OPK Options History — October 2018

In October 2018, OPK traded between $3.14 and $3.84. ATM implied volatility averaged 88.3%, placing in the 44.3% IV rank vs the trailing year. The 30-day expected move averaged 26.4%. IV traded above realized volatility by 6.0% (HV 20d: 82.3%). Max pain ranged from $3.00 to $5.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.87.

Notable Days

2018-10-01: Highest Volume — 7,179 contracts
2018-10-24: Largest IV spike — 11.2% change
2018-10-10: Highest IV Rank — 50.9%
2018-10-25: Largest Expected Move — 29.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.51	$3.14	$3.84	$3.43	$3.37
Max Pain	$3.22	$3.00	$5.00	$5.00	$3.00
ATM IV	88.3%	78.6%	100.2%	84.9%	81.6%
Expected Move	26.4%	23.1%	29.6%	23.1%	26.9%
HV 20d	82.3%	68.7%	105.6%	100.8%	68.7%
HV 60d	77.7%	76.2%	79.1%	78.2%	76.9%
IV Rank	44.3%	38.9%	50.9%	42.4%	40.6%
IV Percentile	88.4%	75.4%	97.2%	87.3%	75.4%
Term Structure	-0.2%	-9.6%	18.1%	14.7%	2.5%
VWIV	87.2%	69.1%	101.4%	82.3%	100.5%
Skew 25d	11.1%	-15.9%	34.9%	-2.4%	19.4%
Skew 10d	24.4%	-20.1%	71.1%	6.2%	12.4%
Call IV 25d	78.6%	60.2%	94.9%	85.1%	78.3%
Put IV 25d	89.7%	66.2%	102.7%	82.7%	97.6%
Bid-Ask Spread %	20.54	11.20	53.45	15.49	17.36
Gamma HHI	0.34	0.32	0.39	0.37	0.33
Net GEX	-109.3K	-126.6K	-92.8K	-92.8K	-107.8K
Net DEX	21.2M	19.9M	22.9M	21.4M	22.3M
Net VEX	-126.7K	-145.8K	-96.2K	-134.8K	-104.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.87	0.44	1.80	1.57	0.58
Total Volume	4,888.652	2,669	7,179	7,179	4,647
Total OI	254,645.565	246,757	260,493	255,401	246,837

