FBIO Options History — October 2024

In October 2024, FBIO traded between $1.42 and $2.02. ATM implied volatility averaged 156.2%, placing in the 32.3% IV rank vs the trailing year. The 30-day expected move averaged 39.2%. IV traded above realized volatility by 77.7% (HV 20d: 78.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.09.

Notable Days

  • 2024-10-21: Highest Volume — 389 contracts
  • 2024-10-29: Largest IV spike — 248.3% change
  • 2024-10-29: Highest IV Rank — 99.0%
  • 2024-10-29: Largest Expected Move — 95.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.72$1.42$2.02$1.42$1.90
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV156.2%87.2%332.0%162.3%157.4%
Expected Move39.2%24.5%95.2%46.5%45.1%
HV 20d78.5%40.2%104.8%99.2%50.7%
HV 60d80.1%72.2%89.2%87.3%72.4%
IV Rank32.3%11.0%99.0%33.4%38.3%
IV Percentile54.3%7.5%99.6%68.3%66.7%
Term Structure4.2%-61.3%68.8%56.4%38.5%
VWIV131.8%76.0%198.0%76.0%123.9%
Bid-Ask Spread %132.69115.22143.88133.40143.88
Gamma HHI0.970.950.980.980.95
Net GEX2.4K2264.4K2263.0K
Net DEX-154.4K-312.6K42.0K42.0K-299.8K
Net VEX-1.2K-1.6K-253-253-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.090.001.030.000.00
Total Volume12363899161
Total OI4,105.6523,5744,8303,5744,830

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$1.42$2.50162.3%46.5%99.2%33.4%0.0%0.0%56.4%22642.0K-2530.00133.40N/AN/A902,931643
2024-10-02$1.52$2.50152.7%43.8%102.5%30.9%0.0%0.0%50.4%1.6K-65.0K-9940.00117.50N/AN/A8102,936643
2024-10-03$1.60$2.50221.2%24.5%104.8%49.1%0.0%0.0%30.4%1.9K-57.3K-9910.00133.74N/AN/A12903,017643
2024-10-04$1.60$2.50157.4%28.7%104.0%32.1%0.0%0.0%30.0%2.0K-74.1K-1.0K0.00135.51N/AN/A5203,146643
2024-10-07$1.60$2.50177.5%27.8%104.0%37.5%76.0%0.0%49.9%1.9K-91.0K-1.1K0.06135.25N/AN/A7243,198643
2024-10-08$1.54$2.50268.9%27.6%104.6%61.8%0.0%0.0%37.4%1.9K-83.6K-1.1K0.03131.57N/AN/A8633,263647
2024-10-09$1.56$2.50145.3%41.7%104.8%28.9%0.0%0.0%-13.3%1.9K-98.0K-1.1K0.00134.82N/AN/A10303,344645
2024-10-10$1.58$2.50118.4%33.9%103.4%21.8%0.0%0.0%-22.0%2.2K-88.4K-1.1K0.00128.06N/AN/A603,447645
2024-10-11$1.63$2.50133.6%38.3%100.5%23.7%139.0%0.0%-6.0%2.1K-125.6K-1.2K0.00131.12N/AN/A4303,453645
2024-10-14$1.69$2.50136.3%39.1%101.8%24.4%136.3%0.0%-16.4%2.5K-113.4K-1.2K0.01126.59N/AN/A9713,495645
2024-10-15$1.71$2.50135.0%38.7%101.9%24.1%0.0%0.0%-9.5%2.4K-139.0K-1.3K1.03135.10N/AN/A1161203,590644
2024-10-16$1.75$2.50131.7%37.8%102.0%23.2%131.7%0.0%-2.4%2.4K-143.1K-1.3K0.38128.80N/AN/A42163,550694
2024-10-17$1.81$2.50144.5%41.4%102.4%26.6%125.0%0.0%-51.1%2.6K-176.8K-1.4K0.00132.05N/AN/A15503,590626
2024-10-18$1.81$2.50140.8%40.4%44.3%25.6%127.2%0.0%-61.3%2.6K-196.9K-1.4K0.49137.16N/AN/A103503,702579
2024-10-21$1.79$2.50137.8%39.5%42.8%24.8%137.9%0.0%68.8%2.8K-190.2K-1.4K0.00137.86N/AN/A38903,388519
2024-10-22$1.81$2.50152.0%43.6%40.2%28.7%137.5%0.0%-34.5%2.9K-194.4K-1.4K0.00136.45N/AN/A1003,601518
2024-10-23$1.77$2.5087.2%25.0%42.1%11.0%0.0%0.0%-11.3%2.9K-179.4K-1.3K0.00136.12N/AN/A2003,604518
2024-10-24$1.73$2.5094.7%27.1%43.3%13.0%0.0%0.0%31.4%2.8K-167.0K-1.3K0.00140.69N/AN/A2403,624518
2024-10-25$1.85$2.50154.6%44.3%48.0%29.4%140.1%0.0%-24.8%3.1K-206.1K-1.4K0.00135.72N/AN/A24203,634518
2024-10-28$2.02$2.5095.3%27.3%54.2%16.8%84.4%0.0%21.1%4.4K-312.6K-1.6K0.00134.74N/AN/A29603,832518
2024-10-29$1.98$2.50332.0%95.2%53.4%99.0%198.0%0.0%-59.7%3.0K-292.3K-1.5K0.01115.22N/AN/A23723,968520
2024-10-30$1.96$2.50156.4%44.9%50.6%38.0%156.5%0.0%-5.1%3.1K-300.3K-1.6K0.00130.50N/AN/A16004,154519
2024-10-31$1.90$2.50157.4%45.1%50.7%38.3%123.9%0.0%38.5%3.0K-299.8K-1.6K0.00143.88N/AN/A16104,311519