OPK Options History — August 2018

In August 2018, OPK traded between $5.25 and $6.00. ATM implied volatility averaged 61.9%, placing in the 34.4% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded above realized volatility by 0.4% (HV 20d: 61.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.63.

Notable Days

2018-08-09: Highest Volume — 8,770 contracts
2018-08-08: Largest IV drop — 16.0% change
2018-08-01: Highest IV Rank — 50.1%
2018-08-02: Largest Expected Move — 29.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.66	$5.25	$6.00	$5.74	$5.89
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	61.9%	51.1%	86.5%	86.5%	53.4%
Expected Move	18.5%	13.9%	29.6%	29.5%	15.0%
HV 20d	61.5%	48.7%	74.2%	74.2%	48.7%
HV 60d	66.4%	58.1%	88.9%	88.9%	59.6%
IV Rank	34.4%	27.5%	50.1%	50.1%	28.9%
IV Percentile	49.7%	25.8%	91.7%	91.7%	30.2%
Term Structure	1.7%	-4.5%	11.6%	-4.1%	2.1%
VWIV	64.1%	48.3%	102.7%	99.5%	48.3%
Skew 25d	3.2%	-5.7%	16.7%	0.3%	-1.5%
Skew 10d	8.3%	-31.5%	30.1%	22.6%	1.6%
Call IV 25d	60.0%	43.1%	88.3%	88.3%	48.1%
Put IV 25d	63.2%	46.6%	88.6%	88.6%	46.6%
Bid-Ask Spread %	41.39	13.08	103.97	59.14	21.81
Gamma HHI	0.32	0.24	0.37	0.36	0.33
Net GEX	467.2K	348.5K	676.0K	607.1K	535.4K
Net DEX	-17.2M	-24.6M	-6.9M	-20.2M	-23.0M
Net VEX	-271.2K	-308.4K	-252.8K	-290.0K	-264.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.63	0.21	1.36	0.26	1.36
Total Volume	5,813.043	3,742	8,770	7,540	4,514
Total OI	275,332.565	258,684	290,135	268,064	271,572

