1.43	101.79	N/A	N/A	7	10	914	495
2024-06-28	$1.67	$2.50	148.0%	42.4%	47.9%	28.6%	173.0%	0.0%	0.0%	-38	64.5K	-91	0.00	101.96	N/A	N/A	20	0	914	505