FBIO Options History — December 2024

In December 2024, FBIO traded between $1.73 and $2.33. ATM implied volatility averaged 155.5%, placing in the 35.3% IV rank vs the trailing year. The 30-day expected move averaged 44.6%. IV traded above realized volatility by 63.6% (HV 20d: 91.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.05.

Notable Days

  • 2024-12-30: Highest Volume — 2,108 contracts
  • 2024-12-03: Largest IV spike — 118.7% change
  • 2024-12-04: Highest IV Rank — 66.9%
  • 2024-12-04: Largest Expected Move — 69.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.00$1.73$2.33$2.29$2.01
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV155.5%79.0%243.3%108.5%212.8%
Expected Move44.6%30.9%69.8%31.1%61.0%
HV 20d91.9%85.6%105.7%89.2%95.6%
HV 60d79.0%70.0%87.0%83.7%80.6%
IV Rank35.3%7.7%66.9%18.3%56.0%
IV Percentile57.0%4.4%91.3%17.1%86.9%
Term Structure-21.0%-111.9%122.0%31.0%-18.0%
VWIV157.9%93.7%218.7%124.7%193.9%
Bid-Ask Spread %99.7040.83134.60124.8778.42
Gamma HHI0.870.650.960.950.65
Net GEX5.2K1.1K11.8K8.0K1.2K
Net DEX-291.4K-655.6K-694-608.3K-53.8K
Net VEX-1.4K-2.1K-564-2.0K-1.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.050.000.440.000.00
Total Volume333.381162,108364279
Total OI6,6906,0648,0436,0648,043

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$2.29$2.50108.5%31.1%89.2%18.3%124.7%0.0%31.0%8.0K-608.3K-2.0K0.00124.87N/AN/A36405,464600
2024-12-03$2.19$2.50237.4%68.1%85.6%64.8%218.7%0.0%-67.7%6.6K-455.8K-2.0K0.2399.49N/AN/A110255,650600
2024-12-04$2.17$2.50243.3%69.8%85.8%66.9%159.4%0.0%-13.3%8.2K-537.5K-2.1K0.00115.30N/AN/A14805,710612
2024-12-05$2.05$2.50161.8%46.3%88.6%37.5%159.3%0.0%-8.2%5.4K-412.3K-1.8K0.00115.43N/AN/A27915,713612
2024-12-06$2.04$2.50136.5%36.4%88.5%28.4%135.5%0.0%6.6%6.1K-386.7K-1.8K0.00106.58N/AN/A31205,763613
2024-12-09$2.24$2.5079.0%35.2%92.6%7.7%126.2%0.0%-1.4%8.0K-458.5K-1.9K0.00117.98N/AN/A11305,815613
2024-12-10$2.11$2.50161.0%36.6%95.8%37.3%130.6%0.0%-14.9%7.0K-376.7K-1.7K0.0097.22N/AN/A32815,816613
2024-12-11$2.06$2.50131.1%37.6%95.3%26.5%195.7%0.0%-22.6%6.5K-373.4K-1.7K0.0088.17N/AN/A34006,051613
2024-12-12$1.98$2.50107.8%30.9%96.2%18.1%93.7%0.0%48.6%7.1K-314.9K-1.7K0.00120.17N/AN/A3506,149613
2024-12-13$1.94$2.50179.0%51.3%95.7%43.8%180.0%0.0%-73.6%5.7K-349.6K-1.7K0.0698.06N/AN/A3426,172613
2024-12-16$1.87$2.50141.0%40.4%88.7%30.0%156.6%0.0%-21.5%5.9K-321.0K-1.6K0.0072.33N/AN/A18906,192615
2024-12-17$1.79$2.50173.7%49.8%90.8%41.8%202.8%0.0%-63.4%1.3K-27.0K-6580.0097.76N/AN/A13206,346615
2024-12-18$1.73$2.50143.4%41.1%89.0%30.9%134.9%0.0%12.3%1.1K-694-5640.03115.92N/AN/A14046,430615
2024-12-19$1.75$2.50147.0%42.1%88.8%32.2%162.4%0.0%-111.9%1.2K-34.7K-6710.00134.60N/AN/A1906,475615
2024-12-20$1.73$2.50156.0%44.7%89.0%35.4%154.7%0.0%0.0%1.3K-25.9K-6600.14114.87N/AN/A1426,490604
2024-12-23$1.73$2.50157.0%45.0%88.9%35.8%150.4%0.0%0.0%1.2K-31.7K-6550.08117.70N/AN/A9885,510602
2024-12-24$1.81$2.50146.0%41.9%87.2%31.9%166.8%0.0%122.0%1.5K-36.2K-7160.0082.52N/AN/A48625,561602
2024-12-26$2.05$2.50171.8%49.3%96.9%41.2%163.1%0.0%-109.5%1.7K-73.7K-8190.0654.08N/AN/A219135,997602
2024-12-27$2.33$2.50132.6%38.0%105.7%27.0%152.5%0.0%-109.9%11.5K-655.6K-2.0K0.05101.41N/AN/A1,141556,165612
2024-12-30$2.17$2.50139.1%39.9%95.8%29.4%153.4%0.0%17.2%11.8K-585.6K-1.9K0.4440.83N/AN/A1,4686406,727667
2024-12-31$2.01$2.50212.8%61.0%95.6%56.0%193.9%0.0%-18.0%1.2K-53.8K-1.1K0.0078.42N/AN/A27816,7681,275