OPK Options History — April 2017

In April 2017, OPK traded between $7.16 and $7.86. ATM implied volatility averaged 42.7%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 8.6% (HV 20d: 34.1%). Max pain ranged from $8.00 to $12.00. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 1.32.

Notable Days

2017-04-19: Highest Volume — 32,754 contracts
2017-04-05: Largest IV spike — 32.5% change
2017-04-05: Highest IV Rank — 30.8%
2017-04-17: Largest Expected Move — 13.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.62	$7.16	$7.86	$7.76	$7.79
Max Pain	$8.79	$8.00	$12.00	$12.00	$8.00
ATM IV	42.7%	36.0%	54.2%	36.0%	40.9%
Expected Move	11.8%	9.5%	13.7%	9.5%	12.9%
HV 20d	34.1%	29.2%	37.9%	34.3%	33.4%
HV 60d	38.2%	36.9%	40.1%	37.7%	39.6%
IV Rank	16.0%	7.4%	30.8%	7.4%	13.7%
IV Percentile	42.9%	9.1%	95.6%	9.1%	33.7%
Term Structure	-1.0%	-9.2%	9.3%	0.4%	-2.4%
VWIV	39.8%	31.3%	44.3%	35.7%	44.0%
Skew 25d	3.1%	-6.1%	14.0%	14.0%	5.3%
Skew 10d	14.0%	-13.4%	38.8%	38.8%	15.2%
Call IV 25d	45.9%	37.2%	60.5%	41.0%	44.0%
Put IV 25d	49.0%	43.3%	61.5%	55.0%	49.2%
Bid-Ask Spread %	42.61	16.81	110.31	31.59	62.50
Gamma HHI	0.20	0.17	0.38	0.18	0.19
Net GEX	36.1K	-52.9K	309.5K	15.6K	27.1K
Net DEX	34.6M	21.4M	43.0M	37.2M	23.0M
Net VEX	-291.3K	-314.0K	-250.6K	-308.6K	-303.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.32	0.13	4.55	0.14	3.30
Total Volume	22,462.053	12,410	32,754	19,898	12,457
Total OI	226,606.316	200,466	239,984	234,573	204,780

Daily Data (19 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
2017-04-03	$7.76	$12.00	36.0%	9.5%	34.3%	7.4%	35.7%	14.0%	0.4%	15.6K	37.2M	-308.6K	0.14	31.59	N/A	N/A	17,485	2,413	129,875	104,698
2017-04-04	$7.76	$12.00	40.9%	9.8%	33.4%	13.7%	33.8%	8.2%	0.7%	13.8K	35.6M	-311.5K	0.16	22.74	N/A	N/A	17,028	2,719	129,907	101,458
2017-04-05	$7.61	$12.00	54.2%	10.3%	33.8%	30.8%	39.7%	-0.6%	-7.4%	-46.7K	35.3M	-309.1K	0.13	110.31	N/A	N/A	17,269	2,252	130,032	101,792
2017-04-06	$7.56	$8.00	40.6%	12.7%	33.8%	13.3%	41.2%	-1.4%	2.2%	-39.6K	39.4M	-277.9K	0.13	29.70	N/A	N/A	18,241	2,449	130,468	101,966
2017-04-07	$7.53	$8.00	46.1%	11.7%	33.0%	20.3%	40.8%	9.2%	4.5%	-52.9K	38.1M	-287.2K	0.15	31.97	N/A	N/A	17,680	2,670	131,211	102,356
2017-04-10	$7.58	$8.00	42.6%	11.5%	33.2%	15.9%	40.3%	-4.0%	-1.3%	-37.8K	38.6M	-285.5K	0.15	20.97	N/A	N/A	17,770	2,644	130,723	102,271
2017-04-11	$7.51	$8.00	42.5%	12.4%	32.7%	15.8%	43.6%	-3.2%	0.2%	20.8K	39.3M	-281.4K	0.61	25.11	N/A	N/A	17,721	10,864	131,190	102,319
2017-04-12	$7.63	$8.00	48.4%	11.9%	33.2%	23.2%	41.1%	-6.1%	-9.2%	-40.7K	39.1M	-295.7K	0.63	21.20	N/A	N/A	17,307	10,907	131,792	104,250
2017-04-13	$7.61	$8.00	43.4%	11.8%	30.2%	16.9%	41.8%	-1.4%	-0.5%	-41.0K	41.5M	-277.5K	0.62	69.91	N/A	N/A	17,490	10,885	132,121	104,609
2017-04-17	$7.50	$8.00	46.3%	13.7%	29.2%	20.6%	44.3%	2.3%	-6.3%	41.8K	39.5M	-282.1K	0.62	21.14	N/A	N/A	17,143	10,682	131,954	103,498
2017-04-18	$7.16	$8.00	42.9%	12.2%	32.4%	16.2%	40.7%	3.8%	-4.1%	57.2K	43.0M	-250.6K	0.57	16.81	N/A	N/A	18,941	10,835	132,588	103,579
2017-04-19	$7.52	$8.00	41.9%	12.0%	37.5%	14.9%	40.7%	4.2%	-1.0%	156.4K	39.6M	-281.4K	0.72	83.21	N/A	N/A	18,996	13,758	134,831	103,624
2017-04-20	$7.63	$8.00	42.4%	12.0%	37.9%	15.6%	36.8%	6.2%	0.8%	113.4K	37.4M	-292.5K	0.57	24.89	N/A	N/A	17,920	10,269	136,247	102,264
2017-04-21	$7.48	$9.00	44.5%	12.7%	37.8%	18.2%	31.3%	5.1%	1.6%	309.5K	39.9M	-277.7K	0.79	67.43	N/A	N/A	18,120	14,284	136,541	103,443
2017-04-24	$7.58	$9.00	39.4%	12.7%	37.6%	11.7%	40.0%	0.2%	9.3%	38.4K	25.5M	-284.1K	4.55	24.54	N/A	N/A	2,616	11,898	116,232	84,234
2017-04-25	$7.84	$9.00	38.1%	11.5%	36.5%	10.0%	40.2%	8.5%	0.9%	36.2K	21.4M	-308.5K	3.71	51.77	N/A	N/A	3,542	13,127	116,708	84,473
2017-04-26	$7.85	$8.00	40.7%	12.4%	35.1%	13.5%	41.6%	3.7%	-4.1%	66.3K	21.6M	-314.0K	4.25	19.01	N/A	N/A	2,666	11,321	117,376	86,194
2017-04-27	$7.86	$8.00	40.3%	11.2%	33.7%	12.9%	38.5%	4.1%	-3.5%	47.6K	22.7M	-305.3K	3.29	74.81	N/A	N/A	2,894	9,516	117,715	86,201
2017-04-28	$7.79	$8.00	40.9%	12.9%	33.4%	13.7%	44.0%	5.3%	-2.4%	27.1K	23.0M	-303.4K	3.30	62.50	N/A	N/A	2,899	9,558	118,547	86,233