OPK Options History — September 2020 In September 2020, OPK traded between $2.98 and $3.66. ATM implied volatility averaged 110.3%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 29.1%. IV traded above realized volatility by 30.2% (HV 20d: 80.1%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.15.
Notable Days 2020-09-08 : Highest Volume — 33,666 contracts2020-09-24 : Largest IV drop — 47.2% change2020-09-23 : Highest IV Rank — 33.5%2020-09-09 : Largest Expected Move — 35.8%Monthly Statistics Metric Avg Min Max Open Close Price $3.18 $2.98 $3.66 $3.11 $3.66 Max Pain $3.52 $3.00 $4.00 $3.00 $3.00 ATM IV 110.3% 72.3% 137.1% 131.6% 110.2% Expected Move 29.1% 23.7% 35.8% 33.5% 23.8% HV 20d 80.1% 51.2% 91.6% 88.8% 58.4% HV 60d 100.7% 96.5% 102.8% 102.4% 98.1% IV Rank 23.0% 8.5% 33.5% 31.4% 20.2% IV Percentile 42.9% 9.5% 63.1% 59.1% 43.7% Term Structure 10.7% -39.9% 117.3% -0.7% -26.3% VWIV 109.2% 89.5% 136.3% 121.1% 90.1% Skew 25d -18.0% -139.9% 35.8% 33.6% -39.6% Skew 10d -35.5% -139.0% 72.3% 30.8% -31.6% Call IV 25d 129.0% 85.2% 180.6% 171.0% 123.1% Put IV 25d 110.9% 1.4% 204.6% 204.6% 83.5% Bid-Ask Spread % 11.78 3.49 39.04 7.25 37.70 Gamma HHI 0.22 0.17 0.61 0.17 0.20 Net GEX 373.0K 240.8K 916.7K 304.0K 415.2K Net DEX -24.7M -33.5M -20.5M -21.4M -33.5M Net VEX -172.3K -191.6K -160.8K -171.6K -191.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.15 0.08 0.26 0.23 0.12 Total Volume 14,050.429 4,375 33,666 16,183 22,662 Total OI 306,196.143 246,862 356,078 321,010 260,761
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 2020-09-01 $3.11 $3.00 131.6% 33.5% 88.8% 31.4% 121.1% 33.6% -0.7% 304.0K -21.4M -171.6K 0.23 7.25 N/A N/A 13,139 3,044 263,281 57,729 2020-09-02 $3.25 $3.00 118.2% 27.8% 91.6% 26.2% 103.2% 35.8% 46.5% 350.4K -26.6M -180.6K 0.23 23.49 N/A N/A 14,313 3,239 268,183 57,726 2020-09-03 $3.12 $4.00 123.4% 31.3% 87.2% 28.2% 115.9% -24.9% -0.2% 352.3K -23.2M -177.5K 0.25 4.81 N/A N/A 10,503 2,601 273,861 58,419 2020-09-04 $3.05 $4.00 108.1% 35.5% 86.9% 22.3% 134.1% -28.1% 117.3% 268.3K -27.2M -160.8K 0.11 39.04 N/A N/A 21,442 2,338 278,477 58,510 2020-09-08 $3.21 $4.00 132.6% 35.4% 91.6% 31.8% 130.8% -12.5% 18.7% 384.9K -27.0M -179.9K 0.08 8.32 N/A N/A 31,126 2,540 275,128 55,904 2020-09-09 $3.10 $4.00 123.8% 35.8% 88.8% 28.4% 136.3% 0.1% -36.2% 460.5K -26.4M -176.1K 0.14 16.91 N/A N/A 14,832 2,039 290,719 57,365 2020-09-10 $3.09 $4.00 131.2% 32.7% 88.3% 31.2% 126.7% 3.4% -30.0% 488.7K -27.1M -171.9K 0.10 16.93 N/A N/A 11,682 1,213 294,346 57,812 2020-09-11 $2.98 $4.00 99.0% 31.2% 86.2% 18.8% 116.0% 35.2% 11.7% 916.7K -20.5M -166.6K 0.26 4.17 N/A N/A 9,929 2,629 297,927 58,151 2020-09-14 $3.14 $4.00 95.7% 26.8% 90.2% 17.5% 101.8% -32.7% 19.8% 379.6K -23.4M -170.0K 0.15 5.74 N/A N/A 17,007 2,629 277,169 55,984 2020-09-15 $3.15 $4.00 100.7% 28.8% 82.6% 19.4% 115.1% -40.5% -6.4% 442.8K -24.0M -171.2K 0.10 4.94 N/A N/A 13,686 1,429 281,693 56,089 2020-09-16 $3.17 $4.00 101.4% 29.1% 83.2% 19.7% 111.9% -14.2% 12.0% 427.7K -25.0M -170.9K 0.23 3.57 N/A N/A 8,084 1,860 281,772 55,837 2020-09-17 $3.14 $4.00 118.4% 30.9% 82.4% 26.3% 112.7% -25.0% 85.1% 425.6K -25.4M -170.3K 0.14 4.72 N/A N/A 3,853 522 283,407 55,641 2020-09-18 $3.17 $4.00 97.0% 26.8% 83.2% 18.0% 103.3% -25.9% -4.2% 240.8K -25.7M -168.2K 0.13 6.75 N/A N/A 9,018 1,153 283,897 55,283 2020-09-21 $3.26 $3.00 106.9% 29.1% 85.1% 21.8% 102.3% 35.2% -24.3% 269.8K -23.6M -174.4K 0.08 9.15 N/A N/A 13,341 1,127 203,463 43,399 2020-09-22 $3.22 $3.00 96.8% 26.9% 85.1% 17.9% 101.2% 30.2% 26.0% 294.5K -23.2M -172.0K 0.08 7.46 N/A N/A 6,530 551 210,700 44,012 2020-09-23 $3.07 $3.00 137.1% 25.4% 83.0% 33.5% 94.5% -139.9% -39.9% 255.7K -21.0M -164.0K 0.13 3.68 N/A N/A 6,181 815 212,141 44,142 2020-09-24 $3.08 $3.00 72.3% 25.4% 78.9% 8.5% 93.5% -39.1% 72.2% 250.6K -21.2M -163.6K 0.15 22.61 N/A N/A 4,719 726 213,646 44,383 2020-09-25 $3.22 $3.00 105.2% 23.7% 51.2% 21.1% 89.5% -137.4% -27.8% 280.5K -22.4M -169.5K 0.16 3.49 N/A N/A 7,270 1,188 214,498 44,154 2020-09-28 $3.19 $3.00 103.5% 25.9% 51.3% 20.5% 103.1% 18.8% 3.4% 277.1K -23.0M -167.5K 0.09 3.68 N/A N/A 6,208 539 207,871 42,705 2020-09-29 $3.44 $3.00 103.0% 25.1% 57.6% 20.3% 90.9% -11.6% 7.4% 347.9K -27.9M -179.3K 0.11 12.88 N/A N/A 15,580 1,772 210,855 43,079 2020-09-30 $3.66 $3.00 110.2% 23.8% 58.4% 20.2% 90.1% -39.6% -26.3% 415.2K -33.5M -191.6K 0.12 37.70 N/A N/A 20,233 2,429 216,886 43,875
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