OPK Options History — June 2020 In June 2020, OPK traded between $2.27 and $3.42. ATM implied volatility averaged 138.2%, placing in the 33.9% IV rank vs the trailing year. The 30-day expected move averaged 39.3%. IV traded above realized volatility by 47.3% (HV 20d: 91.0%). Max pain ranged from $2.00 to $2.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.09.
Notable Days 2020-06-08 : Highest Volume — 46,355 contracts2020-06-08 : Largest IV spike — 19.2% change2020-06-02 : Highest IV Rank — 45.0%2020-06-12 : Largest Expected Move — 46.6%Monthly Statistics Metric Avg Min Max Open Close Price $2.60 $2.27 $3.42 $2.45 $3.42 Max Pain $2.00 $2.00 $2.00 $2.00 $2.00 ATM IV 138.2% 104.5% 166.8% 155.1% 128.7% Expected Move 39.3% 28.2% 46.6% 45.9% 36.0% HV 20d 91.0% 75.0% 110.2% 110.2% 89.6% HV 60d 108.5% 96.0% 143.3% 143.3% 100.0% IV Rank 33.9% 20.9% 45.0% 40.5% 30.3% IV Percentile 73.2% 54.8% 88.5% 83.7% 67.1% Term Structure -2.2% -28.4% 23.2% -14.3% 12.9% VWIV 136.2% 96.9% 162.3% 162.3% 122.7% Skew 25d 4.6% -13.1% 44.6% 28.4% -8.6% Skew 10d 34.4% -24.8% 93.8% 26.0% -24.8% Call IV 25d 136.4% 95.4% 165.2% 150.3% 121.7% Put IV 25d 141.0% 112.1% 178.6% 178.6% 113.1% Bid-Ask Spread % 21.64 13.25 38.62 19.71 14.97 Gamma HHI 0.34 0.28 0.51 0.28 0.37 Net GEX 230.4K 138.1K 389.1K 204.7K 245.2K Net DEX -18.3M -26.6M -11.7M -16.0M -25.6M Net VEX -83.7K -103.4K -76.5K -78.1K -103.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.09 0.02 0.26 0.03 0.09 Total Volume 13,891.818 4,447 46,355 22,691 33,984 Total OI 197,014.5 151,080 226,333 187,867 167,958
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 2020-06-01 $2.45 $2.00 155.1% 45.9% 110.2% 40.5% 162.3% 28.4% -14.3% 204.7K -16.0M -78.1K 0.03 19.71 N/A N/A 21,952 739 150,100 37,767 2020-06-02 $2.41 $2.00 166.8% 45.8% 104.3% 45.0% 156.1% 44.6% -26.3% 220.0K -16.3M -80.2K 0.04 14.91 N/A N/A 8,646 346 157,838 38,264 2020-06-03 $2.28 $2.00 162.4% 45.5% 106.2% 43.3% 155.4% -13.1% -28.4% 188.3K -13.9M -76.5K 0.03 18.99 N/A N/A 9,235 316 160,482 38,525 2020-06-04 $2.27 $2.00 151.7% 40.6% 106.0% 39.2% 148.5% -12.0% -3.2% 192.3K -14.2M -77.0K 0.18 14.02 N/A N/A 7,096 1,262 164,335 38,731 2020-06-05 $2.34 $2.00 138.3% 42.1% 90.1% 34.0% 149.3% -8.8% -2.6% 202.6K -15.9M -80.1K 0.03 16.71 N/A N/A 8,175 231 167,618 38,954 2020-06-08 $2.69 $2.00 164.9% 45.9% 100.8% 44.3% 158.2% 13.9% -17.4% 237.5K -23.1M -88.6K 0.02 19.71 N/A N/A 45,355 1,000 161,521 38,252 2020-06-09 $2.65 $2.00 159.0% 41.3% 90.4% 42.0% 147.0% 14.6% -8.8% 290.6K -23.0M -78.6K 0.03 20.66 N/A N/A 22,470 652 181,736 39,166 2020-06-10 $2.76 $2.00 154.0% 41.8% 90.9% 40.0% 146.1% 12.2% -15.4% 268.3K -26.6M -91.8K 0.03 24.35 N/A N/A 23,165 672 184,190 39,540 2020-06-11 $2.51 $2.00 138.2% 44.6% 95.8% 33.9% 153.5% 8.3% 19.1% 284.3K -20.5M -87.1K 0.14 17.83 N/A N/A 7,079 1,018 184,970 39,778 2020-06-12 $2.46 $2.00 158.8% 46.6% 91.0% 41.9% 156.3% 5.2% 4.4% 263.9K -18.5M -82.8K 0.05 16.82 N/A N/A 7,004 376 186,534 39,799 2020-06-15 $2.55 $2.00 143.2% 41.1% 91.8% 35.9% 146.2% 2.9% -12.3% 288.0K -21.3M -83.4K 0.04 17.83 N/A N/A 7,755 290 177,387 38,699 2020-06-16 $2.54 $2.00 147.2% 42.2% 88.9% 37.4% 149.9% -13.0% 1.5% 287.5K -21.5M -83.2K 0.03 20.51 N/A N/A 10,151 286 179,429 38,764 2020-06-17 $2.56 $2.00 136.2% 39.0% 88.6% 33.2% 137.9% -0.1% 18.3% 302.7K -21.9M -83.0K 0.24 32.38 N/A N/A 5,425 1,313 183,438 38,936 2020-06-18 $2.55 $2.00 136.6% 39.2% 88.5% 33.3% 134.9% -6.6% 6.8% 389.1K -21.4M -82.0K 0.14 13.25 N/A N/A 4,648 633 183,734 40,147 2020-06-19 $2.51 $2.00 129.7% 38.2% 88.6% 30.6% 133.0% -11.6% -4.4% 138.1K -18.7M -78.8K 0.13 27.81 N/A N/A 4,715 612 184,446 40,399 2020-06-22 $2.59 $2.00 106.3% 32.2% 87.3% 21.6% 97.0% 4.8% -3.3% 162.0K -11.7M -80.4K 0.17 38.62 N/A N/A 12,673 2,093 120,499 30,581 2020-06-23 $2.64 $2.00 111.1% 28.2% 80.6% 23.4% 96.9% 15.6% 23.2% 139.2K -13.0M -82.0K 0.26 14.77 N/A N/A 8,411 2,197 128,349 32,629 2020-06-24 $2.59 $2.00 111.9% 32.3% 80.7% 23.7% 100.9% 0.6% -13.0% 203.7K -12.5M -82.8K 0.08 27.85 N/A N/A 4,132 315 131,569 33,829 2020-06-25 $2.66 $2.00 104.5% 30.4% 77.7% 20.9% 107.1% 23.5% 7.4% 192.0K -13.8M -83.7K 0.06 28.54 N/A N/A 4,405 256 132,710 34,051 2020-06-26 $2.79 $2.00 120.5% 32.7% 78.4% 27.1% 119.2% 5.5% 0.3% 169.0K -16.2M -86.7K 0.10 26.50 N/A N/A 11,616 1,116 134,087 34,256 2020-06-29 $2.94 $2.00 116.0% 32.6% 75.0% 25.3% 117.5% -4.5% 7.3% 201.0K -17.0M -91.1K 0.09 29.32 N/A N/A 19,952 1,853 126,175 34,147 2020-06-30 $3.42 $2.00 128.7% 36.0% 89.6% 30.3% 122.7% -8.6% 12.9% 245.2K -25.6M -103.4K 0.09 14.97 N/A N/A 31,258 2,726 132,456 35,502
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