OPK Options History — June 2016

In June 2016, OPK traded between $8.82 and $10.65. ATM implied volatility averaged 46.8%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 5.1% (HV 20d: 41.7%). Max pain ranged from $8.00 to $15.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 1.42.

Notable Days

2016-06-21: Highest Volume — 49,594 contracts
2016-06-24: Largest IV spike — 120.6% change
2016-06-24: Highest IV Rank — 100.0%
2016-06-24: Largest Expected Move — 14.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.53	$8.82	$10.65	$10.50	$9.33
Max Pain	$10.05	$8.00	$15.00	$15.00	$10.00
ATM IV	46.8%	34.2%	89.0%	44.8%	52.2%
Expected Move	13.0%	11.6%	14.9%	11.8%	12.5%
HV 20d	41.7%	35.3%	52.1%	43.4%	51.7%
HV 60d	41.6%	37.4%	43.6%	41.6%	40.5%
IV Rank	24.1%	0.0%	100.0%	20.6%	32.9%
IV Percentile	26.2%	0.0%	100.0%	16.7%	46.8%
Term Structure	1.7%	-25.4%	26.3%	-4.4%	-5.5%
VWIV	46.0%	41.0%	54.3%	42.1%	47.0%
Skew 25d	3.0%	-31.8%	17.1%	9.4%	-3.8%
Skew 10d	12.7%	-21.2%	109.5%	1.2%	109.5%
Call IV 25d	50.0%	37.5%	118.4%	41.6%	53.9%
Put IV 25d	53.0%	40.9%	86.6%	51.0%	50.1%
Bid-Ask Spread %	100.49	90.46	125.12	90.46	115.36
Gamma HHI	0.26	0.21	0.39	0.25	0.26
Net GEX	656.8K	99.3K	1.3M	1.2M	584.4K
Net DEX	63.6M	24.3M	97.1M	66.2M	36.2M
Net VEX	-503.5K	-591.9K	-418.3K	-499.9K	-534.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.42	0.33	7.28	0.66	0.47
Total Volume	14,916.5	6,262	49,594	6,262	7,435
Total OI	395,519.727	272,892	476,373	430,620	330,445

