OPK Options History — October 2019 In October 2019, OPK traded between $1.42 and $2.17. ATM implied volatility averaged 126.8%, placing in the 70.9% IV rank vs the trailing year. The 30-day expected move averaged 38.3%. IV traded above realized volatility by 67.1% (HV 20d: 59.8%). Max pain ranged from $2.00 to $2.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 3.24.
Notable Days 2019-10-24 : Highest Volume — 39,741 contracts2019-10-03 : Largest IV spike — 69.1% change2019-10-03 : Highest IV Rank — 100.0%2019-10-08 : Largest Expected Move — 49.5%Monthly Statistics Metric Avg Min Max Open Close Price $1.91 $1.42 $2.17 $2.01 $1.42 Max Pain $2.00 $2.00 $2.00 $2.00 $2.00 ATM IV 126.8% 74.7% 171.7% 81.9% 99.3% Expected Move 38.3% 26.0% 49.5% 27.0% 26.0% HV 20d 59.8% 43.7% 93.0% 48.6% 88.1% HV 60d 50.8% 43.1% 66.1% 43.1% 66.0% IV Rank 70.9% 44.0% 100.0% 54.0% 44.0% IV Percentile 92.8% 38.9% 100.0% 69.8% 86.9% Term Structure 1.0% -28.2% 34.1% 17.1% 10.4% VWIV 130.5% 84.4% 176.2% 94.1% 92.9% Skew 25d 15.4% -29.8% 38.1% 18.3% 23.9% Skew 10d 15.8% -30.0% 33.4% 16.3% 28.4% Call IV 25d 92.9% 58.3% 125.1% 65.9% 73.4% Put IV 25d 108.3% 71.1% 153.8% 84.3% 97.2% Bid-Ask Spread % 43.99 20.15 64.52 64.52 51.22 Gamma HHI 0.37 0.28 0.63 0.30 0.40 Net GEX 11.5K -138.2K 48.1K 48.1K 37.3K Net DEX 1.9M 25.3K 8.5M 602.9K 3.5M Net VEX -55.1K -64.9K -35.3K -56.5K -38.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.24 0.01 29.76 1.41 0.01 Total Volume 6,679.565 744 39,741 3,931 2,013 Total OI 155,980.435 130,371 192,156 130,371 171,574
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 2019-10-01 $2.01 $2.00 81.9% 27.0% 48.6% 54.0% 94.1% 18.3% 17.1% 48.1K 602.9K -56.5K 1.41 64.52 N/A N/A 1,630 2,301 83,675 46,696 2019-10-02 $2.14 $2.00 74.7% 29.9% 52.7% 44.1% 103.2% 12.8% 20.1% 45.9K 183.7K -61.0K 1.34 36.74 N/A N/A 1,282 1,712 84,879 48,943 2019-10-03 $2.10 $2.00 126.3% 34.7% 53.4% 100.0% 121.3% -0.4% 8.7% 40.5K 684.7K -60.9K 5.78 53.57 N/A N/A 1,962 11,342 85,052 50,654 2019-10-04 $2.14 $2.00 132.5% 35.6% 53.5% 100.0% 124.1% 30.2% -9.5% 25.3K 499.9K -63.0K 0.72 56.24 N/A N/A 1,105 791 85,868 64,812 2019-10-07 $2.10 $2.00 145.2% 48.7% 54.2% 100.0% 162.8% 22.0% 34.1% -12.3K 774.2K -64.9K 1.29 53.29 N/A N/A 4,161 5,362 85,584 64,852 2019-10-08 $2.00 $2.00 171.7% 49.5% 55.0% 100.0% 176.2% 12.6% 