FBIO Options History — July 2024

In July 2024, FBIO traded between $1.67 and $2.59. ATM implied volatility averaged 153.5%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 44.0%. IV traded above realized volatility by 89.6% (HV 20d: 64.0%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 4.97.

Notable Days

2024-07-08: Highest Volume — 410 contracts
2024-07-31: Largest IV spike — 148.1% change
2024-07-15: Highest IV Rank — 67.7%
2024-07-15: Largest Expected Move — 86.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.04	$1.67	$2.59	$1.69	$2.09
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	153.5%	79.7%	300.3%	254.8%	235.6%
Expected Move	44.0%	22.8%	86.1%	73.0%	67.5%
HV 20d	64.0%	39.8%	97.9%	48.0%	97.6%
HV 60d	55.0%	46.6%	69.2%	46.6%	69.1%
IV Rank	30.1%	11.1%	67.7%	56.0%	51.1%
IV Percentile	41.2%	4.0%	93.7%	83.7%	83.3%
Term Structure	-2.5%	-45.7%	34.8%	5.2%	20.2%
VWIV	144.4%	91.8%	191.7%	182.3%	91.8%
Bid-Ask Spread %	128.82	92.33	150.86	103.05	111.58
Gamma HHI	0.72	0.44	0.97	0.62	0.59
Net GEX	-110	-706	871	-33	-252
Net DEX	49.0K	-66.9K	112.8K	64.1K	25.1K
Net VEX	-338	-637	-87	-93	-586
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.97	0.00	50.00	0.00	0.00
Total Volume	97.682	3	410	31	8
Total OI	1,563.545	818	1,904	1,439	1,720

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
2024-07-01	$1.69	$2.50	254.8%	73.0%	48.0%	56.0%	182.3%	0.0%	0.0%	-33	64.1K	-93	0.00	103.05	N/A	N/A	31	0	934	505
2024-07-02	$1.67	$2.50	191.7%	55.0%	46.6%	39.9%	191.7%	0.0%	0.0%	-40	62.8K	-106	0.63	92.33	N/A	N/A	19	12	940	505
2024-07-03	$1.77	$2.50	136.6%	39.2%	51.2%	25.7%	0.0%	0.0%	5.2%	-43	70.8K	-109	0.00	94.27	N/A	N/A	18	0	957	517
2024-07-05	$1.79	$2.50	202.3%	29.7%	51.4%	42.6%	0.0%	0.0%	22.9%	-53	69.7K	-116	0.00	147.91	N/A	N/A	49	0	976	517
2024-07-08	$1.74	$2.50	163.7%	32.3%	51.1%	32.7%	112.6%	0.0%	23.7%	-54	72.2K	-87	40.00	147.63	N/A	N/A	10	400	976	517
2024-07-09	$1.73	$2.50	137.6%	82.1%	51.0%	26.0%	0.0%	0.0%	21.0%	-214	87.4K	-112	50.00	147.63	N/A	N/A	4	200	979	617
2024-07-10	$1.75	$2.50	103.1%	29.6%	39.8%	17.1%	0.0%	0.0%	12.7%	-298	78.4K	-261	0.00	147.41	N/A	N/A	9	0	983	717
2024-07-11	$1.94	$2.50	123.4%	35.4%	55.3%	22.3%	170.5%	0.0%	19.8%	-706	112.8K	-194	0.02	147.98	N/A	N/A	93	2	985	717
2024-07-12	$1.90	$2.50	124.8%	35.8%	55.7%	22.7%	124.8%	0.0%	-19.3%	-571	108.1K	-199	0.00	135.75	N/A	N/A	24	0	1,034	717
2024-07-15	$1.98	$2.50	300.3%	86.1%	57.2%	67.7%	0.0%	0.0%	-7.2%	-267	76.4K	-321	0.00	135.75	N/A	N/A	125	0	1,057	717
2024-07-16	$2.04	$2.50	175.0%	50.2%	57.0%	35.6%	0.0%	0.0%	-36.9%	-78	38.8K	-307	0.00	144.53	N/A	N/A	8	0	1,152	717
2024-07-17	$2.01	$2.50	79.7%	22.8%	57.4%	11.1%	0.0%	0.0%	20.7%	-175	65.3K	-369	0.00	150.86	N/A	N/A	0	10	1,152	717
2024-07-18	$2.12	$2.50	137.6%	39.4%	59.2%	26.0%	137.6%	0.0%	0.0%	-617	103.2K	-349	0.00	125.72	N/A	N/A	26	0	1,152	727
2024-07-19	$2.11	$2.50	140.9%	40.4%	53.7%	26.8%	142.0%	0.0%	3.8%	-126	61.3K	-399	0.00	124.69	N/A	N/A	37	0	1,177	727
2024-07-22	$2.39	$2.50	138.8%	39.8%	67.4%	26.3%	127.3%	0.0%	-45.7%	-120	-3.1K	-438	0.26	112.34	N/A	N/A	153	40	347	471
2024-07-23	$2.59	$2.50	110.7%	31.7%	69.0%	19.0%	155.1%	0.0%	-40.7%	9	-16.3K	-487	0.05	96.18	N/A	N/A	335	16	453	511
2024-07-24	$2.42	$2.50	110.7%	31.7%	75.6%	19.0%	143.8%	0.0%	-21.3%	871	-32.7K	-594	0.18	141.02	N/A	N/A	17	3	734	527
2024-07-25	$2.58	$2.50	166.1%	47.6%	76.8%	33.3%	181.7%	0.0%	-22.3%	850	-66.9K	-571	3.46	130.54	N/A	N/A	68	235	740	530
2024-07-26	$2.25	$2.50	124.6%	35.7%	93.7%	22.6%	116.1%	0.0%	-23.0%	-20	-4.3K	-624	9.71	133.82	N/A	N/A	17	165	805	735
2024-07-29	$2.20	$2.50	124.7%	35.8%	94.7%	22.7%	91.8%	0.0%	-16.4%	-416	28.0K	-637	0.00	131.43	N/A	N/A	3	0	820	900
2024-07-30	$2.08	$2.50	94.9%	27.2%	97.9%	15.0%	0.0%	0.0%	34.8%	-58	77.9K	-483	0.00	131.47	N/A	N/A	12	0	817	900
2024-07-31	$2.09	$2.50	235.6%	67.5%	97.6%	51.1%	0.0%	0.0%	20.2%	-252	25.1K	-586	0.00	111.58	N/A	N/A	8	0	818	902