OPK Options History — July 2020 In July 2020, OPK traded between $3.46 and $6.08. ATM implied volatility averaged 147.8%, placing in the 37.6% IV rank vs the trailing year. The 30-day expected move averaged 40.0%. IV traded above realized volatility by 59.8% (HV 20d: 88.0%). Max pain ranged from $2.00 to $4.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.12.
Notable Days 2020-07-21 : Highest Volume — 147,321 contracts2020-07-21 : Largest IV spike — 19.9% change2020-07-21 : Highest IV Rank — 53.6%2020-07-21 : Largest Expected Move — 53.5%Monthly Statistics Metric Avg Min Max Open Close Price $4.68 $3.46 $6.08 $3.46 $5.07 Max Pain $3.16 $2.00 $4.00 $2.00 $4.00 ATM IV 147.8% 129.5% 189.0% 135.5% 147.7% Expected Move 40.0% 32.7% 53.5% 35.8% 39.2% HV 20d 88.0% 61.7% 125.7% 85.5% 125.7% HV 60d 96.6% 87.0% 106.3% 97.2% 106.3% IV Rank 37.6% 30.6% 53.6% 32.9% 37.6% IV Percentile 76.1% 64.3% 92.1% 69.4% 75.0% Term Structure 0.8% -22.7% 30.2% 15.5% 5.2% VWIV 143.7% 124.0% 188.2% 126.5% 142.8% Skew 25d -17.4% -35.8% 8.0% -26.2% -13.8% Skew 10d -15.5% -44.3% 21.8% -28.2% -37.8% Call IV 25d 166.3% 141.8% 194.1% 164.7% 157.3% Put IV 25d 148.9% 129.1% 184.2% 138.5% 143.6% Bid-Ask Spread % 18.09 5.34 44.16 31.77 10.26 Gamma HHI 0.23 0.15 0.48 0.30 0.19 Net GEX 534.5K 285.1K 974.0K 286.4K 822.2K Net DEX -58.1M -101.4M -27.6M -27.6M -68.6M Net VEX -152.5K -214.7K -105.0K -105.0K -206.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.12 0.02 0.27 0.04 0.17 Total Volume 41,316.364 7,857 147,321 39,500 136,894 Total OI 244,385.955 177,906 357,898 177,906 357,898
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 2020-07-01 $3.46 $2.00 135.5% 35.8% 85.5% 32.9% 126.5% -26.2% 15.5% 286.4K -27.6M -105.0K 0.04 31.77 N/A N/A 38,131 1,369 141,974 35,932 2020-07-02 $3.54 $2.00 131.9% 32.7% 84.9% 31.5% 124.0% -27.9% 30.2% 285.1K -30.5M -109.6K 0.06 42.22 N/A N/A 13,256 768 150,407 36,641 2020-07-06 $3.75 $2.00 157.5% 38.1% 85.8% 41.4% 132.3% -10.3% -0.5% 304.2K -32.6M -108.9K 0.22 32.07 N/A N/A 24,878 5,403 144,496 36,071 2020-07-07 $3.83 $3.00 141.3% 36.3% 74.1% 35.1% 128.4% -16.4% -9.7% 363.9K -35.3M -116.5K 0.23 15.85 N/A N/A 9,019 2,113 157,630 40,619 2020-07-08 $4.08 $3.00 138.1% 36.1% 74.8% 33.9% 132.2% 0.6% -3.3% 406.4K -41.4M -120.9K 0.08 16.41 N/A N/A 26,115 2,069 159,833 41,478 2020-07-09 $4.03 $3.00 141.6% 38.5% 75.3% 35.2% 138.9% -10.2% 17.5% 462.8K -40.3M -120.0K 0.05 14.03 N/A N/A 29,898 1,601 166,877 42,666 2020-07-10 $4.02 $3.00 143.0% 36.4% 62.9% 35.8% 133.1% -22.8% -10.1% 714.4K -42.0M -130.5K 0.02 44.16 N/A N/A 20,849 335 176,243 43,940 2020-07-13 $3.96 $3.00 152.8% 41.1% 62.5% 39.6% 143.0% -6.3% -22.7% 366.5K -38.6M -128.4K 0.06 15.96 N/A N/A 15,987 1,023 166,772 42,190 2020-07-14 $4.01 $3.00 136.7% 39.4% 62.4% 33.3% 140.8% 0.4% 4.2% 383.2K -39.8M -128.8K 0.05 36.64 N/A N/A 11,399 619 171,735 42,578 2020-07-15 $4.08 $3.00 129.5% 38.9% 61.7% 30.6% 141.3% -32.0% 8.7% 405.8K -42.2M -132.3K 0.12 14.71 N/A N/A 11,191 1,389 175,704 43,126 2020-07-16 $4.04 $3.00 140.7% 38.2% 62.6% 34.9% 147.1% 8.0% -12.6% 395.8K -41.2M -131.9K 0.02 14.47 N/A N/A 7,680 177 177,936 43,899 2020-07-17 $4.61 $3.00 146.7% 40.2% 72.7% 37.2% 143.1% -25.6% -10.9% 314.4K -56.0M -138.9K 0.08 11.71 N/A N/A 48,026 4,015 181,004 44,059 2020-07-20 $4.93 $3.00 157.6% 44.0% 71.8% 41.4% 157.2% -35.8% 2.0% 366.7K -54.2M -145.3K 0.09 40.18 N/A N/A 50,669 4,384 165,526 42,813 2020-07-21 $6.08 $3.00 189.0% 53.5% 95.1% 53.6% 188.2% -9.9% 11.3% 446.3K -85.6M -161.1K 0.11 11.75 N/A N/A 132,351 14,970 184,675 46,518 2020-07-22 $5.51 $3.00 162.3% 46.5% 107.3% 43.2% 163.1% -24.3% 1.7% 682.7K -78.6M -183.9K 0.27 7.20 N/A N/A 37,911 10,064 226,825 56,101 2020-07-23 $5.62 $3.50 142.6% 40.5% 105.5% 35.6% 146.0% -19.8% 4.0% 811.6K -82.9M -186.3K 0.14 6.15 N/A N/A 32,834 4,599 236,025 60,107 2020-07-24 $5.26 $4.00 139.0% 38.5% 111.9% 34.2% 140.6% -18.9% 10.8% 589.6K -71.0M -185.2K 0.21 6.07 N/A N/A 30,697 6,413 243,891 61,355 2020-07-27 $5.88 $4.00 154.3% 41.0% 115.1% 40.2% 144.5% -21.4% -6.4% 692.0K -88.7M -190.5K 0.15 5.34 N/A N/A 39,549 5,881 223,113 54,324 2020-07-28 $5.62 $4.00 142.9% 40.3% 118.6% 35.7% 145.2% -21.3% 3.4% 771.6K -85.0M -203.7K 0.17 6.30 N/A N/A 24,745 4,322 243,885 58,538 2020-07-29 $5.81 $4.00 155.5% 41.4% 110.0% 40.6% 145.1% -22.7% -10.6% 912.1K -95.3M -206.7K 0.12 8.74 N/A N/A 37,059 4,587 257,719 59,802 2020-07-30 $5.86 $4.00 164.7% 44.1% 110.1% 44.2% 158.0% -25.7% -10.5% 974.0K -101.4M -214.7K 0.11 6.07 N/A N/A 48,476 5,245 272,052 61,514 2020-07-31 $5.07 $4.00 147.7% 39.2% 125.7% 37.6% 142.8% -13.8% 5.2% 822.2K -68.6M -206.2K 0.17 10.26 N/A N/A 117,195 19,699 293,494 64,404
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