OPK Options History — August 2017 In August 2017, OPK traded between $5.88 and $6.39. ATM implied volatility averaged 45.3%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 8.3% (HV 20d: 37.0%). Max pain ranged from $7.00 to $10.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.51.
Notable Days 2017-08-15 : Highest Volume — 16,859 contracts2017-08-24 : Largest IV drop — 15.5% change2017-08-08 : Highest IV Rank — 28.7%2017-08-08 : Largest Expected Move — 15.9%Monthly Statistics Metric Avg Min Max Open Close Price $6.18 $5.88 $6.39 $6.22 $6.39 Max Pain $9.74 $7.00 $10.00 $7.00 $10.00 ATM IV 45.3% 37.4% 52.6% 48.6% 39.1% Expected Move 13.0% 9.9% 15.9% 14.5% 9.9% HV 20d 37.0% 33.1% 41.5% 37.3% 35.3% HV 60d 41.2% 38.0% 44.1% 44.1% 38.4% IV Rank 18.4% 6.3% 28.7% 23.5% 8.6% IV Percentile 55.8% 8.7% 94.0% 81.7% 12.3% Term Structure 0.4% -7.4% 5.7% -5.3% 2.0% VWIV 45.8% 36.1% 54.9% 51.8% 36.2% Skew 25d 0.3% -8.4% 7.1% 1.7% 0.8% Skew 10d 2.8% -16.2% 21.5% -11.8% 21.5% Call IV 25d 46.4% 37.0% 53.1% 48.4% 37.0% Put IV 25d 46.7% 35.2% 54.8% 50.1% 37.8% Bid-Ask Spread % 10.54 5.68 16.47 15.48 9.39 Gamma HHI 0.32 0.18 0.48 0.18 0.43 Net GEX 286.8K 157.3K 423.0K 170.4K 423.0K Net DEX 24.8M 20.9M 28.1M 27.3M 23.3M Net VEX -214.5K -231.3K -193.8K -209.1K -231.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.13 0.85 0.75 0.78 Total Volume 8,915.522 4,246 16,859 4,434 13,682 Total OI 241,058.087 227,111 252,952 227,111 252,952
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 2017-08-01 $6.22 $7.00 48.6% 14.5% 37.3% 23.5% 51.8% 1.7% -5.3% 170.4K 27.3M -209.1K 0.75 15.48 N/A N/A 2,540 1,894 136,975 90,136 2017-08-02 $6.12 $7.00 49.7% 14.4% 37.6% 25.0% 54.9% 1.8% -2.0% 157.3K 27.7M -204.9K 0.71 13.59 N/A N/A 2,479 1,767 137,551 90,284 2017-08-03 $6.15 $10.00 51.1% 14.5% 37.6% 26.8% 50.9% -0.1% -7.4% 160.8K 28.1M -205.6K 0.55 15.85 N/A N/A 3,000 1,653 138,178 90,425 2017-08-04 $6.21 $10.00 50.2% 14.3% 37.6% 25.7% 50.2% 3.8% -5.5% 189.2K 27.4M -209.3K 0.64 8.48 N/A N/A 2,977 1,901 139,327 90,541 2017-08-07 $6.32 $10.00 50.2% 15.5% 37.0% 25.6% 53.0% 2.3% 5.7% 200.1K 26.4M -219.2K 0.70 8.30 N/A N/A 6,143 4,275 139,640 90,636 2017-08-08 $6.14 $10.00 52.6% 15.9% 38.4% 28.7% 53.0% -0.8% 3.4% 230.6K 26.3M -216.3K 0.60 16.47 N/A N/A 6,044 3,641 143,575 91,472 