OPK Options History — June 2017 In June 2017, OPK traded between $6.24 and $7.15. ATM implied volatility averaged 44.6%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded below realized volatility by 0.5% (HV 20d: 45.1%). Max pain ranged from $6.00 to $9.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 1.63.
Notable Days 2017-06-15 : Highest Volume — 16,526 contracts2017-06-30 : Largest IV spike — 76.8% change2017-06-30 : Highest IV Rank — 69.5%2017-06-27 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $6.60 $6.24 $7.15 $6.40 $6.59 Max Pain $6.77 $6.00 $9.00 $9.00 $7.00 ATM IV 44.6% 38.8% 84.4% 38.8% 84.4% Expected Move 12.4% 10.6% 13.6% 10.7% 13.6% HV 20d 45.1% 38.2% 53.4% 42.9% 48.4% HV 60d 40.0% 36.8% 43.0% 36.8% 42.9% IV Rank 18.5% 11.0% 69.5% 11.0% 69.5% IV Percentile 51.8% 23.0% 99.6% 23.0% 99.6% Term Structure 2.2% -5.7% 24.5% 6.7% 24.5% VWIV 42.4% 37.3% 51.0% 40.0% 45.8% Skew 25d 1.2% -11.8% 12.2% 1.4% 2.3% Skew 10d 13.2% -9.9% 99.6% 23.7% 66.9% Call IV 25d 42.0% 34.4% 50.1% 40.4% 48.6% Put IV 25d 43.3% 34.2% 50.8% 41.8% 50.8% Bid-Ask Spread % 13.32 8.57 21.60 19.91 13.83 Gamma HHI 0.19 0.15 0.27 0.20 0.18 Net GEX 202.2K 66.8K 346.3K 163.8K 215.3K Net DEX 23.8M 12.1M 32.5M 32.5M 18.2M Net VEX -218.4K -255.7K -199.6K -199.9K -219.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.63 0.15 5.54 1.77 0.57 Total Volume 9,064.909 3,964 16,526 10,900 4,596 Total OI 218,250.409 191,355 239,872 229,107 204,449
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 2017-06-01 $6.40 $9.00 38.8% 10.7% 42.9% 11.0% 40.0% 1.4% 6.7% 163.8K 32.5M -199.9K 1.77 19.91 N/A N/A 3,939 6,961 138,691 90,416 2017-06-02 $6.70 $9.00 39.0% 10.8% 46.8% 11.3% 37.3% -0.7% -3.6% 66.8K 27.8M -232.9K 1.58 11.66 N/A N/A 4,420 6,989 140,062 90,886 2017-06-05 $6.32 $6.00 40.6% 12.3% 50.3% 13.3% 44.8% -4.8% 0.7% 103.5K 30.8M -202.6K 1.53 8.57 N/A N/A 4,239 6,470 141,171 91,014 2017-06-06 $6.38 $6.00 41.9% 12.0% 49.4% 14.9% 42.1% 3.7% 1.0% 145.1K 30.4M -205.8K 2.23 11.37 N/A N/A 2,859 6,365 143,043 91,263 2017-06-07 $6.24 $6.00 40.5% 12.6% 47.7% 13.1% 43.2% -11.8% 3.7% 140.6K 31.5M -199.6K 2.62 10.91 N/A N/A 2,477 6,492 143,373 91,518 2017-06-08 $6.25 $6.00 40.4% 13.1% 43.3% 13.1% 41.8% -10.4% -2.0% 145.7K 30.1M -204.7K 3.03 10.80 N/A N/A 2,996 9,074 143,561 90,334 2017-06-09 $6.38 $6.00 40.0% 10.6% 44.0% 12.5% 38.4% -6.3% 1.4% 144.1K 30.0M -212.0K 2.71 14.95 N/A N/A 3,421 9,267 144,090 91,648 2017-06-12 $6.52 $6.00 42.6% 12.4% 44.6% 15.8% 43.3% 12.2% 0.9% 185.9K 29.9M -211.1K 1.68 14.05 N/A N/A 4,462 7,502 144,125 91,472 2017-06-13 $6.50 $6.00 44.7% 12.8% 40.5% 18.5% 43.7% 9.9% -0.9% 254.0K 28.6M -217.3K 2.90 13.56 N/A N/A 2,803 8,138 145,967 91,583 2017-06-14 $6.52 $6.00 43.7% 12.7% 38.6% 17.2% 44.1% 6.0% 1.9% 346.3K 29.3M -213.9K 2.18 21.60 N/A N/A 3,167 6,893 146,675 91,694 2017-06-15 $6.45 $6.00 43.0% 12.7% 38.3% 16.4% 43.2% 3.6% 1.5% 311.7K 30.5M -201.5K 5.54 13.00 N/A N/A 2,528 13,998 147,184 91,747 2017-06-16 $6.49 $7.00 46.0% 13.6% 38.2% 20.2% 45.9% -1.5% 2.0% 154.7K 29.6M -211.1K 4.06 15.96 N/A N/A 2,513 10,207 147,983 91,889 2017-06-19 $6.56 $7.00 42.5% 12.1% 38.4% 15.7% 41.7% 5.9% 2.0% 192.0K 18.9M -213.2K 0.56 13.00 N/A N/A 2,548 1,416 117,136 74,219 2017-06-20 $6.71 $7.00 40.5% 11.5% 38.9% 13.1% 40.2% 2.0% 0.8% 189.3K 17.5M -222.6K 0.42 9.09 N/A N/A 3,341 1,410 117,659 74,429 2017-06-21 $7.06 $7.00 40.1% 11.5% 42.7% 12.6% 39.4% 2.7% 3.8% 190.7K 14.1M -238.5K 0.25 8.74 N/A N/A 5,508 1,350 118,693 74,534 2017-06-22 $6.69 $7.00 45.7% 13.1% 46.8% 19.9% 51.0% -5.3% 1.4% 203.6K 17.2M -220.0K 0.30 11.55 N/A N/A 6,041 1,790 119,998 74,637 2017-06-23 $6.94 $7.00 43.6% 12.5% 48.1% 17.2% 41.8% 5.3% -0.5% 246.8K 14.7M -234.6K 0.35 12.48 N/A N/A 5,126 1,805 123,204 75,283 2017-06-26 $7.15 $7.00 45.3% 12.4% 48.8% 19.3% 42.7% 4.5% 8.5% 295.5K 12.1M -255.7K 0.15 14.24 N/A N/A 9,531 1,384 123,042 75,178 2017-06-27 $6.76 $7.00 44.1% 13.6% 53.4% 17.8% 37.4% 0.3% 5.7% 251.9K 16.9M -227.0K 0.35 14.13 N/A N/A 4,010 1,389 126,389 75,442 2017-06-28 $6.85 $7.00 46.7% 13.2% 52.1% 21.1% 42.6% 4.8% -4.5% 278.8K 15.5M -238.8K 0.59 13.35 N/A N/A 3,073 1,799 126,848 75,484 2017-06-29 $6.65 $7.00 47.7% 13.6% 51.0% 22.4% 42.4% 3.7% -5.7% 222.4K 18.3M -221.7K 0.60 16.33 N/A N/A 3,209 1,922 127,932 75,564 2017-06-30 $6.59 $7.00 84.4% 13.6% 48.4% 69.5% 45.8% 2.3% 24.5% 215.3K 18.2M -219.7K 0.57 13.83 N/A N/A 2,929 1,667 128,718 75,731
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