OPK Options History — February 2011

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

In February 2011, OPK traded between $3.88 and $4.89. ATM implied volatility averaged 69.7%. The 30-day expected move averaged 19.1%. IV traded above realized volatility by 12.0% (HV 20d: 57.7%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.18.

Notable Days

2011-02-15: Highest Volume — 1,451 contracts
2011-02-15: Largest IV spike — 43.4% change
2011-02-01: Largest Expected Move — 29.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.41	$3.88	$4.89	$3.92	$4.83
Max Pain	$3.68	$2.50	$5.00	$2.50	$5.00
ATM IV	69.7%	51.6%	104.3%	104.3%	59.3%
Expected Move	19.1%	14.4%	29.9%	29.9%	17.0%
HV 20d	57.7%	54.2%	62.9%	62.1%	55.7%
Term Structure	1.5%	-35.9%	38.0%	-30.7%	8.3%
VWIV	66.4%	44.4%	87.2%	69.3%	74.0%
Bid-Ask Spread %	104.91	90.97	124.21	124.21	109.59
Gamma HHI	0.93	0.77	1.00	0.83	0.94
Net GEX	4.0K	280	10.7K	392	10.7K
Net DEX	-74.9K	-203.6K	-21.9K	-22.6K	-131.6K
Net VEX	-1.1K	-2.4K	-25	-57	-2.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.18	0.00	1.41	0.00	0.00
Total Volume	127.842	0	1,451	0	17
Total OI	1,357.474	186	2,438	186	2,438

Daily Data (19 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
2011-02-01	$3.92	$2.50	104.3%	29.9%	0.0%	0.0%	0.0%	0.0%	-30.7%	392	-22.6K	-57	0.00	124.21	N/A	N/A	0	0	176	10
2011-02-02	$3.88	$2.50	79.3%	22.7%	0.0%	0.0%	0.0%	0.0%	-30.6%	396	-21.9K	-64	0.00	111.80	N/A	N/A	92	0	176	10
2011-02-03	$3.98	$2.50	83.5%	23.9%	0.0%	0.0%	0.0%	0.0%	-35.9%	280	-27.2K	-36	0.00	111.80	N/A	N/A	3	0	268	10
2011-02-04	$3.99	$5.00	66.5%	14.4%	0.0%	0.0%	0.0%	0.0%	38.0%	397	-29.6K	-60	0.00	96.38	N/A	N/A	0	0	269	10
2011-02-07	$4.24	$5.00	63.1%	17.7%	62.1%	0.0%	69.3%	0.0%	3.2%	408	-29.2K	-25	0.03	90.97	N/A	N/A	340	10	269	10
2011-02-08	$4.28	$2.50	71.7%	14.5%	60.0%	0.0%	44.4%	0.0%	27.4%	2.1K	-47.5K	-196	0.39	113.78	N/A	N/A	268	105	587	20
2011-02-09	$4.51	$2.50	85.2%	18.0%	61.0%	0.0%	87.2%	0.0%	33.8%	4.9K	-38.9K	-468	0.00	114.66	N/A	N/A	22	0	770	125
2011-02-10	$4.49	$2.50	53.4%	15.3%	59.3%	0.0%	57.3%	0.0%	10.8%	3.1K	-39.6K	-431	0.00	102.45	N/A	N/A	6	0	801	115
2011-02-11	$4.54	$2.50	58.5%	16.8%	57.7%	0.0%	0.0%	0.0%	-2.0%	3.1K	-36.5K	-413	0.00	102.56	N/A	N/A	23	0	807	115
2011-02-14	$4.44	$2.50	51.6%	14.8%	57.1%	0.0%	0.0%	0.0%	23.3%	4.3K	-123.9K	-697	0.00	116.68	N/A	N/A	5	0	830	115
2011-02-15	$4.89	$2.50	74.0%	21.2%	62.9%	0.0%	74.0%	0.0%	-4.9%	4.4K	-203.6K	-823	1.41	92.65	N/A	N/A	601	850	830	115
2011-02-16	$4.79	$2.50	66.0%	18.9%	56.0%	0.0%	0.0%	0.0%	4.6%	6.8K	-160.4K	-2.4K	0.00	96.85	N/A	N/A	27	0	1,421	965
2011-02-17	$4.74	$5.00	63.2%	18.1%	56.7%	0.0%	0.0%	0.0%	7.6%	7.3K	-140.3K	-2.3K	0.00	93.93	N/A	N/A	30	0	1,434	965
2011-02-18	$4.52	$5.00	65.0%	18.6%	57.0%	0.0%	0.0%	0.0%	0.8%	5.8K	-126.9K	-2.3K	0.00	108.30	N/A	N/A	0	0	1,444	965
2011-02-22	$4.42	$5.00	66.3%	19.0%	56.8%	0.0%	0.0%	0.0%	-1.5%	5.2K	-55.4K	-2.1K	0.50	91.00	N/A	N/A	20	10	1,443	965
2011-02-23	$4.41	$5.00	69.9%	20.0%	55.1%	0.0%	0.0%	0.0%	-3.5%	5.3K	-57.4K	-2.1K	0.00	103.78	N/A	N/A	0	0	1,463	975
2011-02-24	$4.44	$5.00	71.2%	20.4%	54.3%	0.0%	0.0%	0.0%	-11.7%	5.4K	-57.2K	-2.1K	0.00	106.44	N/A	N/A	0	0	1,463	975
2011-02-25	$4.50	$5.00	72.5%	20.8%	54.2%	0.0%	0.0%	0.0%	-9.0%	5.7K	-73.6K	-2.1K	0.00	105.47	N/A	N/A	0	0	1,463	975
2011-02-28	$4.83	$5.00	59.3%	17.0%	55.7%	0.0%	0.0%	0.0%	8.3%	10.7K	-131.6K	-2.2K	0.00	109.59	N/A	N/A	17	0	1,463	975