OPK Options History — August 2016 In August 2016, OPK traded between $9.03 and $10.12. ATM implied volatility averaged 35.4%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 18.9% (HV 20d: 16.6%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.75.
Notable Days 2016-08-23 : Highest Volume — 19,469 contracts2016-08-09 : Largest IV drop — 17.7% change2016-08-08 : Highest IV Rank — 15.1%2016-08-02 : Largest Expected Move — 12.1%Monthly Statistics Metric Avg Min Max Open Close Price $9.74 $9.03 $10.12 $9.96 $9.12 Max Pain $14.35 $10.00 $15.00 $10.00 $15.00 ATM IV 35.4% 30.3% 42.5% 37.3% 37.0% Expected Move 10.0% 8.6% 12.1% 11.3% 9.7% HV 20d 16.6% 11.8% 21.6% 20.5% 21.6% HV 60d 36.0% 33.3% 40.0% 39.9% 33.5% IV Rank 6.3% 0.0% 15.1% 5.8% 11.5% IV Percentile 4.0% 0.0% 12.7% 1.2% 7.1% Term Structure -0.2% -4.7% 4.4% -1.7% 0.4% VWIV 35.7% 29.5% 43.4% 39.8% 36.6% Skew 25d 2.5% -4.2% 6.6% 4.7% 5.2% Skew 10d 10.3% -14.0% 22.6% 14.5% -4.7% Call IV 25d 37.8% 30.9% 44.5% 39.0% 36.6% Put IV 25d 40.4% 29.7% 47.6% 43.6% 41.8% Bid-Ask Spread % 90.75 57.31 121.24 121.24 57.31 Gamma HHI 0.30 0.24 0.40 0.26 0.30 Net GEX 873.0K 584.9K 1.1M 830.2K 610.7K Net DEX 46.5M 35.0M 59.8M 40.0M 58.3M Net VEX -469.9K -535.0K -390.8K -520.2K -390.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.10 0.93 0.92 0.75 Total Volume 15,354.043 2,269 19,469 16,464 16,457 Total OI 358,456.261 352,439 363,822 352,439 363,822
Daily Data (23 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 2016-08-01 $9.96 $10.00 37.3% 11.3% 20.5% 5.8% 39.8% 4.7% -1.7% 830.2K 40.0M -520.2K 0.92 121.24 N/A N/A 8,555 7,909 216,939 135,500 2016-08-02 $9.89 $10.00 38.8% 12.1% 19.9% 8.5% 43.4% 4.3% -1.1% 853.1K 41.0M -507.4K 0.90 93.03 N/A N/A 8,533 7,696 217,979 135,862 2016-08-03 $9.96 $10.00 41.5% 12.0% 17.4% 13.4% 42.0% 4.3% -4.7% 916.7K 37.3M -535.0K 0.93 110.21 N/A N/A 8,389 7,771 218,756 135,885 2016-08-04 $9.98 $15.00 39.9% 11.0% 17.4% 10.4% 40.2% 2.3% 0.2% 976.1K 38.8M -517.8K 0.90 88.01 N/A N/A 8,694 7,849 219,589 135,980 2016-08-05 $10.09 $15.00 40.4% 10.8% 17.7% 11.3% 38.2% 2.9% -0.7% 922.1K 36.9M -522.6K 0.78 86.19 N/A N/A 10,221 7,939 220,421 136,262 2016-08-08 $10.11 $15.00 42.5% 12.0% 17.5% 15.1% 41.9% 3.0% -0.1% 932.2K 35.1M -528.2K 0.80 80.29 N/A N/A 10,685 8,551 220,250 