OPK Options History — October 2014 In October 2014, OPK traded between $8.16 and $8.51. ATM implied volatility averaged 41.5%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 16.2% (HV 20d: 25.2%). Max pain ranged from $8.00 to $9.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 1.95.
Notable Days 2014-10-07 : Highest Volume — 36,396 contracts2014-10-03 : Largest IV spike — 37.7% change2014-10-03 : Highest IV Rank — 36.4%2014-10-02 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $8.35 $8.16 $8.51 $8.39 $8.37 Max Pain $8.13 $8.00 $9.00 $9.00 $8.00 ATM IV 41.5% 29.4% 62.1% 45.6% 31.6% Expected Move 11.8% 11.1% 12.7% 12.4% 11.6% HV 20d 25.2% 19.9% 29.5% 21.9% 25.3% HV 60d 22.8% 21.8% 23.8% 22.7% 22.4% IV Rank 12.0% 0.0% 36.4% 16.6% 2.5% IV Percentile 23.8% 0.0% 81.7% 33.7% 0.4% Term Structure -2.7% -14.4% 4.1% -14.4% -3.2% VWIV 42.6% 38.0% 47.6% 43.0% 45.6% Skew 25d 5.7% -8.4% 78.5% -8.4% 1.4% Skew 10d 9.2% -17.1% 23.2% 8.9% 5.1% Call IV 25d 38.5% 28.1% 49.2% 42.7% 36.4% Put IV 25d 44.2% 32.0% 121.6% 34.2% 37.8% Bid-Ask Spread % 50.41 31.05 86.58 65.22 45.61 Gamma HHI 0.68 0.51 0.82 0.63 0.57 Net GEX 853.3K 655.2K 957.0K 749.8K 789.3K Net DEX 35.0M 25.0M 42.7M 25.0M 39.1M Net VEX -375.6K -428.7K -333.2K -367.3K -347.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.95 0.02 5.31 0.82 2.90 Total Volume 10,077.043 754 36,396 6,101 13,311 Total OI 381,849.043 349,593 394,463 349,593 385,927
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 2014-10-01 $8.39 $9.00 45.6% 12.4% 21.9% 16.6% 43.0% -8.4% -14.4% 749.8K 25.0M -367.3K 0.82 65.22 N/A N/A 3,356 2,745 219,691 129,902 2014-10-02 $8.32 $9.00 45.1% 12.7% 21.6% 16.0% 46.5% -5.9% -11.0% 713.9K 30.3M -362.4K 0.98 51.36 N/A N/A 10,771 10,547 222,476 132,548 2014-10-03 $8.38 $9.00 62.1% 12.3% 21.7% 36.4% 45.4% 3.3% 1.9% 826.2K 38.5M -354.5K 0.25 54.80 N/A N/A 7,894 1,981 232,450 142,560 2014-10-06 $8.36 $8.00 41.7% 12.4% 20.1% 11.9% 43.5% 4.3% 1.1% 833.2K 41.5M -333.2K 0.64 41.39 N/A N/A 461 293 234,871 141,880 2014-10-07 $8.25 $8.00 41.9% 12.4% 19.9% 12.2% 44.9% 9.6% 2.7% 771.2K 38.2M -367.7K 0.02 60.86 N/A N/A 35,636 760 232,980 141,997 2014-10-08 $8.49 $8.00 41.3% 12.1% 22.5% 11.4% 44.5% 16.3% -4.3% 928.0K 34.2M -393.3K 5.31 60.69 N/A N/A 3,505 18,595 249,522 142,621 2014-10-09 $8.27 $8.00 52.2% 11.4% 24.2% 24.5% 39.8% 78.5% -1.5% 860.9K 34.0M -409.5K 0.89 51.93 N/A N/A 2,152 1,908 249,415 142,624 2014-10-10 $8.16 $8.00 38.6% 11.4% 24.6% 8.2% 41.4% 1.0% -3.9% 888.6K 33.7M -428.7K 1.63 59.78 N/A N/A 700 1,143 249,578 144,134 2014-10-13 $8.18 $8.00 47.3% 11.5% 24.5% 18.7% 42.3% 6.3% -4.1% 895.3K 42.7M -364.4K 1.12 64.16 N/A N/A 748 836 249,278 143,790 2014-10-14 $8.44 $8.00 41.4% 11.8% 27.2% 11.5% 44.1% 3.7% 2.2% 893.6K 36.2M -382.2K 1.97 59.69 N/A N/A 4,593 9,036 249,532 144,163 2014-10-15 $8.51 $8.00 39.0% 11.9% 27.3% 8.7% 41.1% 0.3% 3.5% 941.2K 28.2M -426.7K 1.88 51.57 N/A N/A 5,180 9,762 250,461 144,002 2014-10-16 $8.31 $8.00 43.8% 12.0% 28.5% 14.4% 42.1% 2.0% 2.8% 957.0K 37.2M -378.2K 0.52 37.28 N/A N/A 827 429 249,768 143,134 2014-10-17 $8.25 $8.00 41.3% 11.6% 28.5% 11.4% 40.2% -6.5% -0.3% 934.4K 33.3M -400.3K 0.98 53.35 N/A N/A 2,790 2,730 249,921 143,063 2014-10-20 $8.36 $8.00 37.5% 11.8% 28.4% 6.9% 41.5% -1.1% 4.1% 858.8K 35.4M -364.9K 0.59 86.58 N/A N/A 1,086 640 241,080 135,648 2014-10-21 $8.39 $8.00 39.8% 11.6% 28.4% 9.6% 38.0% -2.6% -1.1% 909.3K 28.5M -424.7K 2.67 36.74 N/A N/A 3,041 8,114 241,903 136,081 2014-10-22 $8.20 $8.00 46.0% 11.1% 29.5% 17.0% 39.4% 4.6% -6.6% 833.5K 37.6M -359.4K 3.58 51.70 N/A N/A 2,674 9,584 242,297 136,106 2014-10-23 $8.36 $8.00 41.5% 11.2% 26.4% 11.7% 39.2% 0.5% -7.1% 807.9K 36.9M -360.1K 3.24 35.27 N/A N/A 2,886 9,362 242,464 137,851 2014-10-24 $8.40 $8.00 39.7% 11.3% 26.3% 9.5% 42.7% 0.4% -1.9% 850.5K 37.9M -351.4K 2.91 35.17 N/A N/A 3,261 9,485 243,001 137,928 2014-10-27 $8.39 $8.00 36.5% 11.6% 26.2% 5.7% 41.2% 3.9% -12.5% 922.2K 29.4M -392.3K 2.29 51.50 N/A N/A 275 631 243,117 136,184 2014-10-28 $8.46 $8.00 35.8% 11.8% 25.9% 4.8% 40.0% 6.1% -11.5% 903.0K 33.8M -355.8K 1.59 42.52 N/A N/A 754 1,201 243,290 136,735 2014-10-29 $8.38 $8.00 29.4% 11.4% 25.6% 0.0% 47.6% 4.8% 3.5% 902.3K 32.4M -372.0K 4.27 31.05 N/A N/A 2,446 10,446 243,134 137,733 2014-10-30 $8.40 $8.00 34.4% 11.7% 25.4% 5.9% 46.0% 9.6% -0.2% 655.2K 40.1M -342.0K 3.72 31.15 N/A N/A 2,795 10,402 243,208 142,480 2014-10-31 $8.37 $8.00 31.6% 11.6% 25.3% 2.5% 45.6% 1.4% -3.2% 789.3K 39.1M -347.2K 2.90 45.61 N/A N/A 3,409 9,902 243,419 142,508
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