OPK Options History — August 2013

In August 2013, OPK traded between $7.42 and $9.24. ATM implied volatility averaged 56.2%, placing in the 60.4% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 32.8% (HV 20d: 23.4%). Max pain ranged from $7.00 to $8.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.51.

Notable Days

2013-08-20: Highest Volume — 31,138 contracts
2013-08-09: Largest IV spike — 45.1% change
2013-08-30: Highest IV Rank — 100.0%
2013-08-30: Largest Expected Move — 25.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.06	$7.42	$9.24	$7.53	$9.24
Max Pain	$7.32	$7.00	$8.00	$7.00	$8.00
ATM IV	56.2%	37.6%	88.0%	43.6%	88.0%
Expected Move	16.9%	12.3%	25.2%	12.5%	25.2%
HV 20d	23.4%	16.0%	41.2%	18.5%	41.2%
HV 60d	27.5%	26.3%	30.0%	27.1%	30.0%
IV Rank	60.4%	28.1%	100.0%	38.8%	100.0%
IV Percentile	81.9%	31.0%	100.0%	52.8%	100.0%
Term Structure	2.1%	-24.6%	17.2%	6.0%	-24.6%
VWIV	56.0%	28.5%	74.3%	28.5%	74.3%
Skew 25d	7.1%	-5.7%	25.1%	3.8%	19.1%
Skew 10d	16.1%	-9.3%	56.8%	2.8%	14.8%
Call IV 25d	59.3%	41.6%	72.8%	41.6%	65.2%
Put IV 25d	66.4%	45.4%	88.0%	45.4%	84.3%
Bid-Ask Spread %	21.81	8.60	106.55	9.72	106.55
Gamma HHI	0.54	0.29	0.81	0.81	0.29
Net GEX	631.1K	391.6K	1.0M	1.0M	391.6K
Net DEX	-28.7M	-63.7M	-14.9M	-23.0M	-63.7M
Net VEX	-206.6K	-290.8K	-148.5K	-148.5K	-290.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.51	0.09	1.04	0.28	0.67
Total Volume	12,314	1,639	31,138	2,466	9,821
Total OI	203,952.955	171,445	252,071	171,445	252,071