135,578 2016-08-09 $10.12 $15.00 35.0% 9.5% 17.3% 1.5% 35.6% -0.5% -0.5% 1.1M 35.0M -523.6K 0.79 86.12 N/A N/A 9,903 7,793 222,306 136,369 2016-08-10 $9.91 $15.00 33.9% 9.0% 15.4% 0.0% 36.4% 1.1% -1.0% 919.7K 43.5M -490.8K 0.79 86.48 N/A N/A 9,624 7,647 223,035 136,433 2016-08-11 $10.04 $15.00 32.8% 8.8% 13.5% 0.0% 34.2% 3.1% -1.8% 1.0M 40.6M -501.6K 0.87 86.26 N/A N/A 8,522 7,419 223,432 136,638 2016-08-12 $10.05 $15.00 33.0% 9.0% 13.2% 0.2% 34.0% -4.2% -0.7% 1.1M 40.8M -492.3K 0.86 84.93 N/A N/A 8,450 7,304 223,563 136,657 2016-08-15 $10.07 $15.00 30.9% 8.7% 12.7% 0.0% 31.9% 2.9% 4.4% 1.1M 43.2M -480.1K 0.85 89.74 N/A N/A 8,399 7,156 221,868 135,487 2016-08-16 $10.01 $15.00 30.3% 8.6% 11.8% 0.0% 30.5% 4.5% 4.0% 1.1M 42.6M -482.9K 0.84 86.69 N/A N/A 8,743 7,329 222,380 135,601 2016-08-17 $9.86 $15.00 31.6% 9.1% 12.9% 2.3% 30.2% 2.0% -1.0% 1.0M 47.5M -456.0K 0.30 89.75 N/A N/A 1,748 521 222,330 135,888 2016-08-18 $9.86 $15.00 32.3% 9.2% 12.8% 3.4% 32.1% 1.4% 0.7% 1.1M 47.1M -460.0K 0.10 90.35 N/A N/A 3,249 320 223,135 136,298 2016-08-19 $9.82 $15.00 30.8% 8.6% 12.5% 0.8% 29.5% -1.0% 1.5% 843.7K 45.1M -487.0K 0.70 86.45 N/A N/A 11,231 7,909 224,843 136,432 2016-08-22 $9.75 $15.00 33.4% 8.8% 12.8% 5.3% 32.5% 6.6% -1.4% 827.1K 49.5M -455.1K 0.77 89.87 N/A N/A 9,834 7,547 219,367 134,764 2016-08-23 $9.53 $15.00 33.7% 9.2% 14.9% 5.8% 36.1% 0.2% 0.1% 727.3K 53.3M -430.1K 0.78 93.04 N/A N/A 10,923 8,546 220,656 135,112 2016-08-24 $9.24 $15.00 35.9% 10.6% 18.0% 9.7% 36.3% 2.3% -3.2% 607.1K 58.5M -409.0K 0.58 94.41 N/A N/A 2,936 1,716 222,048 136,073 2016-08-25 $9.03 $15.00 35.9% 10.5% 19.2% 9.5% 32.9% 3.1% 0.1% 584.9K 59.8M -406.0K 0.74 94.44 N/A N/A 10,712 7,911 224,024 137,066 2016-08-26 $9.10 $15.00 37.1% 10.7% 19.5% 11.6% 35.5% 4.3% -0.3% 609.6K 59.5M -398.7K 0.77 114.68 N/A N/A 9,685 7,438 225,892 137,453 2016-08-29 $9.28 $15.00 35.1% 10.1% 21.1% 8.3% 36.5% 5.1% 2.1% 666.0K 59.6M -393.7K 0.78 90.61 N/A N/A 9,169 7,157 225,797 137,233 2016-08-30 $9.30 $15.00 36.0% 9.8% 21.2% 9.8% 35.4% 0.8% -0.2% 705.7K 55.7M -419.5K 0.72 87.24 N/A N/A 9,916 7,137 226,205 137,286 2016-08-31 $9.12 $15.00 37.0% 9.7% 21.6% 11.5% 36.6% 5.2% 0.4% 610.7K 58.3M -390.8K 0.75 57.31 N/A N/A 9,394 7,063 227,252 136,570
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