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
2016-06-01	$10.50	$15.00	44.8%	11.8%	43.4%	20.6%	42.1%	9.4%	-4.4%	1.2M	66.2M	-499.9K	0.66	90.46	N/A	N/A	3,766	2,496	259,591	171,029
2016-06-02	$10.65	$8.00	41.1%	12.2%	38.2%	13.5%	42.3%	-1.1%	4.3%	1.3M	60.8M	-527.7K	5.21	94.82	N/A	N/A	3,438	17,928	260,172	171,865
2016-06-03	$10.03	$8.00	34.2%	11.6%	44.4%	0.0%	41.7%	1.7%	5.1%	1.1M	77.6M	-513.1K	0.55	95.02	N/A	N/A	4,386	2,408	260,682	179,139
2016-06-06	$10.02	$10.00	41.5%	12.3%	44.3%	14.5%	41.0%	2.0%	4.4%	1.0M	81.5M	-499.7K	0.35	92.03	N/A	N/A	6,200	2,197	261,148	179,999
2016-06-07	$9.91	$10.00	37.3%	12.0%	40.6%	6.2%	43.6%	-0.6%	4.2%	1.0M	78.8M	-521.7K	0.44	93.25	N/A	N/A	5,138	2,268	264,859	180,578
2016-06-08	$9.80	$10.00	37.8%	12.4%	40.1%	7.0%	45.8%	-3.0%	6.6%	1.0M	84.5M	-483.3K	0.60	93.01	N/A	N/A	5,017	2,996	265,210	180,698
2016-06-09	$9.62	$10.00	39.6%	11.8%	37.7%	10.7%	44.5%	6.0%	5.3%	931.8K	87.5M	-478.5K	0.33	92.00	N/A	N/A	6,749	2,259	265,646	181,278
2016-06-10	$9.29	$10.00	52.9%	13.3%	36.8%	36.6%	46.4%	2.0%	-20.6%	505.0K	94.8M	-438.4K	0.67	108.62	N/A	N/A	4,121	2,781	268,513	181,596
2016-06-13	$9.28	$10.00	51.5%	14.6%	35.8%	33.9%	46.5%	3.9%	-11.7%	379.6K	94.6M	-444.7K	0.54	95.69	N/A	N/A	4,120	2,245	268,522	181,953
2016-06-14	$9.03	$10.00	49.4%	14.4%	35.7%	29.7%	50.9%	3.3%	12.5%	192.1K	97.1M	-418.3K	0.71	92.77	N/A	N/A	8,462	5,975	269,110	182,167
2016-06-15	$9.22	$10.00	45.5%	13.0%	36.7%	22.1%	45.7%	9.6%	26.3%	336.8K	91.2M	-465.0K	0.36	113.28	N/A	N/A	8,053	2,872	274,397	183,851
2016-06-16	$9.29	$10.00	49.4%	14.0%	36.9%	29.7%	46.5%	9.7%	9.0%	99.3K	92.8M	-460.6K	0.71	101.88	N/A	N/A	12,108	8,634	279,284	184,594
2016-06-17	$9.05	$10.00	47.5%	13.6%	37.5%	26.1%	43.6%	7.6%	-1.0%	422.4K	94.3M	-473.3K	0.77	93.82	N/A	N/A	7,762	5,962	285,270	191,103
2016-06-20	$9.16	$10.00	50.1%	13.1%	35.3%	31.1%	46.2%	-2.3%	0.7%	421.5K	25.0M	-468.9K	0.82	95.14	N/A	N/A	15,968	13,119	172,144	100,748
2016-06-21	$9.70	$10.00	48.4%	13.3%	41.6%	27.8%	46.4%	11.8%	-7.4%	541.6K	24.3M	-542.1K	1.22	92.28	N/A	N/A	22,308	27,286	184,358	111,751
2016-06-22	$9.37	$10.00	48.4%	12.8%	40.6%	27.7%	45.3%	-6.6%	-11.4%	543.1K	34.4M	-564.1K	3.97	103.54	N/A	N/A	6,660	26,409	201,212	126,097
2016-06-23	$9.72	$10.00	40.3%	12.0%	42.9%	12.1%	44.3%	9.0%	-2.6%	652.7K	35.7M	-561.7K	7.28	116.12	N/A	N/A	3,651	26,582	202,854	126,208
2016-06-24	$9.45	$10.00	89.0%	14.9%	43.8%	100.0%	54.3%	-31.8%	-25.4%	576.5K	29.3M	-591.9K	3.67	125.12	N/A	N/A	3,510	12,895	202,678	125,301
2016-06-27	$8.82	$10.00	45.3%	14.8%	49.3%	20.3%	51.9%	13.0%	15.4%	477.7K	35.7M	-534.8K	0.64	108.82	N/A	N/A	4,155	2,655	201,716	124,842
2016-06-28	$9.24	$10.00	47.1%	13.8%	52.0%	23.6%	50.9%	8.2%	19.4%	533.6K	40.8M	-517.9K	0.57	97.15	N/A	N/A	5,056	2,904	202,654	125,703
2016-06-29	$9.28	$10.00	36.2%	12.2%	52.1%	3.7%	45.9%	17.1%	13.9%	562.9K	37.2M	-537.4K	0.72	100.57	N/A	N/A	4,198	3,031	204,182	126,287
2016-06-30	$9.33	$10.00	52.2%	12.5%	51.7%	32.9%	47.0%	-3.8%	-5.5%	584.4K	36.2M	-534.9K	0.47	115.36	N/A	N/A	5,066	2,369	204,468	125,977