2017-08-09 $6.39 $10.00 48.7% 13.4% 40.4% 23.6% 49.1% 7.1% -1.1% 311.1K 25.0M -229.4K 0.25 13.82 N/A N/A 10,399 2,618 145,984 92,281 2017-08-10 $6.14 $10.00 45.3% 13.8% 41.5% 19.3% 50.8% -0.3% 3.2% 250.7K 27.4M -212.5K 0.51 10.46 N/A N/A 4,376 2,253 149,188 92,344 2017-08-11 $6.19 $10.00 48.9% 14.1% 40.8% 23.9% 47.6% 1.5% 0.7% 280.1K 27.5M -215.4K 0.13 9.73 N/A N/A 13,329 1,711 149,790 92,599 2017-08-14 $6.15 $10.00 46.1% 13.2% 40.4% 20.3% 44.2% -4.2% -2.0% 354.1K 26.9M -212.5K 0.14 6.87 N/A N/A 11,640 1,654 155,437 92,102 2017-08-15 $6.09 $10.00 45.7% 13.2% 38.6% 19.9% 45.4% -6.9% -0.7% 268.9K 25.7M -207.1K 0.16 5.98 N/A N/A 14,502 2,357 155,885 88,517 2017-08-16 $6.05 $10.00 43.4% 12.4% 34.4% 16.9% 41.2% -8.4% 1.6% 213.9K 25.6M -193.8K 0.46 5.68 N/A N/A 5,461 2,519 157,997 85,223 2017-08-17 $5.88 $10.00 44.9% 12.8% 35.3% 18.3% 53.1% 3.0% 2.0% 239.4K 23.1M -210.3K 0.45 9.53 N/A N/A 5,222 2,340 160,673 85,527 2017-08-18 $6.11 $10.00 42.9% 12.1% 36.6% 15.7% 42.6% -8.2% 3.0% 314.6K 23.2M -212.4K 0.33 6.80 N/A N/A 5,749 1,918 161,078 85,672 2017-08-21 $6.13 $10.00 42.3% 12.8% 35.4% 14.9% 48.0% 0.6% 2.1% 331.5K 22.0M -219.3K 0.24 11.02 N/A N/A 7,140 1,688 156,260 84,347 2017-08-22 $6.19 $10.00 44.4% 11.6% 35.7% 15.7% 46.0% 4.5% -0.9% 374.1K 21.7M -216.1K 0.32 10.07 N/A N/A 6,061 1,946 157,134 84,344 2017-08-23 $6.15 $10.00 44.2% 11.3% 35.7% 15.4% 38.0% 1.9% -1.4% 388.6K 21.5M -214.6K 0.48 9.90 N/A N/A 3,336 1,606 157,832 83,956 2017-08-24 $6.27 $10.00 37.4% 11.1% 36.1% 6.3% 43.6% 5.1% 5.4% 395.9K 20.9M -217.9K 0.63 11.77 N/A N/A 6,976 4,411 158,350 84,059 2017-08-25 $6.16 $10.00 41.9% 11.6% 36.6% 12.4% 42.0% -7.4% 3.0% 337.4K 22.8M -214.5K 0.62 12.05 N/A N/A 4,143 2,555 161,202 86,682 2017-08-28 $6.26 $10.00 40.4% 10.7% 35.9% 10.4% 36.1% 3.3% -0.1% 339.5K 23.7M -219.6K 0.73 11.37 N/A N/A 3,538 2,595 160,776 87,556 2017-08-29 $6.25 $10.00 42.8% 12.4% 33.3% 13.5% 38.3% 4.1% 2.3% 345.0K 22.6M -224.7K 0.70 10.42 N/A N/A 3,718 2,605 161,050 87,659 2017-08-30 $6.17 $10.00 41.6% 12.5% 33.1% 11.9% 37.7% 1.9% 1.7% 321.0K 24.5M -218.1K 0.85 9.46 N/A N/A 6,866 5,829 162,577 88,563 2017-08-31 $6.39 $10.00 39.1% 9.9% 35.3% 8.6% 36.2% 0.8% 2.0% 423.0K 23.3M -231.3K 0.78 9.39 N/A N/A 7,679 6,003 163,090 89,862
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