OPK Options History — October 2017

In October 2017, OPK traded between $6.64 and $7.03. ATM implied volatility averaged 46.4%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 11.6% (HV 20d: 34.8%). Max pain ranged from $7.00 to $7.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.02.

Notable Days

2017-10-02: Highest Volume — 9,910 contracts
2017-10-12: Largest IV spike — 12.5% change
2017-10-26: Highest IV Rank — 21.1%
2017-10-31: Largest Expected Move — 15.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.85	$6.64	$7.03	$7.03	$6.73
Max Pain	$7.00	$7.00	$7.00	$7.00	$7.00
ATM IV	46.4%	43.3%	51.2%	44.6%	47.4%
Expected Move	13.4%	11.5%	15.6%	12.1%	15.6%
HV 20d	34.8%	22.5%	45.2%	44.8%	23.1%
HV 60d	36.5%	34.7%	38.9%	38.9%	35.0%
IV Rank	14.4%	10.1%	21.1%	11.9%	15.8%
IV Percentile	64.8%	38.9%	93.3%	52.8%	77.0%
Term Structure	0.5%	-3.9%	8.9%	6.4%	0.5%
VWIV	45.3%	32.5%	56.6%	42.1%	56.6%
Skew 25d	2.3%	-16.4%	10.5%	5.1%	10.5%
Skew 10d	1.7%	-14.0%	14.3%	14.3%	1.9%
Call IV 25d	45.9%	38.8%	51.7%	45.7%	43.4%
Put IV 25d	48.2%	33.4%	54.8%	50.8%	53.8%
Bid-Ask Spread %	17.99	13.65	23.67	18.34	17.71
Gamma HHI	0.22	0.18	0.28	0.22	0.24
Net GEX	231.9K	190.6K	270.7K	270.7K	217.2K
Net DEX	15.8M	7.9M	22.6M	9.9M	21.7M
Net VEX	-299.7K	-344.7K	-258.1K	-332.3K	-258.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.02	0.57	2.49	1.08	0.65
Total Volume	5,870.864	4,011	9,910	9,910	4,245
Total OI	259,827.091	255,829	264,476	257,246	256,635

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
2017-10-02	$7.03	$7.00	44.6%	12.1%	44.8%	11.9%	42.1%	5.1%	6.4%	270.7K	9.9M	-332.3K	1.08	18.34	N/A	N/A	4,754	5,156	157,883	99,363
2017-10-03	$7.02	$7.00	44.2%	11.8%	44.4%	11.4%	42.9%	-2.4%	8.9%	253.4K	9.3M	-338.2K	0.60	13.65	N/A	N/A	4,778	2,875	158,250	100,677
2017-10-04	$6.89	$7.00	46.9%	11.5%	45.1%	15.1%	32.5%	0.7%	2.8%	247.1K	12.0M	-329.7K	0.89	19.74	N/A	N/A	3,104	2,775	159,175	100,873
2017-10-05	$6.96	$7.00	45.3%	13.5%	44.8%	12.9%	47.1%	2.6%	4.1%	265.7K	7.9M	-344.7K	1.37	15.38	N/A	N/A	1,927	2,646	159,757	100,737
2017-10-06	$7.00	$7.00	44.1%	14.4%	44.0%	11.2%	48.7%	4.7%	4.8%	242.6K	8.7M	-340.8K	1.35	16.07	N/A	N/A	2,165	2,918	159,525	100,743
2017-10-09	$6.84	$7.00	47.8%	13.3%	45.2%	16.4%	45.3%	5.8%	-3.8%	229.0K	12.3M	-322.5K	2.41	20.57	N/A	N/A	1,867	4,500	158,740	100,343
2017-10-10	$6.89	$7.00	47.4%	12.8%	45.2%	15.9%	44.4%	2.7%	-1.7%	217.3K	15.8M	-301.3K	2.49	16.62	N/A	N/A	1,809	4,512	159,148	101,305
2017-10-11	$6.82	$7.00	43.3%	12.8%	44.2%	10.1%	43.1%	4.6%	1.8%	218.8K	14.6M	-305.4K	0.58	17.77	N/A	N/A	4,408	2,553	159,058	101,300
2017-10-12	$6.87	$7.00	48.7%	13.1%	34.3%	17.6%	48.7%	6.4%	-3.3%	208.6K	14.3M	-312.1K	0.76	22.15	N/A	N/A	4,314	3,259	159,507	102,212
2017-10-13	$6.94	$7.00	44.7%	12.5%	34.1%	12.1%	46.2%	5.5%	-2.2%	190.6K	13.5M	-308.0K	0.88	23.67	N/A	N/A	2,434	2,143	160,403	103,127
2017-10-16	$6.90	$7.00	48.0%	13.9%	34.4%	16.6%	42.3%	-16.4%	-3.9%	202.4K	13.6M	-311.5K	1.25	16.92	N/A	N/A	1,785	2,226	159,983	102,922
2017-10-17	$6.78	$7.00	48.4%	14.0%	35.5%	17.2%	35.8%	-1.2%	-0.4%	197.3K	16.4M	-300.9K	1.06	18.82	N/A	N/A	2,008	2,130	159,877	103,032
2017-10-18	$6.71	$7.00	45.2%	13.0%	32.6%	12.7%	44.3%	-0.6%	-3.9%	230.6K	20.3M	-281.5K	0.87	21.11	N/A	N/A	2,603	2,260	159,696	103,128
2017-10-19	$6.75	$7.00	45.1%	12.8%	31.4%	12.6%	38.4%	-2.6%	1.7%	238.8K	21.1M	-276.5K	0.57	16.37	N/A	N/A	5,933	3,399	160,389	103,224
2017-10-20	$6.95	$7.00	44.7%	13.0%	30.7%	12.1%	45.5%	6.5%	-1.3%	249.1K	16.8M	-304.0K	0.90	20.07	N/A	N/A	2,669	2,407	160,031	104,445
2017-10-23	$6.88	$7.00	44.4%	13.2%	29.9%	11.7%	46.2%	1.7%	1.2%	233.3K	18.0M	-277.1K	0.79	14.33	N/A	N/A	3,321	2,610	155,733	100,147
2017-10-24	$6.78	$7.00	47.3%	13.8%	27.3%	15.6%	47.1%	0.3%	0.8%	259.7K	18.5M	-282.8K	0.92	17.35	N/A	N/A	2,967	2,722	157,168	99,988
2017-10-25	$6.68	$7.00	50.7%	14.8%	24.3%	20.3%	47.5%	3.0%	-0.7%	227.3K	22.6M	-258.9K	1.01	14.01	N/A	N/A	2,681	2,717	157,172	99,932
2017-10-26	$6.64	$7.00	51.2%	13.7%	23.3%	21.1%	49.8%	3.2%	-0.9%	221.0K	22.5M	-259.1K	0.76	19.78	N/A	N/A	3,366	2,561	157,364	99,969
2017-10-27	$6.80	$7.00	45.1%	14.7%	24.4%	12.6%	50.6%	4.8%	1.2%	243.6K	19.2M	-276.8K	0.68	17.38	N/A	N/A	2,813	1,902	157,358	100,048
2017-10-30	$6.84	$7.00	45.3%	13.6%	22.5%	12.9%	52.4%	4.8%	-0.8%	237.2K	19.4M	-270.2K	0.59	18.03	N/A	N/A	3,107	1,830	156,326	99,503
2017-10-31	$6.73	$7.00	47.4%	15.6%	23.1%	15.8%	56.6%	10.5%	0.5%	217.2K	21.7M	-258.1K	0.65	17.71	N/A	N/A	2,569	1,676	156,749	99,886