OPK Options History — October 2013 In October 2013, OPK traded between $9.14 and $12.35. ATM implied volatility averaged 63.8%, placing in the 63.5% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded above realized volatility by 12.1% (HV 20d: 51.7%). Max pain ranged from $8.00 to $11.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.45.
Notable Days 2013-10-15 : Highest Volume — 96,003 contracts2013-10-15 : Largest IV spike — 36.2% change2013-10-15 : Highest IV Rank — 89.7%2013-10-15 : Largest Expected Move — 23.3%Monthly Statistics Metric Avg Min Max Open Close Price $10.53 $9.14 $12.35 $9.14 $10.02 Max Pain $10.00 $8.00 $11.00 $8.00 $11.00 ATM IV 63.8% 53.1% 81.2% 57.2% 64.3% Expected Move 18.4% 16.4% 23.3% 16.4% 18.4% HV 20d 51.7% 24.5% 74.6% 32.6% 73.9% HV 60d 43.1% 32.5% 52.7% 32.5% 52.7% IV Rank 63.5% 47.2% 89.7% 53.5% 64.2% IV Percentile 92.2% 75.8% 99.6% 87.3% 92.5% Term Structure -0.5% -10.2% 5.9% -3.7% 3.6% VWIV 65.4% 59.1% 81.0% 59.4% 65.0% Skew 25d 2.9% -6.9% 8.9% -6.9% 3.8% Skew 10d 8.7% -13.7% 39.8% -5.0% -12.4% Call IV 25d 65.5% 57.1% 79.8% 62.6% 63.6% Put IV 25d 68.3% 55.7% 85.8% 55.7% 67.4% Bid-Ask Spread % 16.52 6.69 70.99 7.72 70.99 Gamma HHI 0.45 0.35 0.53 0.44 0.35 Net GEX 901.6K 666.7K 1.1M 932.7K 666.7K Net DEX -119.6M -204.1M -72.6M -83.2M -77.4M Net VEX -710.5K -784.7K -619.8K -631.2K -779.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.45 0.19 1.01 0.22 0.22 Total Volume 20,200.826 2,926 96,003 11,999 6,059 Total OI 388,125 333,095 440,092 333,095 424,198
Daily Data (23 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 2013-10-01 $9.14 $8.00 57.2% 16.4% 32.6% 53.5% 59.4% -6.9% -3.7% 932.7K -83.2M -631.2K 0.22 7.72 N/A N/A 9,823 2,176 215,564 117,531 2013-10-02 $9.49 $8.00 64.7% 18.6% 24.5% 64.8% 64.6% -1.8% -3.9% 961.3K -99.3M -643.4K 0.23 9.69 N/A N/A 15,746 3,547 219,457 118,296 2013-10-03 $9.79 $8.00 66.8% 19.1% 24.8% 67.9% 69.2% 3.0% -2.8% 1.1M -112.9M -636.3K 0.47 7.12 N/A N/A 33,988 15,949 224,574 119,797 2013-10-04 $9.97 $8.00 63.3% 17.3% 25.1% 62.7% 62.1% 1.4% -3.4% 1.1M -115.5M -687.9K 0.24 12.62 N/A N/A 13,249 3,156 230,718 132,530 2013-10-07 $9.95 $8.00 60.1% 17.4% 25.3% 57.8% 61.7% 5.6% -3.7% 1.1M -111.5M -664.3K 0.60 8.10 N/A N/A 6,559 3,903 228,199 133,294 2013-10-08 $9.51 $9.00 59.9% 17.7% 31.4% 57.6% 62.3% 4.0% -4.0% 969.0K -93.3M -673.7K 1.01 11.66 N/A N/A 7,150 