OPK Options History — July 2015 In July 2015, OPK traded between $16.14 and $17.21. ATM implied volatility averaged 39.5%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 7.2% (HV 20d: 32.3%). Max pain ranged from $16.00 to $17.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 1.06.
Notable Days 2015-07-24 : Highest Volume — 25,133 contracts2015-07-16 : Largest IV drop — 13.1% change2015-07-08 : Highest IV Rank — 20.8%2015-07-08 : Largest Expected Move — 13.3%Monthly Statistics Metric Avg Min Max Open Close Price $16.57 $16.14 $17.21 $16.25 $16.35 Max Pain $16.50 $16.00 $17.00 $16.00 $17.00 ATM IV 39.5% 34.2% 44.4% 41.7% 42.2% Expected Move 11.3% 9.8% 13.3% 11.0% 10.7% HV 20d 32.3% 26.5% 68.5% 68.5% 26.8% HV 60d 49.0% 48.6% 49.6% 48.8% 48.6% IV Rank 15.4% 9.5% 20.8% 17.8% 18.4% IV Percentile 40.7% 11.1% 69.0% 54.0% 61.1% Term Structure 1.6% -2.6% 6.9% 0.8% 0.7% VWIV 40.0% 34.9% 46.6% 36.6% 37.9% Skew 25d 0.4% -4.1% 4.8% 4.8% 2.4% Skew 10d 2.7% -7.3% 16.5% 16.5% -3.7% Call IV 25d 40.5% 34.0% 47.6% 38.1% 43.3% Put IV 25d 40.9% 34.4% 45.8% 43.0% 45.7% Bid-Ask Spread % 86.27 69.70 104.91 93.54 95.36 Gamma HHI 0.10 0.09 0.11 0.11 0.10 Net GEX 786.4K 478.3K 1.1M 478.3K 754.6K Net DEX -48.5M -70.5M -26.6M -32.7M -28.0M Net VEX -1.5M -1.7M -1.4M -1.6M -1.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.06 0.63 1.69 1.39 1.16 Total Volume 13,678.909 8,592 25,133 13,544 8,592 Total OI 535,318.591 519,999 547,426 537,103 527,826
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 2015-07-01 $16.25 $16.00 41.7% 11.0% 68.5% 17.8% 36.6% 4.8% 0.8% 478.3K -32.7M -1.6M 1.39 93.54 N/A N/A 5,659 7,885 296,515 240,588 2015-07-02 $16.23 $16.00 38.2% 11.1% 36.5% 13.9% 40.7% -1.5% 1.4% 491.4K -37.6M -1.6M 0.98 91.58 N/A N/A 8,877 8,672 296,910 240,598 2015-07-06 $16.66 $16.00 41.8% 12.8% 37.5% 17.9% 46.6% -0.5% 2.4% 714.3K -52.4M -1.7M 0.63 70.76 N/A N/A 11,076 6,953 297,626 239,637 2015-07-07 $16.82 $16.00 39.4% 13.1% 34.9% 15.2% 45.7% -3.6% 6.9% 791.3K -66.8M -1.6M 0.80 71.08 N/A N/A 7,329 5,841 300,937 240,417 2015-07-08 $16.40 $16.00 44.4% 13.3% 30.2% 20.8% 45.5% 3.8% 1.8% 684.6K -49.4M -1.6M 1.46 70.25 N/A N/A 5,041 7,375 302,775 241,801 2015-07-09 $16.61 $16.00 42.7% 12.5% 30.3% 19.0% 44.6% 2.6% 3.3% 799.7K -58.7M -1.6M 1.69 70.16 N/A N/A 3,726 6,297 303,285 241,384 2015-07-10 $16.52 $16.00 38.8% 12.6% 29.9% 14.5% 45.2% 2.8% 3.3% 682.6K -57.2M -1.7M 1.52 69.70 N/A N/A 3,530 5,367 303,391 241,472 2015-07-13 $16.58 $16.00 40.0% 11.8% 29.2% 16.0% 43.8% -3.5% 2.6% 815.5K -59.9M -1.7M 1.30 78.66 N/A N/A 4,853 6,318 302,302 241,266 2015-07-14 $16.73 $16.00 39.8% 12.0% 28.7% 15.8% 42.6% -4.1% 2.5% 872.8K -59.2M -1.5M 1.09 79.81 N/A N/A 4,378 4,767 302,721 241,743 2015-07-15 $16.61 $16.00 42.0% 11.4% 28.9% 18.2% 42.8% -0.6% -2.6% 766.8K -54.0M -1.5M 0.83 80.61 N/A N/A 5,324 4,421 302,740 241,969 2015-07-16 $16.52 $16.00 36.5% 10.7% 29.0% 12.0% 37.8% -0.7% 1.1% 787.9K -38.7M -1.5M 0.93 86.28 N/A N/A 8,977 8,384 302,774 241,955 2015-07-17 $16.60 $17.00 36.2% 10.1% 29.0% 11.6% 35.4% -2.4% 0.9% 755.6K -40.2M -1.5M 0.78 81.94 N/A N/A 9,537 7,417 304,268 243,158 2015-07-20 $16.33 $17.00 36.5% 10.6% 29.9% 12.1% 37.6% -1.0% -0.1% 766.9K -26.6M -1.5M 1.06 90.19 N/A N/A 9,091 9,604 291,263 234,070 2015-07-21 $16.14 $17.00 34.7% 9.9% 30.2% 10.0% 36.0% 3.9% -1.0% 660.9K -29.7M -1.4M 0.82 89.75 N/A N/A 7,991 6,520 288,274 231,725 2015-07-22 $16.76 $17.00 34.2% 9.8% 32.6% 9.5% 35.1% 2.1% 3.9% 862.9K -48.5M -1.5M 0.70 94.69 N/A N/A 9,347 6,538 289,013 231,837 2015-07-23 $17.21 $17.00 37.4% 10.6% 31.9% 13.0% 36.3% -0.7% 4.8% 1.1M -70.5M -1.6M 0.69 91.61 N/A N/A 13,672 9,457 291,195 231,975 2015-07-24 $16.87 $17.00 37.8% 10.9% 33.1% 13.4% 36.0% 3.2% -1.9% 932.7K -62.9M -1.5M 0.98 89.22 N/A N/A 12,707 12,426 294,703 235,557 2015-07-27 $16.62 $17.00 41.5% 11.4% 31.2% 17.6% 39.9% -1.6% 1.0% 870.9K -47.0M -1.4M 1.06 96.33 N/A N/A 4,895 5,199 293,410 236,034 2015-07-28 $16.81 $17.00 43.5% 10.9% 28.8% 19.9% 40.7% 3.3% 0.6% 950.1K -60.9M -1.5M 1.08 104.91 N/A N/A 4,457 4,801 293,685 236,293 2015-07-29 $16.58 $17.00 40.3% 10.3% 26.5% 16.3% 39.1% 0.1% 2.0% 920.5K -48.6M -1.5M 1.24 103.19 N/A N/A 3,989 4,944 294,127 236,532 2015-07-30 $16.39 $17.00 39.1% 11.5% 26.8% 14.9% 34.9% -0.1% 1.6% 888.2K -37.9M -1.4M 1.21 98.39 N/A N/A 3,935 4,767 292,440 234,818 2015-07-31 $16.35 $17.00 42.2% 10.7% 26.8% 18.4% 37.9% 2.4% 0.7% 754.6K -28.0M -1.4M 1.16 95.36 N/A N/A 3,979 4,613 292,730 235,096
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