OPK Options History — May 2017 In May 2017, OPK traded between $6.10 and $7.64. ATM implied volatility averaged 43.2%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 3.9% (HV 20d: 39.3%). Max pain ranged from $8.00 to $9.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 2.14.
Notable Days 2017-05-10 : Highest Volume — 33,565 contracts2017-05-08 : Largest IV spike — 11.1% change2017-05-08 : Highest IV Rank — 24.5%2017-05-03 : Largest Expected Move — 14.9%Monthly Statistics Metric Avg Min Max Open Close Price $6.88 $6.10 $7.64 $7.56 $6.10 Max Pain $8.86 $8.00 $9.00 $8.00 $9.00 ATM IV 43.2% 39.6% 49.3% 41.8% 44.5% Expected Move 12.4% 10.5% 14.9% 11.2% 11.0% HV 20d 39.3% 33.5% 47.5% 34.9% 37.4% HV 60d 40.9% 35.7% 43.4% 39.9% 35.7% IV Rank 16.7% 12.0% 24.5% 14.8% 18.2% IV Percentile 49.7% 27.0% 82.9% 38.5% 60.3% Term Structure -0.0% -4.1% 5.0% -1.3% -1.8% VWIV 43.3% 34.1% 54.7% 46.8% 38.9% Skew 25d -2.3% -16.8% 3.8% -8.2% -0.1% Skew 10d 4.4% -23.3% 42.3% 12.3% 1.8% Call IV 25d 45.3% 39.7% 53.2% 49.6% 43.6% Put IV 25d 43.1% 27.6% 50.2% 41.4% 43.6% Bid-Ask Spread % 19.19 8.81 65.08 36.54 9.08 Gamma HHI 0.19 0.15 0.29 0.18 0.19 Net GEX 115.4K 44.7K 214.7K 44.7K 95.6K Net DEX 30.1M 24.7M 34.3M 24.7M 33.0M Net VEX -238.7K -291.7K -185.9K -286.1K -185.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.14 0.86 3.34 2.40 2.03 Total Volume 14,611.818 8,804 33,565 13,709 10,105 Total OI 224,451.455 204,269 237,731 204,269 227,849
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 2017-05-01 $7.56 $8.00 41.8% 11.2% 34.9% 14.8% 46.8% -8.2% -1.3% 44.7K 24.7M -286.1K 2.40 36.54 N/A N/A 4,037 9,672 118,136 86,133 2017-05-02 $7.64 $8.00 43.1% 13.0% 33.8% 16.5% 45.5% -1.0% 1.2% 57.6K 24.7M -291.7K 1.99 32.02 N/A N/A 4,860 9,677 119,344 86,569 2017-05-03 $7.52 $8.00 42.1% 14.9% 34.2% 15.3% 54.6% -4.0% -0.6% 88.4K 25.1M -288.7K 2.74 64.29 N/A N/A 3,460 9,468 121,560 86,915 2017-05-04 $7.54 $9.00 44.2% 13.3% 33.5% 17.9% 47.5% -3.4% 0.9% 124.4K 25.9M -278.4K 2.87 14.20 N/A N/A 3,249 9,338 122,314 87,040 2017-05-05 $7.54 $9.00 44.4% 14.7% 33.5% 18.1% 54.7% 1.9% -2.4% 107.7K 25.4M -275.4K 0.86 65.08 N/A N/A 10,972 9,457 122,836 87,058 2017-05-08 $7.25 $9.00 49.3% 14.0% 36.2% 24.5% 34.1% -5.5% -0.6% 214.7K 28.2M -257.9K 3.34 12.16 N/A N/A 6,438 21,515 129,988 87,295 2017-05-09 $7.47 $9.00 47.1% 13.4% 37.9% 21.7% 48.9% 1.8% -0.5% 194.7K 26.8M -280.7K 2.98 14.54 N/A N/A 7,352 21,913 133,877 93,588 2017-05-10 $7.01 $9.00 43.7% 12.1% 43.9% 17.3% 39.3% -3.9% -1.5% 140.0K 34.3M -240.7K 2.76 13.29 N/A N/A 8,928 24,637 138,091 94,185 2017-05-11 $7.06 $9.00 42.0% 12.1% 43.5% 15.1% 42.4% 0.5% 3.3% 131.5K 30.3M -252.5K 2.20 15.78 N/A N/A 4,874 10,735 141,641 90,112 2017-05-12 $7.16 $9.00 43.8% 12.5% 44.0% 17.3% 36.2% -3.0% 0.6% 123.7K 29.6M -262.6K 2.53 8.81 N/A N/A 4,000 10,119 143,376 90,101 2017-05-15 $6.78 $9.00 41.2% 11.6% 47.5% 14.1% 37.6% -16.8% 5.0% 124.4K 31.2M -227.7K 1.91 11.35 N/A N/A 3,570 6,806 139,512 88,383 2017-05-16 $6.55 $9.00 43.8% 12.6% 46.3% 17.4% 42.6% -6.7% 0.7% 101.2K 32.9M -213.5K 1.45 11.62 N/A N/A 4,818 6,996 141,229 89,107 2017-05-17 $6.66 $9.00 44.5% 12.8% 42.6% 18.3% 47.0% -4.9% -2.9% 114.6K 32.0M -223.7K 1.78 15.46 N/A N/A 4,282 7,613 143,385 90,180 2017-05-18 $6.58 $9.00 45.3% 13.0% 42.0% 19.3% 46.3% -1.9% 1.4% 104.9K 32.0M -225.3K 1.93 14.70 N/A N/A 4,387 8,480 144,345 91,207 2017-05-19 $6.59 $9.00 45.2% 12.8% 41.8% 19.2% 44.6% 3.8% 2.0% 113.7K 33.3M -223.5K 2.25 13.70 N/A N/A 3,396 7,639 145,342 92,389 2017-05-22 $6.51 $9.00 41.1% 10.5% 41.2% 13.9% 40.0% 1.7% 0.0% 88.2K 32.9M -205.5K 1.94 13.35 N/A N/A 3,213 6,229 134,331 89,960 2017-05-23 $6.54 $9.00 39.6% 11.8% 38.5% 12.0% 41.2% -2.5% 2.4% 118.4K 32.0M -209.7K 1.99 9.46 N/A N/A 3,242 6,462 135,553 90,641 2017-05-24 $6.42 $9.00 40.3% 12.1% 38.5% 12.9% 41.0% 2.4% 0.1% 122.8K 32.7M -200.5K 1.21 15.07 N/A N/A 5,303 6,421 136,420 90,968 2017-05-25 $6.36 $9.00 40.7% 11.1% 38.2% 13.4% 39.9% 0.3% -1.8% 149.1K 31.2M -212.8K 2.07 10.72 N/A N/A 2,868 5,936 138,401 91,082 2017-05-26 $6.32 $9.00 40.3% 11.1% 38.3% 12.8% 42.1% -4.1% -0.1% 89.2K 31.7M -209.5K 1.73 10.18 N/A N/A 3,485 6,034 139,294 91,144 2017-05-30 $6.28 $9.00 43.3% 11.5% 37.6% 16.8% 41.4% 3.5% -4.1% 89.8K 32.3M -198.7K 2.05 10.80 N/A N/A 3,103 6,371 136,510 90,541 2017-05-31 $6.10 $9.00 44.5% 11.0% 37.4% 18.2% 38.9% -0.1% -1.8% 95.6K 33.0M -185.9K 2.03 9.08 N/A N/A 3,334 6,771 137,637 90,212
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