OPK Options History — June 2014 In June 2014, OPK traded between $8.55 and $9.47. ATM implied volatility averaged 44.9%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 12.7% (HV 20d: 32.2%). Max pain ranged from $8.00 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 0.75.
Notable Days 2014-06-20 : Highest Volume — 59,880 contracts2014-06-12 : Largest IV spike — 38.7% change2014-06-16 : Highest IV Rank — 43.5%2014-06-04 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $9.06 $8.55 $9.47 $8.55 $8.84 Max Pain $8.00 $8.00 $8.00 $8.00 $8.00 ATM IV 44.9% 37.4% 53.5% 43.3% 39.2% Expected Move 16.7% 15.8% 19.0% 18.9% 16.4% HV 20d 32.2% 29.2% 35.3% 29.2% 35.3% HV 60d 36.3% 34.9% 37.8% 35.8% 35.7% IV Rank 31.7% 21.5% 43.5% 29.6% 23.9% IV Percentile 26.0% 9.5% 54.8% 23.0% 9.5% Term Structure 4.2% -1.0% 10.2% 2.0% 4.3% VWIV 57.3% 45.8% 66.9% 62.0% 56.0% Skew 25d -3.8% -16.2% 4.0% -3.8% -16.2% Skew 10d -3.9% -22.2% 17.3% -14.4% -22.2% Call IV 25d 50.1% 37.5% 57.2% 46.2% 45.1% Put IV 25d 46.3% 25.3% 57.5% 42.4% 28.9% Bid-Ask Spread % 35.99 32.33 40.84 36.47 39.14 Gamma HHI 0.45 0.33 0.64 0.33 0.51 Net GEX 940.7K 498.1K 1.3M 498.1K 891.4K Net DEX 58.6M 29.9M 80.8M 78.7M 38.5M Net VEX -533.0K -580.7K -460.4K -470.2K -533.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.12 3.35 2.12 3.35 Total Volume 11,414.714 1,631 59,880 5,191 6,985 Total OI 495,291.286 418,530 561,221 486,684 431,518
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 2014-06-02 $8.55 $8.00 43.3% 18.9% 29.2% 29.6% 62.0% -3.8% 2.0% 498.1K 78.7M -470.2K 2.12 36.47 N/A N/A 1,665 3,526 279,559 207,125 2014-06-03 $8.85 $8.00 40.8% 18.6% 31.1% 26.1% 66.9% -16.0% 2.8% 554.4K 80.8M -460.4K 0.50 36.89 N/A N/A 1,084 547 281,043 209,277 2014-06-04 $8.77 $8.00 43.8% 19.0% 29.5% 30.1% 60.1% -12.2% 8.2% 554.1K 74.0M -503.7K 0.12 33.05 N/A N/A 11,066 1,356 281,495 209,434 2014-06-05 $9.25 $8.00 44.1% 16.3% 34.4% 30.6% 57.9% 0.1% 10.2% 844.9K 61.6M -532.3K 0.16 32.33 N/A N/A 10,105 1,620 290,962 209,590 2014-06-06 $9.23 $8.00 40.9% 16.8% 32.3% 26.2% 57.4% -1.4% 4.3% 948.4K 64.2M -519.8K 0.39 37.74 N/A N/A 2,070 805 296,380 210,095 2014-06-09 $9.35 $8.00 42.9% 16.7% 31.4% 29.0% 58.0% 0.7% 1.5% 1.0M 58.9M -531.7K 0.81 36.07 N/A N/A 4,407 3,583 296,750 210,137 2014-06-10 $9.21 $8.00 41.5% 16.7% 31.8% 27.1% 63.1% -2.5% 0.5% 984.5K 66.3M -523.5K 0.83 33.51 N/A N/A 1,139 947 299,845 213,485 2014-06-11 $9.07 $8.00 37.4% 16.2% 32.2% 21.5% 55.6% -0.1% 1.7% 1.0M 69.1M -498.0K 0.27 35.98 N/A N/A 12,552 3,342 300,005 213,469 2014-06-12 $9.10 $8.00 51.9% 16.2% 31.1% 41.3% 56.5% 4.0% 1.1% 1.1M 68.3M -518.0K 0.89 34.20 N/A N/A 10,903 9,663 310,034 215,569 2014-06-13 $9.03 $8.00 48.5% 16.4% 31.4% 36.6% 54.4% -0.4% 5.5% 1.1M 69.2M -553.3K 0.66 39.30 N/A N/A 1,114 739 316,073 221,870 2014-06-16 $9.20 $8.00 53.5% 15.9% 31.7% 43.5% 55.7% -0.5% 2.9% 1.3M 64.0M -549.7K 0.97 37.83 N/A N/A 9,880 9,536 317,833 222,439 2014-06-17 $9.47 $8.00 51.9% 15.8% 32.2% 41.3% 55.3% 3.0% -1.0% 1.2M 62.7M -558.8K 0.54 35.40 N/A N/A 7,989 4,297 323,515 229,170 2014-06-18 $9.40 $8.00 47.4% 15.9% 31.9% 35.1% 45.8% -4.1% 8.9% 1.2M 61.2M -580.7K 0.48 40.52 N/A N/A 2,668 1,284 326,075 232,031 2014-06-19 $9.28 $8.00 50.6% 15.9% 32.7% 39.6% 57.4% -5.1% -0.1% 1.0M 64.2M -559.0K 0.24 40.84 N/A N/A 10,009 2,429 323,918 231,984 2014-06-20 $9.23 $8.00 49.4% 15.9% 31.6% 37.9% 55.6% 0.1% 6.2% 1.1M 67.0M -569.5K 0.90 33.21 N/A N/A 31,485 28,395 328,016 233,205 2014-06-23 $9.05 $8.00 45.4% 16.9% 32.0% 32.3% 55.4% -6.8% 1.5% 936.2K 29.9M -572.8K 0.53 35.93 N/A N/A 3,629 1,915 256,120 162,410 2014-06-24 $8.78 $8.00 41.8% 16.5% 33.2% 27.5% 56.6% -3.4% 8.2% 822.3K 38.5M -532.3K 0.18 34.05 N/A N/A 19,727 3,615 258,155 164,076 2014-06-25 $8.71 $8.00 43.2% 16.9% 33.2% 29.3% 53.3% -7.9% 4.1% 810.5K 41.0M -526.9K 0.51 33.47 N/A N/A 4,010 2,058 259,487 167,128 2014-06-26 $8.88 $8.00 41.3% 15.9% 34.0% 26.7% 64.3% -8.6% 8.7% 907.8K 40.6M -543.9K 0.23 33.48 N/A N/A 2,439 562 261,423 168,910 2014-06-27 $9.10 $8.00 43.5% 16.7% 33.6% 29.8% 55.5% 0.8% 6.0% 994.0K 31.9M -556.3K 0.97 36.36 N/A N/A 2,313 2,251 262,279 169,228 2014-06-30 $8.84 $8.00 39.2% 16.4% 35.3% 23.9% 56.0% -16.2% 4.3% 891.4K 38.5M -533.1K 3.35 39.14 N/A N/A 1,604 5,381 262,279 169,239
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