FBIO Options History — August 2024

In August 2024, FBIO traded between $1.73 and $2.10. ATM implied volatility averaged 131.5%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 40.4%. IV traded above realized volatility by 44.3% (HV 20d: 87.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.26.

Notable Days

2024-08-20: Highest Volume — 301 contracts
2024-08-02: Largest IV spike — 76.9% change
2024-08-09: Highest IV Rank — 64.1%
2024-08-05: Largest Expected Move — 127.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.92	$1.73	$2.10	$2.08	$2.04
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	131.5%	57.7%	286.1%	101.1%	62.1%
Expected Move	40.4%	16.5%	127.7%	29.0%	17.8%
HV 20d	87.2%	51.6%	105.8%	96.1%	51.6%
HV 60d	72.3%	69.1%	74.3%	69.1%	71.3%
IV Rank	24.4%	5.4%	64.1%	16.6%	6.6%
IV Percentile	32.2%	0.8%	94.0%	10.3%	2.0%
Term Structure	10.5%	-47.5%	99.4%	-37.9%	-12.6%
VWIV	116.3%	57.5%	261.3%	91.5%	57.5%
Bid-Ask Spread %	132.03	79.29	151.96	143.30	128.73
Gamma HHI	0.61	0.39	0.89	0.44	0.80
Net GEX	279	-177	1.1K	-6	546
Net DEX	13.9K	-24.3K	85.3K	85.3K	17.8K
Net VEX	-480	-622	-332	-494	-539
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.26	0.00	4.69	0.00	0.00
Total Volume	51.955	3	301	3	13
Total OI	1,544	1,191	1,847	1,724	1,847

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
2024-08-01	$2.08	$2.50	101.1%	29.0%	96.1%	16.6%	0.0%	0.0%	-37.9%	-6	85.3K	-494	0.00	143.30	N/A	N/A	3	0	822	902
2024-08-02	$1.90	$2.50	178.9%	51.3%	102.3%	36.6%	91.5%	0.0%	53.7%	-177	28.3K	-423	0.00	132.93	N/A	N/A	6	0	825	602
2024-08-05	$1.76	$2.50	121.5%	127.7%	105.6%	21.8%	0.0%	0.0%	-10.2%	-82	13.7K	-402	0.00	148.91	N/A	N/A	22	0	825	602
2024-08-06	$1.77	$2.50	97.8%	95.9%	105.6%	15.8%	0.0%	0.0%	-37.7%	5	29.0K	-332	0.00	150.34	N/A	N/A	3	0	836	602
2024-08-07	$1.73	$2.50	108.2%	61.1%	105.8%	18.4%	0.0%	0.0%	30.4%	40	1.1K	-418	0.00	145.47	N/A	N/A	13	0	836	602
2024-08-08	$1.85	$2.50	179.4%	26.7%	101.9%	36.7%	0.0%	0.0%	24.7%	-26	26.1K	-428	0.00	148.06	N/A	N/A	51	0	843	602
2024-08-09	$1.81	$2.50	286.1%	20.1%	101.9%	64.1%	0.0%	0.0%	99.4%	-84	21.4K	-437	0.00	130.17	N/A	N/A	32	0	895	602
2024-08-12	$1.78	$2.50	197.3%	53.5%	100.7%	41.3%	0.0%	0.0%	15.6%	33	16.4K	-441	0.10	142.63	N/A	N/A	10	1	898	602
2024-08-13	$1.83	$2.50	215.4%	20.7%	100.6%	45.9%	0.0%	0.0%	44.4%	-145	31.4K	-404	0.00	136.94	N/A	N/A	104	0	888	601
2024-08-14	$1.81	$2.50	150.3%	43.1%	100.5%	29.2%	0.0%	0.0%	-13.1%	-20	25.7K	-420	0.00	151.96	N/A	N/A	64	0	989	601
2024-08-15	$1.90	$2.50	165.0%	47.3%	100.2%	33.0%	261.3%	0.0%	-1.0%	-2	26.7K	-449	0.25	130.17	N/A	N/A	8	2	1,031	601
2024-08-16	$1.85	$2.50	275.9%	79.1%	100.4%	61.5%	0.0%	0.0%	-33.4%	16	11.5K	-457	0.00	142.69	N/A	N/A	10	0	1,039	602
2024-08-19	$1.92	$2.50	97.1%	27.8%	89.5%	15.6%	116.0%	0.0%	-47.5%	126	-6.7K	-468	0.00	123.42	N/A	N/A	52	0	649	542
2024-08-20	$1.94	$2.50	109.9%	31.5%	83.3%	18.9%	114.9%	0.0%	-23.8%	78	13.7K	-464	0.02	117.35	N/A	N/A	295	6	678	542
2024-08-21	$1.96	$2.50	123.0%	35.3%	81.2%	22.2%	57.7%	0.0%	0.8%	656	7.5K	-517	0.00	123.30	N/A	N/A	14	0	968	548
2024-08-22	$2.04	$2.50	95.6%	27.4%	78.7%	15.2%	115.3%	0.0%	-33.8%	755	-14.2K	-570	0.37	121.45	N/A	N/A	27	10	982	548
2024-08-23	$2.09	$2.50	61.2%	17.6%	64.1%	6.4%	0.0%	0.0%	41.2%	936	-7.7K	-574	0.00	133.52	N/A	N/A	104	0	1,003	548
2024-08-26	$2.10	$2.50	65.4%	18.7%	63.8%	7.4%	0.0%	0.0%	30.8%	1.1K	-20.1K	-622	0.33	79.29	N/A	N/A	6	2	1,105	548
2024-08-27	$2.04	$2.50	57.7%	16.5%	61.5%	5.4%	57.5%	0.0%	81.3%	899	-24.3K	-603	4.69	123.20	N/A	N/A	32	150	1,110	550
2024-08-28	$2.03	$2.50	84.3%	24.2%	61.4%	12.3%	0.0%	0.0%	-2.4%	671	25.6K	-485	0.00	125.67	N/A	N/A	32	0	1,152	624
2024-08-29	$2.04	$2.50	59.4%	17.0%	61.5%	5.9%	0.0%	0.0%	62.5%	818	-3.4K	-610	0.00	125.07	N/A	N/A	71	0	1,152	624
2024-08-30	$2.04	$2.50	62.1%	17.8%	51.6%	6.6%	0.0%	0.0%	-12.6%	546	17.8K	-539	0.00	128.73	N/A	N/A	13	0	1,223	624