OPK Options History — October 2015 In October 2015, OPK traded between $8.34 and $10.14. ATM implied volatility averaged 58.7%, placing in the 55.2% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded below realized volatility by 2.3% (HV 20d: 61.0%). Max pain ranged from $9.00 to $32.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.96.
Notable Days 2015-10-19 : Highest Volume — 23,330 contracts2015-10-22 : Largest IV spike — 24.2% change2015-10-05 : Highest IV Rank — 66.0%2015-10-06 : Largest Expected Move — 35.6%Monthly Statistics Metric Avg Min Max Open Close Price $9.12 $8.34 $10.14 $8.34 $9.47 Max Pain $15.05 $9.00 $32.50 $10.00 $10.00 ATM IV 58.7% 47.8% 65.1% 60.6% 56.2% Expected Move 17.9% 13.2% 35.6% 18.7% 16.5% HV 20d 61.0% 50.1% 69.7% 50.1% 56.7% HV 60d 62.9% 57.3% 67.5% 57.3% 61.1% IV Rank 55.2% 37.0% 66.0% 58.4% 51.0% IV Percentile 88.7% 65.1% 97.2% 94.4% 82.9% Term Structure -1.0% -53.4% 40.1% 2.5% 1.0% VWIV 65.7% 32.1% 129.0% 69.1% 60.3% Skew 25d 8.1% -4.7% 29.4% 6.2% -2.6% Skew 10d 8.5% -22.6% 44.0% -11.1% 0.9% Call IV 25d 57.2% 41.2% 67.5% 54.3% 62.8% Put IV 25d 65.2% 51.8% 76.3% 60.5% 60.2% Bid-Ask Spread % 100.03 89.62 105.45 91.23 105.45 Gamma HHI 0.41 0.36 0.47 0.42 0.41 Net GEX 571.9K 426.6K 779.4K 426.6K 660.1K Net DEX 102.2M 86.0M 110.2M 107.8M 102.4M Net VEX -456.9K -559.6K -405.5K -424.8K -440.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.96 0.52 1.32 1.32 0.83 Total Volume 18,007.773 3,280 23,330 15,397 19,666 Total OI 507,401.955 494,114 527,061 501,924 516,539
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 2015-10-01 $8.34 $10.00 60.6% 18.7% 50.1% 58.4% 69.1% 6.2% 2.5% 426.6K 107.8M -424.8K 1.32 91.23 N/A N/A 6,629 8,768 294,642 207,282 2015-10-02 $9.07 $10.00 61.3% 18.2% 60.7% 59.6% 67.6% 2.5% -3.2% 472.6K 106.2M -462.9K 1.07 95.23 N/A N/A 8,161 8,738 295,743 207,885 2015-10-05 $8.88 $9.00 65.1% 17.8% 60.8% 66.0% 64.6% 10.3% -7.1% 459.0K 102.6M -451.0K 0.52 89.62 N/A N/A 2,152 1,128 290,181 203,933 2015-10-06 $8.72 $32.50 64.5% 35.6% 60.4% 64.9% 129.0% 4.3% 3.0% 463.8K 108.8M -405.5K 1.13 104.52 N/A N/A 7,819 8,865 293,179 207,320 2015-10-07 $8.78 $32.50 62.1% 14.4% 58.5% 60.9% 90.8% 3.3% -0.0% 476.9K 110.2M -414.7K 1.29 103.57 N/A N/A 6,813 8,794 293,530 206,798 2015-10-08 $8.61 $32.50 62.6% 14.6% 57.2% 61.8% 58.0% -4.6% 7.8% 449.6K 105.7M -439.7K 1.21 101.24 N/A N/A 7,085 8,552 294,173 207,544 2015-10-09 $8.88 $32.50 64.5% 17.2% 57.1% 65.0% 88.6% 9.7% -2.8% 485.6K 104.1M -469.2K 1.01 103.94 N/A N/A 7,728 7,838 295,209 207,705 2015-10-12 $8.74 $30.00 56.7% 13.2% 57.2% 51.9% 32.1% 7.7% -53.4% 498.9K 109.0M -412.9K 1.11 103.07 N/A N/A 7,296 8,066 295,207 207,342 2015-10-13 $8.53 $11.00 57.5% 17.0% 55.8% 53.1% 54.0% 2.4% -16.1% 481.6K 105.4M -429.6K 0.99 103.18 N/A N/A 10,861 10,807 295,872 207,434 2015-10-14 $9.02 $11.00 57.0% 14.3% 60.4% 52.4% 67.3% 9.3% -40.9% 565.8K 107.8M -433.0K 1.07 102.20 N/A N/A 11,190 12,012 297,495 208,321 2015-10-15 $9.29 $10.00 56.6% 16.6% 60.9% 51.7% 63.0% 2.3% -5.6% 573.2K 105.6M -449.2K 0.95 96.33 N/A N/A 11,907 11,291 298,133 208,276 2015-10-16 $9.39 $10.00 61.1% 20.7% 61.1% 59.2% 60.5% -4.7% -13.6% 636.9K 102.0M -449.7K 0.93 94.53 N/A N/A 11,458 10,703 299,733 210,367 2015-10-19 $10.14 $10.00 59.5% 17.2% 65.2% 56.5% 57.3% 20.9% 12.3% 779.4K 86.0M -559.6K 0.56 96.65 N/A N/A 14,998 8,332 293,608 206,873 2015-10-20 $9.53 $10.00 57.0% 16.5% 68.3% 52.4% 66.1% 9.9% 9.6% 710.3K 94.6M -492.6K 0.99 94.27 N/A N/A 10,613 10,456 297,593 208,226 2015-10-21 $9.14 $10.00 47.8% 13.7% 69.7% 37.0% 69.3% 29.4% 40.1% 583.2K 99.6M -462.3K 0.87 97.80 N/A N/A 10,474 9,137 298,931 211,442 2015-10-22 $9.03 $10.00 59.4% 17.1% 68.6% 56.5% 56.1% 21.8% 9.7% 514.3K 104.0M -450.3K 0.88 102.67 N/A N/A 9,954 8,751 299,505 212,186 2015-10-23 $9.46 $10.00 58.1% 16.3% 64.0% 54.2% 68.3% 25.1% 20.8% 620.8K 98.3M -491.6K 0.86 101.08 N/A N/A 9,604 8,278 301,208 212,702 2015-10-26 $9.29 $10.00 52.6% 14.2% 61.6% 45.0% 57.8% 3.6% 15.4% 633.9K 93.5M -481.6K 0.86 103.30 N/A N/A 9,690 8,287 300,962 212,183 2015-10-27 $9.24 $10.00 61.3% 28.1% 60.9% 59.6% 50.9% 4.2% 6.2% 646.9K 95.6M -474.8K 0.90 101.68 N/A N/A 9,326 8,357 302,344 212,159 2015-10-28 $9.67 $10.00 52.2% 23.3% 62.5% 44.3% 59.8% -2.2% 3.8% 686.6K 104.8M -500.6K 0.87 104.47 N/A N/A 9,697 8,417 302,524 224,537 2015-10-29 $9.38 $10.00 57.2% 13.5% 63.7% 52.7% 55.0% 19.0% -10.5% 755.5K 95.1M -456.2K 0.81 104.63 N/A N/A 9,634 7,839 303,030 212,987 2015-10-30 $9.47 $10.00 56.2% 16.5% 56.7% 51.0% 60.3% -2.6% 1.0% 660.1K 102.4M -440.2K 0.83 105.45 N/A N/A 10,732 8,934 303,436 213,103
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