OPK Options History — December 2015 In December 2015, OPK traded between $9.56 and $11.27. ATM implied volatility averaged 47.7%, placing in the 32.0% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 6.3% (HV 20d: 41.5%). Max pain ranged from $12.00 to $15.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.77.
Notable Days 2015-12-14 : Highest Volume — 25,047 contracts2015-12-30 : Largest IV drop — 12.6% change2015-12-14 : Highest IV Rank — 44.8%2015-12-14 : Largest Expected Move — 16.3%Monthly Statistics Metric Avg Min Max Open Close Price $10.43 $9.56 $11.27 $11.09 $10.09 Max Pain $14.73 $12.00 $15.00 $12.00 $15.00 ATM IV 47.7% 41.0% 54.8% 48.1% 44.3% Expected Move 14.2% 12.7% 16.3% 14.3% 12.7% HV 20d 41.5% 30.8% 47.7% 37.3% 45.4% HV 60d 51.3% 47.0% 54.5% 53.0% 47.0% IV Rank 32.0% 19.8% 44.8% 32.8% 25.9% IV Percentile 52.6% 23.0% 78.6% 56.0% 37.3% Term Structure -0.4% -6.3% 6.8% 1.7% 4.4% VWIV 50.6% 41.2% 61.0% 46.0% 46.7% Skew 25d 2.5% -8.8% 9.1% 1.1% 2.1% Skew 10d 4.9% -13.1% 30.1% -1.7% 22.1% Call IV 25d 49.0% 44.3% 64.7% 45.2% 46.1% Put IV 25d 51.5% 46.3% 60.5% 46.3% 48.2% Bid-Ask Spread % 79.18 69.52 90.29 89.78 82.31 Gamma HHI 0.48 0.30 0.64 0.32 0.64 Net GEX 1.6M 982.3K 2.1M 1.5M 2.1M Net DEX 83.3M 67.3M 106.8M 69.3M 84.1M Net VEX -389.6K -458.3K -339.4K -458.3K -339.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.35 1.55 0.35 0.94 Total Volume 12,881.227 2,850 25,047 2,850 6,860 Total OI 517,004.455 489,592 541,616 525,372 490,397
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 2015-12-01 $11.09 $12.00 48.1% 14.3% 37.3% 32.8% 46.0% 1.1% 1.7% 1.5M 69.3M -458.3K 0.35 89.78 N/A N/A 2,112 738 314,950 210,422 2015-12-02 $11.21 $12.00 46.3% 14.1% 37.3% 29.5% 41.2% 9.1% -3.6% 1.4M 72.2M -430.2K 1.17 90.29 N/A N/A 10,695 12,507 315,795 210,956 2015-12-03 $11.06 $15.00 49.8% 14.7% 37.0% 35.7% 50.4% -8.8% 0.4% 1.5M 76.9M -424.8K 0.54 72.76 N/A N/A 11,362 6,157 316,246 210,885 2015-12-04 $11.27 $15.00 46.7% 13.5% 37.1% 30.1% 51.2% 0.3% -1.8% 1.5M 67.3M -438.8K 0.77 75.73 N/A N/A 7,574 5,821 317,529 210,950 2015-12-07 $11.00 $15.00 41.9% 14.3% 37.6% 21.4% 61.0% 4.8% 3.6% 1.5M 75.0M -421.6K 1.55 75.28 N/A N/A 1,675 2,601 315,462 209,818 2015-12-08 $11.18 $15.00 45.3% 15.0% 37.8% 27.7% 53.6% 8.6% 0.6% 1.5M 71.1M -423.6K 1.00 74.26 N/A N/A 10,174 10,140 316,712 210,376 2015-12-09 $10.80 $15.00 48.8% 13.4% 31.2% 33.9% 55.4% 1.6% -6.3% 1.6M 78.3M -399.9K 1.37 74.77 N/A N/A 7,332 10,029 319,757 211,071 2015-12-10 $10.82 $15.00 47.1% 13.6% 30.8% 30.9% 55.9% 6.8% 0.1% 1.6M 78.2M -414.0K 1.21 77.10 N/A N/A 8,076 9,797 319,619 211,093 2015-12-11 $10.41 $15.00 49.8% 14.4% 33.3% 35.7% 47.7% -4.2% 2.7% 1.6M 85.4M -387.1K 0.67 69.52 N/A N/A 8,634 5,767 321,026 211,199 2015-12-14 $9.56 $15.00 54.8% 16.3% 44.0% 44.8% 56.3% 4.7% -5.1% 1.2M 106.8M -350.3K 0.64 75.72 N/A N/A 15,280 9,767 320,580 211,306 2015-12-15 $9.70 $15.00 53.8% 15.4% 44.6% 43.1% 49.4% 2.1% -6.1% 1.2M 104.7M -372.7K 0.73 75.23 N/A N/A 8,242 6,013 325,431 214,347 2015-12-16 $10.16 $15.00 51.8% 14.9% 47.7% 39.4% 52.1% 2.4% 2.7% 1.4M 94.9M -391.2K 0.59 75.40 N/A N/A 9,768 5,767 326,686 214,294 2015-12-17 $10.05 $15.00 50.0% 14.3% 46.2% 36.1% 55.5% 3.4% -2.2% 1.4M 93.1M -390.9K 0.63 77.91 N/A N/A 8,894 5,644 327,197 214,086 2015-12-18 $9.98 $15.00 50.6% 14.9% 45.1% 37.2% 48.9% 2.8% -4.7% 982.3K 99.2M -380.8K 0.64 73.68 N/A N/A 10,396 6,663 326,370 215,246 2015-12-21 $10.20 $15.00 48.2% 14.2% 45.7% 32.9% 50.0% 1.4% -3.2% 1.6M 81.7M -375.4K 0.72 78.57 N/A N/A 6,234 4,513 295,206 195,095 2015-12-22 $9.94 $15.00 47.5% 14.0% 45.7% 31.6% 50.1% 6.8% 1.2% 1.5M 88.0M -364.5K 0.72 85.69 N/A N/A 6,330 4,558 296,100 195,372 2015-12-23 $10.13 $15.00 45.5% 14.2% 46.1% 27.9% 48.6% 2.1% -1.8% 1.5M 85.6M -376.5K 0.48 80.56 N/A N/A 4,936 2,368 295,147 195,379 2015-12-24 $10.18 $15.00 45.6% 13.5% 45.2% 28.2% 48.3% 5.3% -1.6% 1.7M 80.8M -362.5K 0.53 85.49 N/A N/A 4,167 2,224 296,022 194,258 2015-12-28 $10.14 $15.00 46.4% 14.0% 45.2% 29.6% 53.0% -0.4% 0.6% 1.7M 83.8M -361.7K 0.51 81.91 N/A N/A 4,202 2,152 295,594 193,998 2015-12-29 $10.34 $15.00 46.9% 13.6% 46.0% 30.5% 44.2% 2.3% 2.0% 2.1M 75.7M -354.4K 0.63 83.95 N/A N/A 4,401 2,785 296,303 194,238 2015-12-30 $10.17 $15.00 41.0% 13.0% 45.8% 19.8% 47.6% 1.1% 6.8% 2.1M 81.2M -352.3K 0.59 86.02 N/A N/A 6,319 3,713 297,054 194,526 2015-12-31 $10.09 $15.00 44.3% 12.7% 45.4% 25.9% 46.7% 2.1% 4.4% 2.1M 84.1M -339.4K 0.94 82.31 N/A N/A 3,536 3,324 295,445 194,952
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