OPK Options History — March 2014 In March 2014, OPK traded between $8.96 and $9.96. ATM implied volatility averaged 53.8%, placing in the 43.8% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded above realized volatility by 16.9% (HV 20d: 36.9%). Max pain ranged from $5.00 to $8.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.69.
Notable Days 2014-03-20 : Highest Volume — 33,088 contracts2014-03-07 : Largest IV drop — 11.4% change2014-03-03 : Highest IV Rank — 58.9%2014-03-06 : Largest Expected Move — 19.7%Monthly Statistics Metric Avg Min Max Open Close Price $9.37 $8.96 $9.96 $9.40 $9.32 Max Pain $5.57 $5.00 $8.00 $5.00 $8.00 ATM IV 53.8% 48.0% 64.8% 64.8% 49.2% Expected Move 18.5% 17.4% 19.7% 18.7% 17.4% HV 20d 36.9% 32.9% 41.5% 39.0% 35.9% HV 60d 41.9% 35.7% 53.7% 53.7% 36.6% IV Rank 43.8% 36.0% 58.9% 58.9% 37.5% IV Percentile 53.5% 34.5% 86.5% 86.5% 37.7% Term Structure 3.6% -2.4% 9.3% -2.4% 5.3% VWIV 66.1% 60.4% 79.5% 67.4% 60.4% Skew 25d -0.4% -4.0% 5.8% 2.9% 1.3% Skew 10d 2.2% -24.2% 18.9% 1.2% 18.9% Call IV 25d 58.2% 47.9% 67.5% 67.5% 51.0% Put IV 25d 57.7% 48.0% 70.4% 70.4% 52.3% Bid-Ask Spread % 20.54 12.30 26.72 23.90 26.72 Gamma HHI 0.38 0.31 0.60 0.31 0.42 Net GEX 848.3K 504.3K 1.3M 814.3K 573.1K Net DEX 11.9M -7.4M 28.2M 1.2M 20.2M Net VEX -630.3K -717.1K -580.4K -636.0K -585.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.17 1.97 0.40 0.75 Total Volume 8,558.095 2,075 33,088 5,323 3,734 Total OI 418,897.476 359,680 469,667 405,184 376,432
Daily Data (21 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 2014-03-03 $9.40 $5.00 64.8% 18.7% 39.0% 58.9% 67.4% 2.9% -2.4% 814.3K 1.2M -636.0K 0.40 23.90 N/A N/A 3,804 1,519 246,841 158,343 2014-03-04 $9.46 $5.00 60.1% 18.4% 35.3% 52.5% 79.5% 3.6% 3.7% 879.6K 4.6M -603.5K 0.73 14.81 N/A N/A 11,116 8,091 249,407 159,597 2014-03-05 $9.40 $5.00 55.2% 18.2% 35.3% 45.8% 69.9% -1.6% 9.3% 889.0K 6.9M -619.3K 0.65 18.23 N/A N/A 2,406 1,570 254,296 163,349 2014-03-06 $8.99 $5.00 56.6% 19.7% 40.2% 47.7% 64.1% -4.0% 3.5% 827.9K 12.1M -622.0K 0.72 17.51 N/A N/A 6,623 4,762 254,240 163,348 2014-03-07 $9.19 $5.00 50.1% 18.7% 40.5% 38.9% 68.7% -3.0% -1.8% 881.9K 11.3M -625.5K 0.89 15.39 N/A N/A 7,117 6,359 258,522 167,679 2014-03-10 $9.24 $5.00 53.2% 18.9% 40.5% 43.0% 64.3% -0.0% 0.7% 907.4K 14.7M -642.8K 0.47 12.30 N/A N/A 1,410 665 267,477 177,123 2014-03-11 $9.14 $5.00 57.0% 18.4% 41.0% 48.3% 68.0% -0.8% 1.2% 890.2K 14.5M -625.3K 0.66 19.91 N/A N/A 2,622 1,724 262,910 172,265 2014-03-12 $9.41 $5.00 53.9% 18.4% 41.4% 44.0% 62.5% 1.5% 2.8% 999.9K 11.1M -634.2K 0.45 18.89 N/A N/A 4,956 2,250 265,307 175,010 2014-03-13 $9.32 $5.00 58.3% 18.4% 41.5% 50.0% 0.0% -3.4% 3.9% 961.6K 12.9M -646.9K 0.67 20.76 N/A N/A 6,843 4,574 266,752 175,658 2014-03-14 $9.66 $5.00 57.6% 18.3% 33.5% 49.1% 64.1% -1.2% 1.7% 1.1M 4.1M -682.5K 0.36 21.03 N/A N/A 4,819 1,757 270,814 179,864 2014-03-17 $9.96 $5.00 58.4% 18.4% 34.5% 50.2% 64.3% -2.5% 1.0% 1.2M -7.4M -717.1K 0.17 21.60 N/A N/A 6,879 1,159 272,477 181,396 2014-03-18 $9.93 $5.00 55.1% 18.3% 34.5% 45.7% 69.0% -1.3% 4.6% 1.3M -3.9M -701.6K 0.23 22.97 N/A N/A 3,880 887 274,237 181,944 2014-03-19 $9.72 $5.00 52.1% 17.8% 34.7% 41.5% 0.0% -1.1% 5.9% 1.2M 5.4M -666.7K 0.19 23.98 N/A N/A 3,362 655 273,355 182,276 2014-03-20 $9.67 $5.00 49.5% 17.7% 34.1% 37.9% 62.9% -2.1% 5.5% 1.0M 21.2M -591.7K 0.67 23.67 N/A N/A 19,867 13,221 271,586 181,308 2014-03-21 $9.35 $5.00 51.9% 18.6% 36.6% 41.2% 68.6% -2.7% 6.1% 703.0K 28.2M -624.5K 0.56 20.73 N/A N/A 7,449 4,154 279,449 190,218 2014-03-24 $9.29 $5.00 50.2% 18.6% 36.5% 39.0% 66.4% 1.7% 5.1% 593.6K 18.6M -580.4K 0.79 21.51 N/A N/A 3,358 2,658 219,774 139,906 2014-03-25 $9.29 $5.00 49.6% 18.3% 36.3% 38.2% 66.7% 1.8% 4.4% 582.1K 14.6M -611.1K 1.27 20.52 N/A N/A 3,386 4,314 221,892 142,092 2014-03-26 $9.08 $8.00 48.4% 18.4% 37.0% 36.5% 61.8% 5.8% 6.2% 562.2K 18.4M -607.7K 0.74 23.03 N/A N/A 3,824 2,818 223,523 145,289 2014-03-27 $9.05 $8.00 49.7% 18.6% 33.6% 38.3% 64.1% -0.1% 5.5% 565.3K 19.5M -613.0K 1.11 22.56 N/A N/A 1,737 1,929 226,565 147,894 2014-03-28 $8.96 $8.00 48.0% 19.4% 32.9% 36.0% 62.8% -3.5% 3.3% 504.3K 22.5M -599.3K 1.97 21.23 N/A N/A 1,837 3,625 227,396 149,036 2014-03-31 $9.32 $8.00 49.2% 17.4% 35.9% 37.5% 60.4% 1.3% 5.3% 573.1K 20.2M -585.7K 0.75 26.72 N/A N/A 2,139 1,595 227,396 149,036
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