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
2018-10-01	$3.43	$5.00	84.9%	23.1%	100.8%	42.4%	82.3%	-2.4%	14.7%	-92.8K	21.4M	-134.8K	1.57	15.49	N/A	N/A	2,798	4,381	137,805	117,596
2018-10-02	$3.40	$4.50	86.7%	23.8%	100.8%	43.4%	84.2%	8.5%	4.1%	-105.1K	22.7M	-123.2K	1.80	16.02	N/A	N/A	1,854	3,338	138,785	118,973
2018-10-03	$3.62	$4.50	78.6%	23.7%	105.5%	38.9%	86.0%	1.7%	18.1%	-116.5K	20.2M	-143.5K	1.10	14.76	N/A	N/A	2,978	3,289	139,123	117,731
2018-10-04	$3.50	$3.00	84.4%	26.8%	105.6%	42.1%	85.6%	28.2%	4.9%	-93.7K	20.2M	-139.0K	1.04	15.19	N/A	N/A	3,074	3,201	139,105	117,899
2018-10-05	$3.44	$3.00	85.7%	28.9%	79.5%	42.9%	77.7%	19.3%	2.3%	-113.9K	21.0M	-134.5K	0.94	11.20	N/A	N/A	3,257	3,057	139,596	117,886
2018-10-08	$3.70	$3.00	89.3%	24.9%	85.2%	44.9%	89.5%	15.3%	-7.4%	-122.7K	20.7M	-141.6K	1.10	21.99	N/A	N/A	3,036	3,351	138,222	117,690
2018-10-09	$3.43	$3.00	91.6%	26.7%	88.2%	46.1%	69.1%	-15.9%	0.8%	-109.2K	21.0M	-131.4K	0.91	15.39	N/A	N/A	2,954	2,674	138,907	118,298
2018-10-10	$3.52	$3.00	100.2%	26.0%	89.2%	50.9%	95.8%	10.4%	-9.6%	-115.2K	21.2M	-134.4K	1.01	11.44	N/A	N/A	3,539	3,574	139,516	118,414
2018-10-11	$3.57	$3.00	90.6%	25.4%	89.6%	45.6%	81.0%	2.6%	-1.0%	-114.0K	20.6M	-136.3K	0.77	17.59	N/A	N/A	2,739	2,121	139,985	119,337
2018-10-12	$3.59	$3.00	89.3%	25.8%	80.1%	44.9%	93.7%	30.4%	0.4%	-126.6K	20.5M	-135.8K	0.44	20.78	N/A	N/A	3,794	1,668	140,135	119,381
2018-10-15	$3.72	$3.00	89.2%	25.4%	76.5%	44.8%	72.1%	32.5%	-2.4%	-119.3K	20.7M	-139.9K	0.69	17.41	N/A	N/A	2,272	1,570	139,814	118,271
2018-10-16	$3.84	$3.00	89.5%	25.8%	77.5%	45.0%	80.6%	34.9%	-6.8%	-112.4K	19.9M	-145.8K	0.62	17.91	N/A	N/A	2,684	1,670	140,267	118,297
2018-10-17	$3.79	$3.00	90.7%	26.0%	75.1%	45.7%	79.2%	9.0%	-7.3%	-110.6K	20.0M	-142.1K	0.61	30.63	N/A	N/A	2,696	1,640	140,998	118,439
2018-10-18	$3.65	$3.00	90.1%	26.1%	75.3%	45.3%	81.1%	-1.9%	-4.1%	-118.1K	20.7M	-135.6K	0.58	32.16	N/A	N/A	2,689	1,556	141,393	118,446
2018-10-19	$3.59	$3.00	86.9%	25.0%	75.4%	43.5%	91.0%	-8.7%	-3.3%	-106.8K	21.6M	-124.8K	0.68	20.78	N/A	N/A	2,418	1,645	142,029	118,464
2018-10-22	$3.60	$3.00	85.2%	26.1%	74.6%	42.6%	81.4%	11.3%	0.3%	-101.8K	21.6M	-125.3K	1.17	20.16	N/A	N/A	1,232	1,437	133,947	115,350
2018-10-23	$3.46	$3.00	84.9%	27.2%	75.1%	42.4%	89.3%	22.4%	1.4%	-101.9K	21.8M	-117.0K	1.05	18.84	N/A	N/A	1,468	1,536	133,960	115,295
2018-10-24	$3.14	$3.00	94.4%	28.7%	78.9%	47.7%	93.6%	7.9%	-5.6%	-103.0K	22.9M	-96.2K	0.83	16.89	N/A	N/A	1,691	1,411	134,091	115,471
2018-10-25	$3.40	$3.00	89.4%	29.6%	73.1%	44.9%	97.8%	11.4%	-2.0%	-97.5K	22.2M	-109.3K	0.54	19.65	N/A	N/A	2,981	1,616	134,355	114,752
2018-10-26	$3.31	$3.00	89.9%	29.1%	72.4%	45.2%	94.6%	5.5%	-4.5%	-106.8K	21.8M	-105.5K	0.62	23.78	N/A	N/A	2,843	1,749	134,881	113,517
2018-10-29	$3.33	$3.00	90.3%	29.2%	72.4%	45.4%	98.9%	18.9%	-2.0%	-107.3K	21.3M	-106.5K	0.66	53.45	N/A	N/A	2,322	1,543	133,482	113,275
2018-10-30	$3.38	$3.00	87.3%	27.1%	72.6%	43.8%	101.4%	-4.7%	2.0%	-109.8K	22.0M	-105.6K	0.59	23.54	N/A	N/A	2,799	1,647	133,548	113,285
2018-10-31	$3.37	$3.00	81.6%	26.9%	68.7%	40.6%	100.5%	19.4%	2.5%	-107.8K	22.3M	-104.8K	0.58	17.36	N/A	N/A	2,948	1,699	133,596	113,241