7,255 229,109 134,783 2013-10-09 $9.51 $10.00 53.1% 17.2% 30.7% 47.2% 59.1% 1.1% -1.7% 946.7K -89.8M -657.7K 0.80 9.36 N/A N/A 4,459 3,554 229,293 139,274 2013-10-10 $9.99 $10.00 58.0% 16.6% 34.1% 54.7% 59.5% 4.6% -0.4% 1.0M -113.2M -656.7K 0.22 12.69 N/A N/A 5,462 1,221 230,193 139,354 2013-10-11 $10.07 $10.00 58.6% 16.8% 34.1% 55.7% 60.6% 5.1% -2.0% 1.1M -116.3M -654.4K 0.50 8.33 N/A N/A 3,477 1,745 230,599 139,649 2013-10-14 $10.91 $10.00 59.6% 17.1% 42.2% 57.1% 63.6% 8.3% -1.8% 1.1M -152.5M -623.3K 0.45 14.83 N/A N/A 18,496 8,334 231,378 139,558 2013-10-15 $12.28 $10.00 81.2% 23.3% 56.1% 89.7% 81.0% 7.2% -10.2% 810.4K -204.1M -619.8K 0.62 24.58 N/A N/A 59,307 36,696 234,689 143,038 2013-10-16 $12.27 $10.00 78.0% 22.4% 56.0% 84.9% 80.2% 3.7% -5.9% 671.4K -191.5M -717.3K 0.54 19.91 N/A N/A 26,989 14,689 247,625 169,525 2013-10-17 $12.35 $11.00 68.8% 19.7% 55.3% 71.0% 69.9% 0.6% -1.3% 975.6K -199.1M -732.5K 0.47 9.31 N/A N/A 22,902 10,774 256,455 179,286 2013-10-18 $11.60 $11.00 64.1% 18.4% 62.1% 63.9% 65.8% 7.8% 3.5% 847.2K -148.9M -770.1K 0.35 16.89 N/A N/A 18,304 6,388 256,087 184,005 2013-10-21 $10.68 $11.00 64.8% 18.6% 71.4% 64.9% 66.3% 1.0% 1.6% 800.9K -106.4M -778.5K 0.25 10.56 N/A N/A 23,798 5,858 238,543 159,472 2013-10-22 $11.10 $11.00 63.9% 18.3% 71.8% 63.6% 64.4% 1.7% 3.4% 886.4K -126.6M -782.7K 0.19 14.29 N/A N/A 9,680 1,837 242,453 161,032 2013-10-23 $10.90 $11.00 64.5% 18.5% 72.5% 64.5% 64.8% 2.0% 4.1% 799.8K -114.0M -784.7K 0.39 14.22 N/A N/A 5,625 2,172 240,108 162,082 2013-10-24 $10.90 $11.00 64.7% 18.5% 72.5% 64.8% 64.8% 0.9% 3.7% 832.9K -115.1M -779.9K 0.21 9.51 N/A N/A 2,409 517 242,319 162,395 2013-10-25 $10.74 $11.00 62.1% 17.8% 72.7% 60.8% 65.5% 8.9% 5.5% 837.6K -107.9M -781.8K 0.37 7.07 N/A N/A 6,623 2,462 242,834 162,484 2013-10-28 $10.73 $11.00 64.1% 18.4% 72.8% 64.0% 66.3% 7.4% 2.0% 830.4K -106.6M -781.5K 0.24 6.69 N/A N/A 2,866 691 245,538 164,292 2013-10-29 $10.39 $11.00 60.4% 17.3% 73.5% 58.3% 62.6% 1.6% 5.9% 794.9K -92.2M -750.3K 0.76 10.86 N/A N/A 5,017 3,799 246,443 164,449 2013-10-30 $9.94 $11.00 65.4% 18.8% 74.6% 65.9% 66.7% -5.6% -0.1% 700.2K -72.6M -752.5K 0.89 62.95 N/A N/A 10,552 9,356 247,972 166,401 2013-10-31 $10.02 $11.00 64.3% 18.4% 73.9% 64.2% 65.0% 3.8% 3.6% 666.7K -77.4M -779.7K 0.22 70.99 N/A N/A 4,949 1,110 252,349 171,849
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