OPK Options History — April 2020 In April 2020, OPK traded between $1.14 and $2.30. ATM implied volatility averaged 164.0%, placing in the 43.9% IV rank vs the trailing year. The 30-day expected move averaged 49.8%. IV traded above realized volatility by 36.5% (HV 20d: 127.5%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.06.
Notable Days 2020-04-20 : Highest Volume — 95,131 contracts2020-04-06 : Largest IV spike — 42.3% change2020-04-20 : Highest IV Rank — 61.4%2020-04-08 : Largest Expected Move — 65.8%Monthly Statistics Metric Avg Min Max Open Close Price $1.72 $1.14 $2.30 $1.21 $2.22 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 164.0% 124.2% 209.2% 162.2% 124.2% Expected Move 49.8% 37.4% 65.8% 37.4% 44.1% HV 20d 127.5% 94.3% 210.8% 210.8% 100.1% HV 60d 137.7% 130.4% 142.1% 130.4% 142.1% IV Rank 43.9% 28.5% 61.4% 43.2% 28.5% IV Percentile 88.9% 77.4% 94.4% 92.9% 77.4% Term Structure -12.9% -142.9% 100.4% -142.9% 0.2% VWIV 169.7% 133.9% 198.6% 162.1% 155.1% Skew 25d -7.4% -49.7% 41.0% -49.7% -9.6% Skew 10d 7.3% -85.2% 75.3% -24.9% -14.4% Call IV 25d 157.1% 96.9% 213.0% 168.2% 115.7% Put IV 25d 149.7% 106.1% 201.4% 118.5% 106.1% Bid-Ask Spread % 56.86 25.13 82.20 45.11 39.64 Gamma HHI 0.42 0.33 0.76 0.37 0.36 Net GEX 106.8K 27.3K 382.6K 29.5K 150.4K Net DEX -8.0M -15.5M -1.7M -2.3M -13.9M Net VEX -48.5K -66.6K -30.2K -32.9K -66.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.06 0.02 0.21 0.04 0.07 Total Volume 14,912.762 2,591 95,131 3,845 7,317 Total OI 158,806.048 129,800 180,218 150,671 173,199
Daily Data (21 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 2020-04-01 $1.21 $1.00 162.2% 37.4% 210.8% 43.2% 162.1% -49.7% -142.9% 29.5K -2.3M -32.9K 0.04 45.11 N/A N/A 3,681 164 117,088 33,583 2020-04-02 $1.14 $1.00 148.3% 53.7% 192.0% 37.8% 186.9% 31.3% -54.5% 28.3K -1.7M -30.7K 0.21 60.25 N/A N/A 2,147 444 119,083 33,590 2020-04-03 $1.15 $1.00 139.8% 53.8% 181.2% 34.5% 198.6% -33.2% -78.4% 27.5K -2.0M -30.2K 0.07 82.20 N/A N/A 3,853 254 120,021 33,739 2020-04-06 $1.31 $1.00 199.0% 63.4% 190.5% 57.4% 0.0% -46.1% 40.6% 33.6K -2.9M -34.4K 0.03 78.69 N/A N/A 6,048 193 111,676 32,803 2020-04-07 $1.28 $1.00 202.5% 58.4% 156.9% 58.8% 188.3% -8.7% -11.3% 27.3K -2.9M -33.6K 0.05 68.78 N/A N/A 3,223 157 114,639 32,845 2020-04-08 $1.37 $1.00 182.4% 65.8% 157.1% 51.0% 0.0% -46.3% 45.2% 39.1K -3.3M -35.6K 0.16 71.26 N/A N/A 3,701 577 116,012 32,833 2020-04-09 $1.44 $1.00 162.0% 56.2% 140.1% 43.1% 163.1% 30.6% 81.1% 45.9K -3.8M -37.2K 0.05 73.40 N/A N/A 7,484 354 118,022 33,299 2020-04-13 $1.49 $1.00 164.2% 43.0% 94.7% 44.0% 160.6% -22.2% -7.7% 56.8K -4.2M -40.7K 0.08 63.50 N/A N/A 4,260 336 115,568 32,387 2020-04-14 $1.73 $1.00 181.3% 51.9% 107.7% 50.6% 182.1% 33.9% -91.0% 52.1K -6.4M -47.2K 0.02 60.73 N/A N/A 20,008 388 117,925 32,594 2020-04-15 $1.62 $1.00 182.2% 52.2% 110.1% 50.9% 186.8% 41.0% -0.6% 78.0K -5.8M -45.7K 0.03 72.12 N/A N/A 10,779 306 130,030 32,625 2020-04-16 $1.66 $1.00 170.9% 48.8% 96.7% 46.6% 171.9% -24.3% 0.4% 53.8K -6.3M -45.5K 0.04 74.16 N/A N/A 7,244 273 131,161 32,624 2020-04-17 $1.69 $1.00 184.8% 52.0% 94.3% 52.0% 184.2% -41.1% 8.2% 59.5K -6.6M -47.0K 0.03 69.17 N/A N/A 5,256 145 134,653 32,725 2020-04-20 $1.97 $1.00 209.2% 54.1% 107.3% 61.4% 196.7% -11.6% -29.6% 75.8K -8.8M -54.5K 0.02 49.96 N/A N/A 92,928 2,203 101,749 28,051 2020-04-21 $2.01 $1.00 124.6% 54.7% 105.1% 28.7% 192.8% -19.5% -53.5% 196.9K -12.4M -60.7K 0.03 41.83 N/A N/A 39,862 1,105 137,077 29,679 2020-04-22 $2.08 $1.00 166.9% 52.9% 105.0% 45.0% 177.2% -12.8% -60.9% 251.3K -14.9M -63.6K 0.04 35.62 N/A N/A 15,343 690 148,411 30,126 2020-04-23 $2.05 $1.00 159.1% 43.5% 105.3% 42.0% 153.0% -42.0% -7.8% 382.6K -14.3M -61.0K 0.03 51.70 N/A N/A 19,264 542 149,745 30,473 2020-04-24 $2.05 $1.00 165.6% 41.0% 105.3% 44.5% 141.6% 12.4% -0.8% 151.1K -14.0M -60.0K 0.02 41.64 N/A N/A 12,074 244 146,981 30,610 2020-04-27 $2.23 $1.00 139.5% 37.8% 107.7% 34.4% 135.0% 31.2% 100.4% 179.1K -13.6M -62.0K 0.07 45.05 N/A N/A 10,628 774 128,320 29,154 2020-04-28 $2.18 $1.00 139.5% 38.3% 105.6% 34.4% 133.9% 11.8% -6.5% 176.4K -13.3M -62.6K 0.18 44.08 N/A N/A 5,941 1,041 133,883 29,769 2020-04-29 $2.30 $1.00 135.9% 43.7% 104.0% 33.0% 154.9% 18.8% -0.7% 147.4K -15.5M -66.6K 0.10 25.13 N/A N/A 19,947 1,990 135,473 30,702 2020-04-30 $2.22 $1.00 124.2% 44.1% 100.1% 28.5% 155.1% -9.6% 0.2% 150.4K -13.9M -66.4K 0.07 39.64 N/A N/A 6,867 450 140,766 32,433
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