OPK Options History — October 2016

In October 2016, OPK traded between $9.31 and $10.72. ATM implied volatility averaged 50.6%, placing in the 34.5% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 20.3% (HV 20d: 30.3%). Max pain ranged from $10.00 to $11.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.73.

Notable Days

2016-10-20: Highest Volume — 22,042 contracts
2016-10-26: Largest IV drop — 8.5% change
2016-10-18: Highest IV Rank — 45.9%
2016-10-21: Largest Expected Move — 16.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.70	$9.31	$10.72	$10.65	$9.42
Max Pain	$10.29	$10.00	$11.00	$10.00	$10.00
ATM IV	50.6%	42.1%	57.2%	42.1%	51.7%
Expected Move	14.9%	11.4%	16.8%	11.4%	16.6%
HV 20d	30.3%	26.8%	33.8%	27.3%	27.1%
HV 60d	26.0%	23.5%	26.9%	23.5%	26.8%
IV Rank	34.5%	20.1%	45.9%	20.1%	36.5%
IV Percentile	56.1%	27.4%	79.4%	27.4%	63.1%
Term Structure	-0.4%	-6.3%	4.3%	3.8%	-0.8%
VWIV	52.8%	42.8%	59.7%	42.8%	58.2%
Skew 25d	6.4%	2.9%	8.8%	2.9%	6.4%
Skew 10d	18.8%	2.4%	43.9%	7.0%	14.9%
Call IV 25d	50.4%	42.2%	56.5%	42.2%	52.6%
Put IV 25d	56.8%	45.1%	64.0%	45.1%	59.0%
Bid-Ask Spread %	74.17	30.43	112.80	57.25	88.16
Gamma HHI	0.25	0.18	0.31	0.23	0.31
Net GEX	879.0K	657.2K	1.2M	1.2M	892.7K
Net DEX	41.4M	4.9M	60.6M	10.7M	51.2M
Net VEX	-455.9K	-593.0K	-341.0K	-566.2K	-406.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.73	0.48	0.95	0.77	0.88
Total Volume	18,680.714	16,508	22,042	19,080	19,111
Total OI	368,182	355,048	379,605	355,048	374,414

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
2016-10-03	$10.65	$10.00	42.1%	11.4%	27.3%	20.1%	42.8%	2.9%	3.8%	1.2M	10.7M	-566.2K	0.77	57.25	N/A	N/A	10,755	8,325	223,872	131,176
2016-10-04	$10.58	$10.00	45.3%	12.2%	27.7%	25.5%	44.8%	3.6%	3.0%	1.2M	12.6M	-560.9K	0.87	112.80	N/A	N/A	11,564	10,110	224,304	131,440
2016-10-05	$10.72	$10.00	44.6%	11.7%	27.5%	24.4%	45.5%	7.8%	3.4%	1.2M	4.9M	-593.0K	0.87	102.72	N/A	N/A	10,735	9,321	226,021	135,459
2016-10-06	$10.42	$10.00	45.8%	14.2%	26.8%	26.4%	54.8%	7.8%	1.4%	1.0M	16.2M	-556.9K	0.95	30.43	N/A	N/A	9,939	9,415	226,543	135,543
2016-10-07	$9.85	$10.00	48.2%	14.3%	33.2%	30.5%	52.2%	7.5%	4.3%	753.2K	37.0M	-500.2K	0.63	31.99	N/A	N/A	12,452	7,891	227,062	135,823
2016-10-10	$9.92	$10.00	48.9%	14.3%	33.0%	31.7%	50.4%	5.6%	0.0%	740.9K	36.9M	-488.5K	0.50	35.69	N/A	N/A	11,010	5,498	228,319	136,183
2016-10-11	$9.65	$10.00	48.9%	14.4%	33.8%	31.7%	50.9%	6.6%	1.9%	657.2K	45.3M	-455.0K	0.48	83.81	N/A	N/A	11,856	5,633	229,120	136,385
2016-10-12	$9.55	$10.00	48.2%	14.4%	33.4%	30.4%	51.6%	7.1%	1.5%	669.6K	49.0M	-434.4K	0.56	55.72	N/A	N/A	10,678	5,982	230,935	136,780
2016-10-13	$9.56	$11.00	49.1%	14.2%	33.2%	32.0%	48.1%	5.8%	1.9%	678.1K	52.8M	-420.5K	0.76	63.74	N/A	N/A	10,070	7,630	231,732	137,343
2016-10-14	$9.46	$11.00	52.5%	15.1%	33.3%	37.9%	50.1%	6.4%	-0.8%	779.4K	48.6M	-440.7K	0.71	73.81	N/A	N/A	11,063	7,862	232,034	137,439
2016-10-17	$9.31	$11.00	54.9%	15.9%	33.2%	41.9%	53.2%	8.8%	-4.8%	751.4K	53.0M	-407.2K	0.51	84.99	N/A	N/A	10,959	5,554	232,724	135,621
2016-10-18	$9.44	$11.00	57.2%	16.5%	32.9%	45.9%	55.2%	8.5%	-4.3%	745.7K	50.0M	-415.2K	0.62	79.84	N/A	N/A	10,307	6,363	234,488	135,736
2016-10-19	$9.31	$11.00	55.0%	15.8%	31.9%	42.0%	54.8%	8.0%	-3.6%	753.8K	49.0M	-433.1K	0.67	76.64	N/A	N/A	12,510	8,378	234,986	136,354
2016-10-20	$9.41	$11.00	54.3%	15.7%	31.3%	40.9%	54.2%	6.1%	-2.8%	784.3K	48.5M	-446.1K	0.62	80.17	N/A	N/A	13,617	8,425	237,586	139,286
2016-10-21	$9.40	$10.00	56.5%	16.8%	29.5%	44.6%	59.1%	7.8%	-6.3%	923.7K	51.2M	-430.2K	0.81	84.05	N/A	N/A	9,862	7,991	239,827	139,778
2016-10-24	$9.41	$10.00	53.6%	16.3%	29.7%	39.7%	59.7%	7.2%	0.2%	970.8K	44.0M	-440.2K	0.92	89.26	N/A	N/A	9,037	8,273	233,893	134,106
2016-10-25	$9.40	$10.00	53.8%	16.6%	28.5%	40.1%	58.5%	3.9%	-0.9%	909.4K	50.5M	-406.1K	0.95	80.20	N/A	N/A	8,555	8,145	234,894	135,390
2016-10-26	$9.31	$10.00	49.3%	15.4%	27.5%	32.3%	56.4%	5.9%	-1.3%	805.3K	60.6M	-341.0K	0.65	97.23	N/A	N/A	10,317	6,676	235,258	135,604
2016-10-27	$9.42	$10.00	50.0%	15.8%	27.2%	33.6%	51.4%	4.7%	-2.0%	954.5K	50.4M	-401.3K	0.80	83.91	N/A	N/A	11,442	9,175	236,042	135,855
2016-10-28	$9.48	$10.00	52.0%	16.2%	27.4%	37.0%	56.4%	5.2%	-2.5%	1.1M	47.8M	-431.4K	0.82	65.13	N/A	N/A	10,857	8,952	238,542	137,925
2016-10-31	$9.42	$10.00	51.7%	16.6%	27.1%	36.5%	58.2%	6.4%	-0.8%	892.7K	51.2M	-406.5K	0.88	88.16	N/A	N/A	10,174	8,937	237,075	137,339