OPK Options History — February 2018

In February 2018, OPK traded between $3.40 and $4.44. ATM implied volatility averaged 58.8%, placing in the 32.5% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 8.8% (HV 20d: 50.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 1.49.

Notable Days

2018-02-09: Highest Volume — 37,201 contracts
2018-02-07: Largest IV spike — 62.3% change
2018-02-21: Highest IV Rank — 66.1%
2018-02-28: Largest Expected Move — 26.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.92	$3.40	$4.44	$4.44	$3.40
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	58.8%	24.6%	83.6%	53.5%	24.6%
Expected Move	20.0%	16.9%	26.0%	17.1%	26.0%
HV 20d	50.0%	39.3%	56.9%	50.6%	50.4%
HV 60d	49.9%	44.3%	62.7%	61.8%	47.3%
IV Rank	32.5%	0.0%	66.1%	24.3%	0.0%
IV Percentile	75.8%	0.0%	98.4%	78.6%	0.0%
Term Structure	5.0%	-48.1%	60.8%	6.7%	60.8%
VWIV	76.3%	67.0%	101.2%	71.0%	101.2%
Skew 25d	0.1%	-74.1%	97.8%	3.9%	-58.2%
Skew 10d	-6.0%	-74.5%	50.4%	-16.6%	-4.1%
Call IV 25d	66.9%	14.2%	113.5%	59.0%	97.2%
Put IV 25d	67.0%	12.0%	143.5%	62.9%	39.0%
Bid-Ask Spread %	80.35	40.31	128.91	62.76	114.17
Gamma HHI	0.30	0.22	0.40	0.38	0.22
Net GEX	125.4K	58.8K	209.9K	209.9K	58.8K
Net DEX	8.2M	2.5M	12.1M	5.3M	8.4M
Net VEX	-3.4377549715305947e+24B	-6.53173444590813e+25B	-107.7K	-131.9K	-122.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.49	0.57	3.19	0.57	1.17
Total Volume	18,155.263	10,312	37,201	10,858	18,825
Total OI	166,353.158	151,572	176,825	152,626	170,079

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
2018-02-01	$4.44	$5.00	53.5%	17.1%	50.6%	24.3%	71.0%	3.9%	6.7%	209.9K	5.3M	-131.9K	0.57	62.76	N/A	N/A	6,906	3,952	102,325	50,301
2018-02-02	$4.26	$5.00	61.3%	16.9%	52.0%	35.1%	67.9%	-16.2%	6.4%	183.1K	6.4M	-121.1K	0.74	66.16	N/A	N/A	10,921	8,060	102,738	48,834
2018-02-05	$4.16	$5.00	42.2%	18.9%	51.9%	8.6%	87.3%	-24.1%	-10.3%	171.3K	6.1M	-119.9K	1.09	81.69	N/A	N/A	7,985	8,706	107,251	48,900
2018-02-06	$4.33	$5.00	37.1%	20.0%	54.8%	1.5%	69.4%	-15.4%	41.3%	201.1K	5.6M	-132.0K	0.72	71.30	N/A	N/A	7,428	5,368	108,996	50,349
2018-02-07	$4.16	$5.00	60.2%	19.9%	55.5%	33.5%	70.2%	44.4%	7.3%	172.4K	6.0M	-128.4K	0.91	78.20	N/A	N/A	6,290	5,752	109,721	50,444
2018-02-08	$4.05	$5.00	55.8%	19.0%	54.9%	27.5%	67.1%	-74.1%	21.4%	167.2K	6.3M	-121.7K	0.73	81.95	N/A	N/A	5,954	4,358	110,153	50,738
2018-02-09	$3.88	$5.00	47.5%	20.4%	55.9%	15.9%	77.6%	73.4%	41.9%	130.5K	8.1M	-107.7K	3.19	72.39	N/A	N/A	8,880	28,321	110,232	51,193
2018-02-12	$3.95	$5.00	58.3%	19.0%	56.9%	30.9%	67.0%	12.0%	-0.2%	120.9K	12.1M	-117.8K	2.49	78.02	N/A	N/A	8,732	21,746	111,054	62,098
2018-02-13	$3.88	$5.00	61.5%	18.6%	52.2%	35.4%	75.4%	-12.6%	4.3%	128.6K	10.4M	-6.53173444590813e+25B	1.31	71.93	N/A	N/A	7,592	9,910	113,244	61,414
2018-02-14	$3.93	$5.00	66.1%	19.0%	51.4%	41.8%	67.6%	-10.4%	2.2%	132.6K	11.6M	-120.1K	1.96	67.95	N/A	N/A	6,366	12,460	113,127	61,309
2018-02-15	$3.95	$5.00	63.5%	18.4%	51.5%	38.2%	72.5%	-10.0%	-1.6%	139.5K	9.3M	-147.6K	1.97	40.31	N/A	N/A	6,404	12,620	113,447	61,995
2018-02-16	$3.86	$5.00	68.6%	19.6%	51.2%	45.2%	69.2%	-17.9%	0.5%	98.0K	10.9M	-131.4K	2.01	41.68	N/A	N/A	6,090	12,247	113,716	63,109
2018-02-20	$3.71	$5.00	68.0%	18.9%	52.5%	44.4%	74.6%	4.3%	-7.8%	73.9K	11.0M	-123.0K	1.53	89.38	N/A	N/A	7,364	11,270	105,757	62,060
2018-02-21	$3.58	$5.00	83.6%	21.3%	39.3%	66.1%	67.9%	18.8%	-35.9%	69.4K	10.3M	-123.1K	1.95	85.49	N/A	N/A	6,358	12,411	106,876	61,881
2018-02-22	$3.62	$5.00	73.3%	21.2%	39.7%	51.8%	87.3%	-7.6%	-21.7%	85.0K	11.0M	-111.7K	1.59	66.89	N/A	N/A	6,458	10,241	107,570	61,605
2018-02-23	$3.79	$5.00	62.6%	20.1%	43.1%	36.9%	78.4%	97.8%	27.1%	82.6K	7.1M	-147.9K	1.53	112.27	N/A	N/A	6,511	9,953	108,309	61,586
2018-02-26	$3.73	$5.00	72.1%	23.9%	43.1%	50.1%	83.3%	-17.5%	1.2%	83.8K	7.5M	-144.6K	1.47	115.16	N/A	N/A	6,822	10,002	107,520	61,600
2018-02-27	$3.72	$5.00	58.1%	22.6%	43.2%	30.7%	95.6%	10.7%	-48.1%	73.3K	2.5M	-159.6K	1.32	128.91	N/A	N/A	6,774	8,913	108,029	61,150
2018-02-28	$3.40	$5.00	24.6%	26.0%	50.4%	0.0%	101.2%	-58.2%	60.8%	58.8K	8.4M	-122.0K	1.17	114.17	N/A	N/A	8,665	10,160	108,849	61,230