OPK Options History — August 2015 In August 2015, OPK traded between $10.46 and $16.28. ATM implied volatility averaged 54.8%, placing in the 51.3% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded below realized volatility by 2.3% (HV 20d: 57.1%). Max pain ranged from $16.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.00.
Notable Days 2015-08-24 : Highest Volume — 41,161 contracts2015-08-24 : Largest IV spike — 40.2% change2015-08-24 : Highest IV Rank — 100.0%2015-08-24 : Largest Expected Move — 25.0%Monthly Statistics Metric Avg Min Max Open Close Price $12.92 $10.46 $16.28 $16.28 $10.78 Max Pain $17.57 $16.00 $20.00 $17.00 $16.00 ATM IV 54.8% 40.0% 85.4% 40.2% 64.9% Expected Move 16.1% 10.7% 25.0% 10.7% 20.7% HV 20d 57.1% 23.4% 78.6% 25.0% 78.6% HV 60d 54.7% 48.6% 61.9% 48.6% 53.8% IV Rank 51.3% 16.0% 100.0% 16.1% 65.7% IV Percentile 86.8% 44.8% 100.0% 45.2% 98.0% Term Structure -0.7% -14.6% 13.6% -0.6% -3.9% VWIV 56.1% 39.2% 90.2% 39.2% 71.8% Skew 25d 5.4% -2.1% 17.4% 2.1% 4.8% Skew 10d 3.1% -34.9% 26.9% -0.6% 14.4% Call IV 25d 52.8% 37.2% 78.0% 42.3% 63.7% Put IV 25d 58.3% 41.5% 75.8% 44.4% 68.5% Bid-Ask Spread % 85.17 71.97 102.26 97.75 88.56 Gamma HHI 0.15 0.10 0.22 0.10 0.22 Net GEX 491.0K 297.3K 805.9K 770.8K 500.8K Net DEX 84.7M -24.9M 131.1M -24.9M 131.1M Net VEX -1.0M -1.4M -747.5K -1.4M -788.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.00 0.07 1.80 0.61 0.91 Total Volume 19,645.619 3,258 41,161 4,495 31,065 Total OI 560,793.19 526,048 602,729 526,048 596,619
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 2015-08-03 $16.28 $17.00 40.2% 10.7% 25.0% 16.1% 39.2% 2.1% -0.6% 770.8K -24.9M -1.4M 0.61 97.75 N/A N/A 2,797 1,698 291,571 234,477 2015-08-04 $16.10 $17.00 41.7% 11.1% 24.9% 17.9% 39.7% 5.4% -0.9% 737.4K -18.5M -1.4M 1.00 96.18 N/A N/A 5,940 5,921 292,980 235,533 2015-08-05 $16.11 $17.00 40.0% 12.3% 23.4% 16.0% 44.1% 4.4% 1.1% 805.9K -19.6M -1.4M 1.27 95.59 N/A N/A 5,919 7,538 293,905 235,737 2015-08-06 $13.89 $20.00 46.0% 14.2% 56.8% 22.7% 50.1% 7.4% 2.4% 414.0K 68.5M -1.1M 0.64 79.57 N/A N/A 13,495 8,679 295,802 237,514 2015-08-07 $13.75 $20.00 52.3% 14.7% 56.8% 29.8% 53.1% 8.0% 2.2% 315.7K 74.2M -1.1M 0.85 81.28 N/A N/A 8,936 7,624 297,912 237,763 2015-08-10 $13.84 $20.00 47.2% 14.2% 56.9% 24.0% 49.3% 8.5% 2.3% 297.3K 67.4M -1.1M 0.66 84.12 N/A N/A 9,875 6,537 297,253 238,429 2015-08-11 $13.45 $19.00 56.1% 14.7% 56.9% 34.0% 47.8% 1.2% -5.2% 341.3K 84.1M -1.0M 0.74 78.23 N/A N/A 1,874 1,384 300,525 240,240 2015-08-12 $13.44 $19.00 50.3% 14.5% 57.0% 56.1% 49.5% 5.9% 2.3% 315.3K 101.6M -927.7K 0.75 83.79 N/A N/A 13,931 10,459 301,977 240,982 2015-08-13 $13.08 $18.00 52.5% 14.7% 57.3% 61.3% 49.8% 2.4% -4.5% 362.5K 93.7M -1.1M 1.80 82.06 N/A N/A 5,671 10,231 310,242 246,433 2015-08-14 $12.91 $18.00 51.0% 14.5% 56.9% 57.9% 49.8% 4.9% 0.0% 324.1K 106.8M -977.0K 0.93 75.24 N/A N/A 11,921 11,120 311,230 246,691 2015-08-17 $13.12 $17.00 49.4% 14.1% 57.8% 54.0% 52.3% 6.8% -0.9% 468.2K 77.0M -1.2M 1.37 72.52 N/A N/A 7,403 10,147 313,602 247,363 2015-08-18 $12.77 $17.00 46.8% 13.3% 58.1% 48.2% 48.5% 6.5% -4.5% 398.9K 101.0M -1.0M 1.57 71.97 N/A N/A 6,535 10,256 314,742 247,467 2015-08-19 $12.63 $17.00 54.3% 15.6% 55.1% 65.3% 55.4% 1.8% -4.9% 435.1K 116.2M -911.4K 0.07 83.70 N/A N/A 10,003 728 316,162 247,599 2015-08-20 $12.13 $17.00 58.3% 16.6% 53.7% 74.4% 58.6% 2.5% 1.1% 554.2K 107.2M -956.9K 0.99 74.52 N/A N/A 10,648 10,508 323,830 247,597 2015-08-21 $12.04 $17.00 60.9% 17.4% 53.8% 80.5% 52.8% 17.4% 13.6% 563.7K 100.0M -1.0M 1.34 87.21 N/A N/A 8,476 11,368 331,855 252,911 2015-08-24 $10.46 $17.00 85.4% 25.0% 69.4% 100.0% 90.2% -2.1% -14.6% 406.9K 124.0M -747.5K 1.14 102.26 N/A N/A 19,269 21,892 323,080 245,388 2015-08-25 $10.72 $17.00 67.9% 22.9% 70.4% 70.6% 73.3% 4.7% 8.7% 522.1K 118.4M -844.2K 1.60 89.09 N/A N/A 8,595 13,747 335,886 253,807 2015-08-26 $11.39 $17.00 66.1% 20.0% 76.4% 67.6% 70.1% 11.5% -6.8% 601.0K 125.7M -859.4K 0.74 90.28 N/A N/A 9,280 6,906 338,023 255,390 2015-08-27 $11.10 $16.00 60.1% 18.8% 76.3% 57.6% 68.5% 4.0% 1.3% 607.3K 121.7M -878.0K 0.98 87.90 N/A N/A 16,574 16,271 339,921 255,490 2015-08-28 $11.38 $16.00 60.3% 18.3% 77.8% 57.9% 64.5% 6.3% -2.4% 569.2K 124.4M -871.4K 0.99 86.73 N/A N/A 15,779 15,558 344,059 258,670 2015-08-31 $10.78 $16.00 64.9% 20.7% 78.6% 65.7% 71.8% 4.8% -3.9% 500.8K 131.1M -788.6K 0.91 88.56 N/A N/A 16,245 14,820 340,777 255,842
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