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
2018-08-01	$5.74	$5.00	86.5%	29.5%	74.2%	50.1%	99.5%	0.3%	-4.1%	607.1K	-20.2M	-290.0K	0.26	59.14	N/A	N/A	6,002	1,538	180,481	87,583
2018-08-02	$5.80	$5.00	81.9%	29.6%	74.2%	47.2%	102.7%	1.0%	0.2%	676.0K	-24.6M	-308.4K	0.37	103.97	N/A	N/A	4,381	1,605	192,721	97,414
2018-08-03	$5.88	$5.00	82.4%	27.6%	69.4%	47.5%	94.5%	4.7%	-4.5%	507.9K	-24.6M	-304.8K	0.44	96.06	N/A	N/A	3,803	1,674	192,303	97,506
2018-08-06	$5.48	$5.00	82.7%	22.5%	72.6%	47.7%	78.7%	2.8%	-3.0%	431.2K	-15.4M	-286.3K	0.45	39.90	N/A	N/A	3,995	1,809	184,896	96,206
2018-08-07	$5.65	$5.00	75.9%	21.5%	70.8%	43.3%	76.9%	4.7%	3.6%	478.6K	-18.7M	-291.8K	0.49	46.02	N/A	N/A	4,297	2,118	186,416	96,615
2018-08-08	$5.49	$5.00	63.7%	18.7%	69.7%	35.5%	66.3%	1.1%	-1.6%	455.0K	-12.3M	-263.5K	0.45	43.65	N/A	N/A	4,377	1,966	187,699	97,229
2018-08-09	$5.53	$5.00	58.3%	17.8%	68.3%	32.1%	59.8%	-0.9%	1.6%	437.6K	-13.5M	-271.4K	0.21	23.52	N/A	N/A	7,261	1,509	187,626	97,329
2018-08-10	$5.41	$5.00	61.2%	18.6%	65.5%	33.9%	65.6%	-4.3%	-1.5%	393.5K	-12.3M	-276.7K	0.38	13.92	N/A	N/A	4,069	1,553	191,829	97,331
2018-08-13	$5.40	$5.00	65.3%	19.1%	63.8%	36.5%	64.8%	4.5%	-0.2%	378.2K	-10.4M	-263.0K	0.49	13.08	N/A	N/A	3,422	1,668	182,816	95,319
2018-08-14	$5.36	$5.00	59.3%	17.7%	62.1%	32.7%	60.7%	8.8%	4.3%	365.6K	-9.2M	-261.1K	0.61	14.59	N/A	N/A	3,097	1,881	183,668	95,468
2018-08-15	$5.25	$5.00	59.6%	18.1%	62.2%	32.9%	63.1%	6.5%	7.5%	348.5K	-6.9M	-252.8K	0.78	24.63	N/A	N/A	2,639	2,071	184,432	95,736
2018-08-16	$5.47	$5.00	58.0%	18.3%	63.9%	31.9%	61.3%	8.5%	11.6%	400.9K	-12.3M	-263.7K	0.61	33.39	N/A	N/A	3,078	1,888	185,117	95,853
2018-08-17	$5.60	$5.00	57.4%	16.8%	64.5%	31.5%	57.8%	5.0%	2.3%	361.5K	-15.3M	-269.0K	1.04	22.60	N/A	N/A	2,472	2,569	185,658	95,863
2018-08-20	$5.57	$5.00	56.1%	15.9%	64.1%	30.6%	51.8%	-1.8%	0.8%	352.6K	-13.8M	-257.3K	0.35	19.76	N/A	N/A	5,634	1,965	165,164	93,520
2018-08-21	$5.71	$5.00	54.2%	15.3%	58.4%	29.4%	56.0%	9.5%	-1.1%	424.6K	-17.0M	-264.7K	0.83	30.68	N/A	N/A	2,624	2,188	168,230	93,666
2018-08-22	$5.89	$5.00	54.6%	15.7%	57.9%	29.7%	55.1%	3.5%	2.7%	483.4K	-21.3M	-266.7K	0.62	60.29	N/A	N/A	3,548	2,217	169,091	93,362
2018-08-23	$5.85	$5.00	52.4%	14.8%	50.4%	28.2%	52.0%	4.4%	1.4%	497.8K	-20.4M	-262.8K	0.63	44.76	N/A	N/A	4,275	2,703	170,829	93,420
2018-08-24	$5.65	$5.00	51.7%	14.2%	52.3%	27.8%	52.9%	-5.7%	6.9%	434.8K	-17.4M	-260.4K	0.98	28.69	N/A	N/A	1,891	1,851	173,626	93,855
2018-08-27	$6.00	$5.00	54.6%	15.5%	54.0%	29.7%	51.0%	16.7%	1.3%	543.9K	-23.4M	-265.8K	0.52	22.27	N/A	N/A	3,722	1,952	171,959	93,479
2018-08-28	$5.80	$5.00	51.8%	15.5%	49.7%	27.9%	55.2%	-4.3%	5.2%	499.6K	-19.6M	-260.9K	0.45	80.90	N/A	N/A	5,369	2,413	174,259	94,040
2018-08-29	$5.89	$5.00	51.1%	14.3%	49.0%	27.5%	49.3%	10.0%	1.9%	567.7K	-22.3M	-268.4K	0.81	45.40	N/A	N/A	3,220	2,609	175,715	94,455
2018-08-30	$5.87	$5.00	52.2%	13.9%	48.9%	28.2%	51.7%	-0.5%	1.0%	563.8K	-22.0M	-263.5K	1.36	62.99	N/A	N/A	1,803	2,460	176,689	94,604
2018-08-31	$5.89	$5.00	53.4%	15.0%	48.7%	28.9%	48.3%	-1.5%	2.1%	535.4K	-23.0M	-264.6K	1.36	21.81	N/A	N/A	1,916	2,598	176,934	94,638