OPK Options History — January 2011

Name: OPK Options Analytics - January 2011
Creator: Options Analysis Suite

In January 2011, OPK traded between $3.48 and $4.02. ATM implied volatility averaged 81.1%. The 30-day expected move averaged 23.3%. Max pain ranged from $2.50 to $2.50. Net GEX was positive for 3 of 11 trading days. Term structure was in contango for 0 of 11 days. Put/call ratio averaged 0.00.

Notable Days

2011-01-27: Highest Volume — 60 contracts
2011-01-19: Largest IV spike — 55.9% change
2011-01-24: Largest Expected Move — 37.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.80	$3.48	$4.02	$4.01	$3.90
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	81.1%	53.5%	130.0%	53.5%	101.2%
Expected Move	23.3%	15.3%	37.3%	15.3%	29.0%
Term Structure	-19.0%	-33.5%	-11.3%	-13.9%	-33.5%
VWIV	112.4%	104.8%	119.9%	119.9%	104.8%
Bid-Ask Spread %	111.49	95.58	117.57	116.56	117.57
Gamma HHI	0.81	0.64	1.00	1.00	0.94
Net GEX	55	-48	304	0	304
Net DEX	-3.7K	-16.9K	3.6K	0	-16.9K
Net VEX	-13	-49	0	0	-49
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	16.909	0	60	0	23
Total OI	36.273	0	163	0	163

Daily Data (11 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2011-01-14	$4.01	$0.00	53.5%	15.3%	0.0%	0.0%	0.0%	0.0%	-13.9%	0	0	0	116.56	N/A	N/A	0	0	0	0
2011-01-18	$3.85	$0.00	58.8%	16.9%	0.0%	0.0%	0.0%	0.0%	-17.6%	0	0	0	112.67	N/A	N/A	0	0	0	0
2011-01-19	$3.58	$0.00	91.7%	26.3%	0.0%	0.0%	0.0%	0.0%	-17.8%	0	0	0	112.53	N/A	N/A	0	0	0	0
2011-01-20	$3.64	$0.00	89.1%	25.6%	0.0%	0.0%	0.0%	0.0%	-15.4%	0	0	0	95.58	N/A	N/A	0	0	0	0
2011-01-21	$3.48	$0.00	96.1%	27.6%	0.0%	0.0%	0.0%	0.0%	-21.6%	0	0	0	113.54	N/A	N/A	0	0	0	0
2011-01-24	$3.65	$0.00	130.0%	37.3%	0.0%	0.0%	0.0%	0.0%	-31.7%	0	0	0	109.24	N/A	N/A	0	10	0	0
2011-01-25	$3.83	$0.00	73.2%	21.0%	0.0%	0.0%	0.0%	0.0%	-16.2%	-23	3.6K	-3	112.04	N/A	N/A	10	0	0	10
2011-01-26	$3.95	$0.00	60.2%	17.3%	0.0%	0.0%	119.9%	0.0%	-15.7%	-48	-692	-10	112.68	N/A	N/A	53	0	10	10
2011-01-27	$4.02	$2.50	67.2%	19.3%	0.0%	0.0%	0.0%	0.0%	-11.3%	115	-12.2K	-34	113.29	N/A	N/A	60	0	63	10
2011-01-28	$3.85	$2.50	71.1%	20.4%	0.0%	0.0%	0.0%	0.0%	-14.0%	260	-15.0K	-48	110.73	N/A	N/A	30	0	123	10
2011-01-31	$3.90	$2.50	101.2%	29.0%	0.0%	0.0%	104.8%	0.0%	-33.5%	304	-16.9K	-49	117.57	N/A	N/A	23	0	153	10