1.0% -25.8K 1.7M -61.9K 8.45 51.56 N/A N/A 388 3,277 86,207 69,716 2019-10-09 $2.00 $2.00 138.4% 47.3% 50.6% 74.3% 164.8% 37.6% 26.0% -66.0K 2.4M -60.9K 7.27 57.71 N/A N/A 580 4,216 86,431 72,303 2019-10-10 $2.02 $2.00 148.2% 46.2% 49.1% 81.8% 0.0% 12.5% 15.6% -138.2K 2.0M -62.2K 29.76 56.53 N/A N/A 340 10,117 86,825 72,800 2019-10-11 $2.05 $2.00 142.9% 45.0% 49.4% 77.7% 156.9% 7.8% 26.3% -4.2K 899.8K -64.3K 3.00 58.71 N/A N/A 1,213 3,634 87,095 71,981 2019-10-14 $2.04 $2.00 160.9% 47.1% 47.7% 91.7% 164.3% 15.6% -18.2% 2.3K 1.2M -60.8K 0.36 51.88 N/A N/A 644 234 87,291 63,313 2019-10-15 $2.05 $2.00 159.5% 46.0% 46.4% 90.6% 160.5% 19.3% -14.6% -7.4K 1.2M -61.4K 0.28 24.77 N/A N/A 2,671 759 87,452 63,321 2019-10-16 $2.06 $2.00 151.8% 43.5% 44.2% 84.7% 151.8% 26.0% -0.0% -21.4K 657.5K -61.9K 0.11 51.55 N/A N/A 3,275 347 89,128 64,029 2019-10-17 $2.17 $2.00 139.9% 40.5% 46.6% 75.4% 142.2% -10.3% -11.0% 29.4K 25.3K -64.3K 0.35 55.32 N/A N/A 1,077 376 91,482 64,226 2019-10-18 $2.11 $2.00 147.2% 44.1% 47.5% 81.0% 154.6% 38.1% -28.2% 31.1K 291.1K -62.5K 1.35 44.83 N/A N/A 348 469 92,104 64,317 2019-10-21 $2.14 $2.00 108.1% 28.9% 43.9% 50.8% 110.1% 12.8% -11.6% 28.2K 1.0M -58.9K 1.00 44.72 N/A N/A 8,844 8,821 91,079 59,058 2019-10-22 $2.12 $2.00 103.7% 31.6% 43.7% 47.3% 84.4% 7.2% -6.8% 35.8K 637.2K -58.9K 0.31 20.15 N/A N/A 569 175 96,668 58,880 2019-10-23 $1.88 $2.00 112.2% 34.4% 60.3% 53.9% 120.0% -29.8% -7.3% 39.3K 2.6M -50.2K 4.20 21.91 N/A N/A 2,150 9,040 97,011 58,812 2019-10-24 $1.63 $2.00 139.5% 42.8% 77.0% 75.1% 107.0% 21.9% -11.2% 37.9K 3.7M -44.7K 6.43 34.95 N/A N/A 5,350 34,391 97,353 62,325 2019-10-25 $1.42 $2.00 113.3% 38.5% 88.6% 54.8% 129.1% 15.7% -5.6% 27.2K 8.5M -35.3K 0.70 23.87 N/A N/A 3,819 2,687 100,960 91,196 2019-10-28 $1.51 $2.00 103.8% 35.0% 93.0% 47.5% 121.9% 18.6% 3.3% 34.2K 3.8M -40.3K 0.23 24.58 N/A N/A 3,521 808 102,565 62,310 2019-10-29 $1.47 $2.00 112.9% 28.8% 92.8% 54.5% 108.7% 24.0% -17.9% 38.1K 4.0M -38.5K 0.06 36.83 N/A N/A 3,770 211 105,320 61,562 2019-10-30 $1.45 $2.00 103.4% 30.4% 88.1% 47.2% 120.4% 17.3% 2.1% 39.5K 3.7M -36.9K 0.02 36.44 N/A N/A 1,806 42 108,068 61,773 2019-10-31 $1.42 $2.00 99.3% 26.0% 88.1% 44.0% 92.9% 23.9% 10.4% 37.3K 3.5M -38.1K 0.01 51.22 N/A N/A 1,987 26 109,957 61,617
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