OPK Options History — March 2015 In March 2015, OPK traded between $13.88 and $14.93. ATM implied volatility averaged 44.7%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 14.3% (HV 20d: 30.4%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.64.
Notable Days 2015-03-30 : Highest Volume — 37,189 contracts2015-03-25 : Largest IV spike — 33.6% change2015-03-26 : Highest IV Rank — 30.4%2015-03-02 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $14.41 $13.88 $14.93 $14.45 $14.16 Max Pain $14.05 $10.00 $15.00 $10.00 $15.00 ATM IV 44.7% 36.9% 52.9% 45.2% 50.1% Expected Move 12.6% 10.5% 14.1% 14.1% 13.4% HV 20d 30.4% 24.9% 39.9% 39.9% 35.8% HV 60d 35.9% 31.9% 39.2% 38.6% 36.3% IV Rank 21.2% 12.4% 30.4% 21.8% 27.3% IV Percentile 60.9% 24.2% 93.7% 62.3% 83.7% Term Structure 1.2% -4.4% 5.6% -1.2% -0.0% VWIV 44.6% 34.6% 51.1% 51.1% 44.3% Skew 25d 1.5% -4.2% 9.7% -3.6% 9.7% Skew 10d 6.3% -13.8% 24.0% 5.2% 12.3% Call IV 25d 45.5% 37.1% 59.2% 59.2% 43.2% Put IV 25d 47.0% 40.1% 55.6% 55.6% 52.9% Bid-Ask Spread % 91.82 83.80 99.57 89.98 95.04 Gamma HHI 0.24 0.19 0.34 0.23 0.19 Net GEX 945.1K -350.3K 1.5M 805.6K 673.1K Net DEX -122.5M -141.2M -86.6M -126.4M -86.6M Net VEX -1.0M -1.1M -999.1K -1.1M -999.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.09 1.67 0.88 0.57 Total Volume 9,161.227 1,279 37,189 10,686 12,992 Total OI 320,485.818 296,237 331,930 322,347 296,237
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 2015-03-02 $14.45 $10.00 45.2% 14.1% 39.9% 21.8% 51.1% -3.6% -1.2% 805.6K -126.4M -1.1M 0.88 89.98 N/A N/A 5,690 4,996 200,939 121,408 2015-03-03 $14.40 $10.00 46.8% 13.4% 38.2% 23.5% 46.6% 7.1% 4.3% 893.8K -124.9M -1.1M 0.81 94.63 N/A N/A 6,333 5,159 202,156 122,551 2015-03-04 $14.35 $10.00 43.3% 13.3% 36.6% 19.6% 48.9% 2.7% 1.6% 853.1K -125.1M -1.1M 0.77 87.76 N/A N/A 5,804 4,440 203,060 123,669 2015-03-05 $14.32 $15.00 45.2% 12.8% 35.6% 21.8% 44.8% -0.7% 1.5% 885.6K -126.7M -1.1M 0.82 89.13 N/A N/A 4,750 3,872 203,991 123,954 2015-03-06 $14.10 $15.00 43.2% 12.2% 30.8% 19.5% 45.5% -4.2% 0.2% 1.1M -121.3M -1.1M 1.36 89.64 N/A N/A 3,870 5,260 205,244 124,058 2015-03-09 $13.98 $15.00 45.4% 13.0% 31.1% 21.9% 44.6% -2.4% 2.9% 827.3K -115.3M -1.1M 0.21 85.36 N/A N/A 2,436 521 203,126 124,081 2015-03-10 $13.98 $15.00 48.3% 13.1% 26.2% 25.2% 45.4% -3.2% -2.0% 859.9K -113.1M -1.1M 0.10 87.54 N/A N/A 2,924 293 204,257 124,256 2015-03-11 $14.09 $15.00 48.2% 12.6% 25.8% 25.1% 44.4% -3.6% -4.4% 988.8K -117.7M -1.0M 1.25 83.80 N/A N/A 806 1,010 205,758 124,371 2015-03-12 $14.60 $15.00 42.4% 13.2% 28.4% 18.6% 43.5% 3.7% 3.8% 1.2M -135.6M -1.0M 0.19 86.80 N/A N/A 2,626 486 206,113 125,240 2015-03-13 $14.63 $15.00 42.6% 12.6% 28.2% 18.8% 44.7% 2.9% 2.7% 1.3M -141.2M -1.1M 0.30 90.72 N/A N/A 1,720 513 206,384 125,546 2015-03-16 $14.67 $15.00 41.9% 11.8% 26.6% 18.0% 45.4% 3.8% 2.8% 1.4M -140.6M -1.0M 0.40 91.34 N/A N/A 964 382 204,329 122,337 2015-03-17 $14.66 $15.00 40.5% 11.5% 26.3% 16.5% 42.3% 2.2% 5.6% 1.4M -137.2M -1.0M 0.31 91.38 N/A N/A 977 302 204,582 122,514 2015-03-18 $14.42 $14.00 38.9% 11.2% 27.1% 14.7% 38.8% 2.0% 1.1% 1.3M -130.3M -1.1M 0.23 99.57 N/A N/A 2,424 558 204,601 122,681 2015-03-19 $14.67 $14.00 41.7% 11.9% 26.5% 17.8% 42.2% 1.0% 1.2% 1.5M -136.3M -1.0M 0.09 96.11 N/A N/A 2,258 208 205,739 122,912 2015-03-20 $14.52 $14.00 38.4% 10.5% 26.4% 14.2% 34.6% 4.5% 5.2% 955.5K -131.5M -1.0M 0.60 89.25 N/A N/A 3,064 1,851 206,237 123,068 2015-03-23 $14.93 $15.00 43.8% 11.9% 24.9% 20.1% 40.7% 1.6% -1.7% 974.1K -129.2M -1.0M 0.44 96.56 N/A N/A 5,382 2,373 187,021 111,449 2015-03-24 $14.76 $15.00 36.9% 11.4% 24.9% 12.4% 41.1% 6.4% 4.2% 956.0K -126.1M -1.0M 0.54 94.79 N/A N/A 19,104 10,368 188,225 112,973 2015-03-25 $13.88 $15.00 49.3% 13.3% 31.0% 26.3% 46.8% -3.4% -2.5% 816.0K -97.8M -1.0M 1.67 97.76 N/A N/A 7,276 12,158 189,161 113,229 2015-03-26 $14.29 $14.00 52.9% 13.6% 33.0% 30.4% 50.6% 4.9% 0.3% 609.1K -102.8M -1.0M 1.55 92.57 N/A N/A 5,100 7,923 191,017 120,751 2015-03-27 $14.49 $14.00 50.2% 13.7% 32.9% 27.3% 46.6% 4.1% 0.4% -350.3K -111.0M -1.1M 0.79 96.19 N/A N/A 2,898 2,287 191,590 121,107 2015-03-30 $14.70 $14.00 48.2% 13.2% 33.1% 25.1% 47.7% -1.3% -0.1% 887.2K -118.5M -1.1M 0.19 94.09 N/A N/A 31,154 6,035 190,155 118,611 2015-03-31 $14.16 $15.00 50.1% 13.4% 35.8% 27.3% 44.3% 9.7% -0.0% 673.1K -86.6M -999.1K 0.57 95.04 N/A N/A 8,288 4,704 176,231 120,006
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