OPK Options History — March 2020 In March 2020, OPK traded between $1.30 and $2.34. ATM implied volatility averaged 209.7%, placing in the 66.8% IV rank vs the trailing year. The 30-day expected move averaged 63.2%. IV traded above realized volatility by 35.7% (HV 20d: 174.0%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.07.
Notable Days 2020-03-06 : Highest Volume — 139,066 contracts2020-03-05 : Largest IV spike — 111.5% change2020-03-05 : Highest IV Rank — 100.0%2020-03-09 : Largest Expected Move — 84.4%Monthly Statistics Metric Avg Min Max Open Close Price $1.61 $1.30 $2.34 $1.52 $1.30 Max Pain $1.45 $1.00 $2.00 $2.00 $1.00 ATM IV 209.7% 67.3% 309.0% 100.0% 148.7% Expected Move 63.2% 23.6% 84.4% 23.6% 47.9% HV 20d 174.0% 68.0% 217.7% 68.2% 212.5% HV 60d 107.5% 51.8% 129.6% 51.8% 129.6% IV Rank 66.8% 19.2% 100.0% 44.5% 38.0% IV Percentile 92.7% 14.7% 100.0% 81.0% 91.3% Term Structure -17.3% -120.2% 73.4% 26.3% -92.3% VWIV 224.8% 79.0% 303.4% 79.0% 139.9% Skew 25d -30.1% -219.0% 119.4% -22.3% -47.8% Skew 10d -34.3% -198.6% 160.9% 1.8% -29.7% Call IV 25d 215.3% 66.5% 312.4% 115.4% 175.3% Put IV 25d 185.2% 84.9% 309.1% 93.0% 127.4% Bid-Ask Spread % 40.42 11.20 115.99 98.66 36.26 Gamma HHI 0.35 0.25 0.56 0.43 0.39 Net GEX 57.0K 25.7K 102.0K 26.4K 34.8K Net DEX -6.0M -18.3M 409.6K 409.6K -2.7M Net VEX -45.4K -65.4K -26.1K -26.1K -35.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.07 0.00 0.22 0.03 0.05 Total Volume 32,457.591 1,070 139,066 1,070 4,951 Total OI 173,409 91,344 224,673 91,344 148,586
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 2020-03-02 $1.52 $2.00 100.0% 23.6% 68.2% 44.5% 79.0% -22.3% 26.3% 26.4K 409.6K -26.1K 0.03 98.66 N/A N/A 1,039 31 61,071 30,273 2020-03-03 $1.49 $2.00 67.3% 25.4% 68.0% 19.2% 0.0% 18.4% 8.4% 25.7K 227.2K -27.3K 0.00 115.99 N/A N/A 11,337 0 61,832 30,289 2020-03-04 $1.62 $2.00 124.2% 65.7% 74.0% 63.3% 135.8% 10.3% -41.1% 42.1K -2.5M -39.1K 0.00 96.89 N/A N/A 37,374 120 72,350 30,290 2020-03-05 $2.02 $1.00 262.7% 64.6% 105.8% 100.0% 222.2% 1.3% -9.2% 45.4K -7.6M -49.2K 0.01 26.40 N/A N/A 133,613 1,812 90,054 30,384 2020-03-06 $2.34 $2.00 251.0% 68.1% 111.6% 94.7% 283.2% -219.0% -43.0% 83.5K -18.3M -63.9K 0.12 47.89 N/A N/A 123,989 15,077 128,954 31,473 2020-03-09 $2.25 $2.00 309.0% 84.4% 113.1% 100.0% 303.4% -1.4% -8.1% 92.8K -16.9M -65.4K 0.15 11.20 N/A N/A 70,412 10,360 155,707 42,177 2020-03-10 $1.64 $2.00 173.0% 68.4% 163.8% 49.0% 230.0% -93.3% 39.9% 86.8K -6.5M -52.8K 0.22 31.28 N/A N/A 35,308 7,764 169,899 45,077 2020-03-11 $1.75 $2.00 231.3% 68.4% 165.4% 70.8% 237.7% -30.1% 18.5% 90.9K -8.6M -56.4K 0.10 15.88 N/A N/A 26,539 2,659 172,403 48,186 2020-03-12 $1.42 $2.00 219.2% 61.6% 181.8% 66.3% 232.7% -34.1% 4.9% 66.8K -4.7M -46.0K 0.19 36.64 N/A N/A 14,435 2,768 174,806 48,979 2020-03-13 $1.88 $2.00 230.9% 75.6% 208.3% 70.7% 272.1% -165.6% -36.7% 102.0K -10.5M -59.3K 0.08 27.31 N/A N/A 73,216 5,588 175,325 49,348 2020-03-16 $1.75 $2.00 251.9% 70.2% 210.2% 78.6% 242.8% -3.3% 15.5% 52.4K -7.5M -52.9K 0.08 22.25 N/A N/A 22,279 1,866 163,620 43,349 2020-03-17 $1.76 $1.00 255.5% 73.1% 210.2% 79.5% 264.5% -18.9% -13.8% 55.4K -7.3M -51.2K 0.06 18.22 N/A N/A 28,393 1,668 166,896 43,164 2020-03-18 $1.52 $1.00 270.8% 77.6% 216.9% 85.4% 263.5% -75.2% -10.4% 82.2K -6.1M -47.8K 0.08 20.35 N/A N/A 20,683 1,599 171,747 43,331 2020-03-19 $1.44 $1.00 227.6% 67.5% 217.7% 68.8% 251.7% -5.5% 1.8% 59.0K -4.9M -43.1K 0.10 32.32 N/A N/A 7,850 822 174,428 43,220 2020-03-20 $1.44 $1.00 240.8% 72.0% 217.3% 73.9% 251.2% 119.4% -60.5% 46.9K -4.5M -43.6K 0.07 25.69 N/A N/A 16,069 1,166 174,764 43,099 2020-03-23 $1.38 $1.00 202.9% 69.8% 216.2% 59.3% 244.4% -5.7% -26.6% 47.2K -4.2M -40.0K 0.03 25.17 N/A N/A 10,085 313 119,484 35,329 2020-03-24 $1.38 $1.00 233.2% 63.5% 214.9% 70.9% 221.1% 1.2% -44.1% 48.8K -4.0M -40.3K 0.03 51.54 N/A N/A 5,437 171 123,879 35,479 2020-03-25 $1.37 $1.00 189.6% 67.6% 214.7% 54.2% 240.0% -1.5% -77.7% 41.0K -3.8M -39.7K 0.02 49.76 N/A N/A 4,875 110 125,883 35,550 2020-03-26 $1.37 $1.00 241.2% 58.7% 212.4% 73.8% 202.5% -39.4% 73.4% 42.1K -3.7M -39.6K 0.08 21.40 N/A N/A 3,621 272 126,889 35,596 2020-03-27 $1.41 $1.00 226.1% 59.7% 212.5% 67.9% 204.8% -16.5% 15.0% 45.5K -4.3M -41.6K 0.09 34.77 N/A N/A 3,709 344 129,379 35,639 2020-03-30 $1.34 $1.00 157.4% 55.8% 212.3% 41.4% 198.3% -34.1% -120.2% 36.7K -3.1M -38.1K 0.03 43.39 N/A N/A 4,199 144 113,310 33,500 2020-03-31 $1.30 $1.00 148.7% 47.9% 212.5% 38.0% 139.9% -47.8% -92.3% 34.8K -2.7M -35.2K 0.05 36.26 N/A N/A 4,730 221 115,041 33,545
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