Daily Data (22 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
2013-08-01	$7.53	$7.00	43.6%	12.5%	18.5%	38.8%	28.5%	3.8%	6.0%	1.0M	-23.0M	-148.5K	0.28	9.72	N/A	N/A	1,920	546	104,596	66,849
2013-08-02	$7.52	$7.00	42.8%	12.3%	18.4%	37.3%	43.5%	4.6%	9.1%	777.1K	-21.9M	-163.9K	0.85	11.31	N/A	N/A	2,195	1,863	105,155	67,082
2013-08-05	$7.46	$7.00	43.1%	15.6%	18.5%	38.0%	61.0%	23.5%	-0.5%	722.2K	-19.4M	-166.3K	0.65	15.13	N/A	N/A	7,036	4,608	106,071	68,427
2013-08-06	$7.42	$7.00	42.1%	15.4%	17.9%	36.2%	59.5%	2.5%	-2.0%	762.8K	-14.9M	-184.0K	0.57	26.34	N/A	N/A	1,044	595	111,651	72,564
2013-08-07	$7.44	$7.00	55.0%	16.3%	17.9%	59.1%	68.6%	13.6%	6.3%	560.7K	-14.9M	-183.3K	1.04	9.45	N/A	N/A	2,062	2,140	111,587	72,839
2013-08-08	$7.49	$7.00	37.6%	15.4%	17.5%	28.1%	52.3%	3.6%	3.5%	722.4K	-16.1M	-186.2K	0.69	36.90	N/A	N/A	4,721	3,259	113,217	74,415
2013-08-09	$7.49	$7.00	54.5%	15.7%	16.0%	58.2%	64.1%	25.1%	17.2%	495.8K	-15.5M	-203.3K	0.63	15.79	N/A	N/A	5,680	3,583	115,409	76,536
2013-08-12	$7.77	$7.00	49.6%	14.4%	20.2%	49.5%	44.9%	0.3%	7.4%	963.2K	-26.1M	-155.2K	0.54	12.52	N/A	N/A	4,617	2,483	114,986	78,754
2013-08-13	$7.74	$7.00	53.8%	16.3%	20.2%	57.0%	53.4%	6.1%	0.8%	628.9K	-18.5M	-181.0K	0.46	26.35	N/A	N/A	12,078	5,516	113,627	79,966
2013-08-14	$7.88	$7.00	44.0%	16.3%	21.0%	39.4%	32.3%	12.3%	9.1%	729.0K	-24.8M	-190.4K	0.57	46.26	N/A	N/A	6,198	3,517	116,093	83,890
2013-08-15	$7.85	$7.00	57.7%	16.5%	19.3%	63.9%	45.4%	5.8%	8.3%	703.3K	-22.5M	-198.7K	0.64	11.96	N/A	N/A	3,745	2,385	117,660	86,022
2013-08-16	$7.92	$7.00	55.7%	16.0%	19.4%	60.2%	49.6%	-2.3%	-0.1%	914.4K	-24.5M	-188.4K	0.24	25.34	N/A	N/A	7,667	1,821	117,474	87,038
2013-08-19	$8.19	$7.00	61.3%	17.6%	22.5%	70.2%	51.2%	8.3%	3.1%	529.0K	-31.1M	-193.5K	0.50	8.60	N/A	N/A	11,560	5,807	113,907	81,812
2013-08-20	$8.56	$7.00	63.3%	18.1%	26.8%	73.8%	59.3%	0.6%	0.2%	555.8K	-39.0M	-198.0K	0.33	11.11	N/A	N/A	23,414	7,724	115,090	86,729
2013-08-21	$8.42	$7.00	59.3%	17.0%	26.4%	66.7%	58.0%	2.9%	8.9%	492.5K	-32.4M	-225.5K	0.43	13.91	N/A	N/A	16,390	7,011	118,494	92,250
2013-08-22	$8.56	$8.00	66.9%	19.2%	26.7%	80.2%	65.4%	2.7%	-0.6%	460.1K	-35.2M	-241.1K	0.45	18.70	N/A	N/A	5,622	2,538	121,809	95,123
2013-08-23	$8.50	$8.00	64.7%	18.6%	27.1%	76.3%	66.0%	-5.7%	-6.9%	474.0K	-36.8M	-234.5K	0.47	13.63	N/A	N/A	3,548	1,677	124,254	97,092
2013-08-26	$8.77	$8.00	68.2%	19.6%	28.1%	82.5%	68.3%	-0.3%	-3.2%	448.5K	-43.0M	-239.8K	0.33	14.58	N/A	N/A	15,891	5,179	125,218	98,156
2013-08-27	$8.50	$8.00	63.3%	18.2%	30.3%	73.8%	64.6%	0.8%	-10.4%	526.5K	-34.8M	-251.9K	0.09	13.54	N/A	N/A	20,727	1,823	131,349	100,206
2013-08-28	$8.58	$8.00	60.6%	17.4%	29.9%	68.9%	59.7%	6.3%	1.5%	536.0K	-38.2M	-253.1K	0.32	14.57	N/A	N/A	7,973	2,520	132,868	100,788
2013-08-29	$8.49	$8.00	61.4%	17.6%	30.5%	70.4%	62.3%	22.1%	12.8%	487.7K	-34.3M	-267.9K	0.55	17.59	N/A	N/A	19,656	10,748	135,782	102,059
2013-08-30	$9.24	$8.00	88.0%	25.2%	41.2%	100.0%	74.3%	19.1%	-24.6%	391.6K	-63.7M	-290.8K	0.67	106.55	N/A	N/A	5,874	3,947	142,337	109,734