FBIO Options History — November 2024 In November 2024, FBIO traded between $1.45 and $2.13. ATM implied volatility averaged 145.4%, placing in the 31.9% IV rank vs the trailing year. The 30-day expected move averaged 37.8%. IV traded above realized volatility by 80.9% (HV 20d: 64.5%). 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 13 of 20 days. Put/call ratio averaged 0.04.
Notable Days 2024-11-29 : Highest Volume — 775 contracts2024-11-21 : Largest IV spike — 69.5% change2024-11-05 : Highest IV Rank — 83.7%2024-11-07 : Largest Expected Move — 65.7%Monthly Statistics Metric Avg Min Max Open Close Price $1.70 $1.45 $2.13 $1.87 $2.13 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 145.4% 82.6% 288.1% 190.3% 121.4% Expected Move 37.8% 23.7% 65.7% 54.6% 34.8% HV 20d 64.5% 51.3% 86.5% 51.3% 86.5% HV 60d 74.5% 71.1% 83.0% 71.1% 83.0% IV Rank 31.9% 9.0% 83.7% 49.8% 23.0% IV Percentile 47.2% 5.6% 96.8% 81.0% 29.0% Term Structure 9.0% -78.4% 71.8% -32.5% -1.1% VWIV 136.8% 73.7% 194.8% 192.0% 121.4% Bid-Ask Spread % 129.01 108.65 151.38 109.18 125.58 Gamma HHI 0.97 0.96 0.98 0.97 0.98 Net GEX 2.7K 707 7.7K 3.6K 7.7K Net DEX -118.4K -406.2K 22.3K -225.2K -406.2K Net VEX -1.0K -1.9K -444 -1.4K -1.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.04 0.00 0.53 0.00 0.00 Total Volume 184.75 7 775 645 775 Total OI 5,246.8 4,809 5,551 4,809 5,511
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 2024-11-01 $1.87 $2.50 190.3% 54.6% 51.3% 49.8% 192.0% 0.0% -32.5% 3.6K -225.2K -1.4K 0.00 109.18 N/A N/A 645 0 4,290 519 2024-11-04 $1.73 $2.50 177.0% 31.2% 59.7% 45.2% 104.7% 0.0% 18.2% 3.6K -226.5K -1.5K 0.29 143.34 N/A N/A 175 50 4,875 519 2024-11-05 $1.77 $2.50 288.1% 53.8% 57.9% 83.7% 0.0% 0.0% -68.9% 4.9K -252.7K -1.6K 0.00 151.38 N/A N/A 7 0 4,923 569 2024-11-06 $1.74 $2.50 172.9% 25.8% 58.4% 41.6% 73.7% 0.0% 40.3% 3.7K -199.5K -1.5K 0.00 127.10 N/A N/A 57 0 4,923 569 2024-11-07 $1.73 $2.50 114.8% 65.7% 58.5% 20.6% 0.0% 0.0% 31.9% 3.8K -187.8K -1.5K 0.00 128.17 N/A N/A 61 0 4,902 569 2024-11-08 $1.69 $2.50 143.8% 38.4% 58.4% 31.1% 154.5% 0.0% -24.1% 3.4K -201.5K -1.5K 0.00 128.20 N/A N/A 67 0 4,920 569 2024-11-11 $1.75 $2.50 158.6% 29.7% 58.3% 36.4% 0.0% 0.0% 28.4% 3.4K -234.4K -1.5K 0.00 131.94 N/A N/A 95 0 4,873 569 2024-11-12 $1.69 $2.50 196.4% 35.9% 59.6% 50.0% 0.0% 0.0% 0.3% 3.4K -188.4K -1.4K 0.00 129.18 N/A N/A 51 0 4,879 569 2024-11-13 $1.65 $2.50 126.4% 36.2% 59.4% 24.8% 125.2% 0.0% 6.3% 843 526 -500 0.00 148.68 N/A N/A 83 0 4,875 561 2024-11-14 $1.60 $2.50 164.9% 47.3% 58.6% 38.7% 194.8% 0.0% -78.4% 852 4.4K -502 0.00 133.12 N/A N/A 176 0 4,896 561 2024-11-15 $1.45 $2.50 152.8% 43.8% 67.0% 34.3% 0.0% 0.0% 5.2% 707 6.4K -444 0.53 140.67 N/A N/A 34 18 4,990 561 2024-11-18 $1.48 $2.50 82.6% 23.7% 67.9% 9.0% 0.0% 0.0% 71.8% 761 13.3K -463 0.00 132.98 N/A N/A 172 0 4,227 600 2024-11-19 $1.59 $2.50 93.8% 26.9% 73.5% 13.0% 0.0% 0.0% 49.6% 782 5.0K -488 0.00 108.65 N/A N/A 220 0 4,364 600 2024-11-20 $1.57 $2.50 89.5% 25.7% 73.4% 11.5% 0.0% 0.0% 61.1% 872 16.7K -467 0.00 108.88 N/A N/A 18 0 4,370 600 2024-11-21 $1.58 $2.50 151.7% 43.5% 73.2% 33.9% 0.0% 0.0% 55.0% 943 22.3K -473 0.00 135.83 N/A N/A 21 0 4,387 600 2024-11-22 $1.60 $2.50 90.0% 25.8% 68.5% 11.6% 90.0% 0.0% 34.6% 939 18.7K -475 0.00 114.51 N/A N/A 329 0 4,407 600 2024-11-25 $1.71 $2.50 107.9% 30.9% 64.9% 18.1% 0.0% 0.0% 60.8% 976 8.3K -526 0.00 120.19 N/A N/A 26 0 4,282 600 2024-11-26 $1.77 $2.50 147.1% 42.2% 66.5% 32.3% 174.9% 0.0% -54.3% 4.1K -158.4K -1.3K 0.00 146.62 N/A N/A 506 0 4,304 600 2024-11-27 $1.83 $2.50 137.3% 39.4% 67.9% 28.7% 0.0% 0.0% -23.3% 4.6K -183.9K -1.4K 0.00 116.11 N/A N/A 109 0 4,803 600 2024-11-29 $2.13 $2.50 121.4% 34.8% 86.5% 23.0% 121.4% 0.0% -1.1% 7.7K -406.2K -1.9K 0.00 125.58 N/A N/A 775 0 4,911 600
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