FBIO Options History — September 2024 In September 2024, FBIO traded between $1.40 and $1.97. ATM implied volatility averaged 139.5%, placing in the 26.5% IV rank vs the trailing year. The 30-day expected move averaged 38.4%. IV traded above realized volatility by 74.8% (HV 20d: 64.7%). 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 17 of 20 days. Put/call ratio averaged 0.06.
Notable Days 2024-09-20 : Highest Volume — 807 contracts2024-09-06 : Largest IV spike — 252.2% change2024-09-06 : Highest IV Rank — 55.9%2024-09-19 : Largest Expected Move — 59.1%Monthly Statistics Metric Avg Min Max Open Close Price $1.72 $1.40 $1.97 $1.97 $1.46 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 139.5% 68.1% 254.3% 110.7% 129.9% Expected Move 38.4% 19.5% 59.1% 31.7% 37.3% HV 20d 64.7% 43.0% 99.5% 44.7% 99.3% HV 60d 76.9% 70.1% 88.2% 71.4% 87.3% IV Rank 26.5% 8.1% 55.9% 19.1% 24.8% IV Percentile 44.9% 3.2% 90.5% 19.4% 42.5% Term Structure 46.3% -42.3% 105.7% -19.5% 55.8% VWIV 121.1% 63.5% 204.7% 97.4% 119.0% Bid-Ask Spread % 135.50 122.72 149.69 122.72 129.60 Gamma HHI 0.82 0.67 0.99 0.72 0.95 Net GEX 665 278 1.5K 407 1.3K Net DEX -19.6K -82.2K 61.3K 1.1K -74.7K Net VEX -609 -957 -201 -546 -957 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.06 0.00 0.94 0.00 0.00 Total Volume 115.95 0 807 0 24 Total OI 2,424.25 1,849 3,553 1,849 3,553
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 2024-09-03 $1.97 $2.50 110.7% 31.7% 44.7% 19.1% 0.0% 0.0% -19.5% 407 1.1K -546 0.00 122.72 N/A N/A 0 0 1,225 624 2024-09-04 $1.87 $2.50 68.1% 19.5% 49.1% 8.1% 0.0% 0.0% -14.9% 367 1.6K -507 0.00 123.16 N/A N/A 232 0 1,225 624 2024-09-05 $1.85 $2.50 72.2% 55.3% 48.5% 9.2% 97.4% 0.0% 27.8% 541 -13 -568 0.00 138.91 N/A N/A 24 0 1,396 624 2024-09-06 $1.77 $2.50 254.3% 34.0% 45.1% 55.9% 0.0% 0.0% 86.0% 476 -9.8K -562 0.00 137.52 N/A N/A 1 0 1,419 624 2024-09-09 $1.77 $2.50 125.8% 21.0% 44.5% 22.9% 63.5% 0.0% 55.1% 312 28.2K -447 0.00 148.71 N/A N/A 58 0 1,420 624 2024-09-10 $1.75 $2.50 142.1% 28.4% 44.2% 27.1% 0.0% 0.0% 41.3% 290 5.8K -469 0.00 134.84 N/A N/A 13 0 1,468 624 2024-09-11 $1.75 $2.50 74.4% 21.3% 43.0% 9.7% 0.0% 0.0% 105.7% 278 -980 -466 0.00 129.75 N/A N/A 0 0 1,481 624 2024-09-12 $1.83 $2.50 152.7% 43.8% 45.9% 29.9% 0.0% 0.0% 55.1% 475 -43.1K -589 0.00 138.56 N/A N/A 41 0 1,481 624 2024-09-13 $1.96 $2.50 156.1% 44.8% 49.1% 30.7% 0.0% 0.0% -42.3% 708 -28.4K -648 0.00 149.69 N/A N/A 4 0 1,512 624 2024-09-16 $1.96 $2.50 178.9% 51.3% 48.0% 36.6% 0.0% 0.0% 44.8% 653 -40.0K -641 0.00 139.25 N/A N/A 0 0 1,516 624 2024-09-17 $1.92 $2.50 92.3% 26.5% 46.9% 14.3% 204.7% 0.0% 69.4% 716 -10.9K -596 0.00 138.24 N/A N/A 9 0 1,517 624 2024-09-18 $1.96 $2.50 106.4% 30.5% 47.3% 18.0% 0.0% 0.0% 25.9% 859 -15.9K -603 0.00 141.43 N/A N/A 0 2 1,525 548 2024-09-19 $1.90 $2.50 206.3% 59.1% 48.5% 43.6% 0.0% 0.0% 40.1% 571 -63.2K -621 0.00 147.13 N/A N/A 58 0 1,525 550 2024-09-20 $1.48 $2.50 179.6% 51.5% 98.7% 36.8% 119.0% 0.0% 58.8% 353 20.8K -374 0.09 132.86 N/A N/A 743 64 1,570 550 2024-09-23 $1.44 $2.50 135.0% 38.7% 97.6% 25.3% 0.0% 0.0% 89.2% 736 -15.4K -653 0.00 132.86 N/A N/A 642 0 1,942 613 2024-09-24 $1.40 $2.50 144.6% 41.4% 97.2% 27.8% 0.0% 0.0% 63.2% 294 61.3K -201 0.00 131.44 N/A N/A 83 0 2,593 613 2024-09-25 $1.42 $2.50 121.4% 34.8% 97.9% 21.8% 0.0% 0.0% 23.4% 1.1K -72.5K -898 0.00 131.18 N/A N/A 171 0 2,756 613 2024-09-26 $1.46 $2.50 153.5% 44.0% 99.2% 30.0% 0.0% 0.0% 87.3% 1.5K -54.3K -909 0.00 134.54 N/A N/A 88 0 2,884 613 2024-09-27 $1.48 $2.50 184.8% 53.0% 99.5% 38.1% 0.0% 0.0% 73.1% 1.3K -82.2K -927 0.94 127.52 N/A N/A 32 30 2,900 613 2024-09-30 $1.46 $2.50 129.9% 37.3% 99.3% 24.8% 0.0% 0.0% 55.8% 1.3K -74.7K -957 0.00 129.60 N/A N/A 24 0 2,910 643
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