OPK Options History — October 2020 In October 2020, OPK traded between $3.50 and $4.65. ATM implied volatility averaged 112.2%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 33.1%. IV traded above realized volatility by 41.0% (HV 20d: 71.2%). Max pain ranged from $2.00 to $3.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.09.
Notable Days 2020-10-19 : Highest Volume — 44,027 contracts2020-10-23 : Largest IV spike — 66.5% change2020-10-23 : Highest IV Rank — 51.8%2020-10-23 : Largest Expected Move — 51.4%Monthly Statistics Metric Avg Min Max Open Close Price $4.22 $3.50 $4.65 $3.85 $3.50 Max Pain $3.09 $2.00 $3.50 $3.00 $3.50 ATM IV 112.2% 75.0% 188.9% 120.5% 89.4% Expected Move 33.1% 20.1% 51.4% 20.1% 34.8% HV 20d 71.2% 50.0% 101.5% 59.0% 101.5% HV 60d 89.8% 78.9% 99.3% 97.8% 86.8% IV Rank 21.0% 6.1% 51.8% 24.3% 11.8% IV Percentile 42.9% 9.5% 91.7% 50.8% 22.2% Term Structure -3.9% -156.3% 72.4% 25.0% 58.6% VWIV 116.2% 74.5% 148.5% 74.5% 124.4% Skew 25d -37.7% -158.3% 35.2% 32.3% -68.9% Skew 10d -14.0% -86.5% 70.1% 70.1% -86.5% Call IV 25d 128.8% 99.0% 167.0% 106.9% 135.9% Put IV 25d 91.1% 1.7% 139.2% 139.2% 67.0% Bid-Ask Spread % 18.82 6.01 46.97 17.50 13.05 Gamma HHI 0.20 0.17 0.28 0.26 0.18 Net GEX 595.1K 415.6K 754.5K 481.1K 501.0K Net DEX -51.0M -63.6M -29.0M -39.4M -29.0M Net VEX -224.1K -240.7K -187.2K -201.3K -187.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.09 0.03 0.17 0.04 0.16 Total Volume 19,974.182 7,927 44,027 16,645 39,973 Total OI 299,267.955 269,291 325,236 269,291 325,236
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 2020-10-01 $3.85 $3.00 120.5% 20.1% 59.0% 24.3% 74.5% 32.3% 25.0% 481.1K -39.4M -201.3K 0.04 17.50 N/A N/A 15,946 699 223,963 45,328 2020-10-02 $3.94 $3.00 146.5% 29.0% 56.2% 34.8% 96.3% -86.9% 2.3% 415.6K -42.2M -206.2K 0.06 46.97 N/A N/A 19,590 1,153 227,713 45,237 2020-10-05 $4.15 $2.00 122.2% 33.9% 56.4% 25.0% 118.2% -67.9% -15.2% 497.0K -47.7M -218.0K 0.10 6.01 N/A N/A 13,698 1,323 227,636 43,691 2020-10-06 $4.39 $2.00 83.1% 28.7% 56.9% 9.3% 100.8% -133.8% -16.8% 545.1K -54.4M -227.7K 0.07 13.63 N/A N/A 35,188 2,381 232,330 46,103 2020-10-07 $4.38 $3.00 90.9% 27.0% 54.1% 12.4% 98.9% -48.4% -13.8% 660.2K -54.4M -230.7K 0.17 6.15 N/A N/A 14,449 2,513 242,834 47,640 2020-10-08 $4.56 $3.00 122.2% 29.2% 54.2% 25.0% 101.4% -10.8% 31.2% 754.5K -60.5M -235.5K 0.09 29.96 N/A N/A 15,587 1,385 246,261 48,647 2020-10-09 $4.65 $3.00 109.7% 26.0% 50.0% 20.0% 92.5% -28.6% -26.9% 605.5K -63.6M -238.5K 0.08 10.48 N/A N/A 17,690 1,380 249,054 49,070 2020-10-12 $4.08 $3.00 97.2% 31.4% 72.6% 15.0% 117.8% -38.1% -4.0% 549.0K -44.4M -217.6K 0.17 7.18 N/A N/A 20,974 3,576 242,940 47,684 2020-10-13 $4.22 $3.00 110.6% 31.6% 72.8% 20.3% 115.1% -27.9% 5.1% 617.6K -49.7M -228.7K 0.09 6.96 N/A N/A 13,947 1,280 251,328 48,872 2020-10-14 $4.10 $3.00 124.8% 31.3% 74.4% 26.0% 114.2% -15.0% -36.3% 689.3K -46.5M -225.5K 0.07 8.91 N/A N/A 7,420 507 258,930 49,061 2020-10-15 $4.21 $3.00 93.5% 34.5% 74.1% 13.5% 124.0% -12.4% 39.9% 502.3K -50.7M -226.6K 0.03 25.44 N/A N/A 11,792 403 259,364 49,213 2020-10-16 $4.31 $3.00 141.5% 32.6% 74.1% 32.7% 115.3% -11.9% -38.6% 567.6K -53.4M -230.5K 0.09 33.25 N/A N/A 13,367 1,177 263,811 49,128 2020-10-19 $4.62 $3.00 103.1% 33.0% 76.5% 17.3% 114.0% 21.7% 3.5% 623.2K -61.4M -240.7K 0.07 40.47 N/A N/A 41,221 2,806 240,125 44,706 2020-10-20 $4.46 $3.00 121.6% 34.7% 78.1% 24.8% 121.3% -22.4% 70.4% 722.2K -62.9M -223.6K 0.09 30.85 N/A N/A 19,891 1,842 256,625 46,308 2020-10-21 $4.16 $3.50 118.5% 34.0% 80.8% 23.5% 126.6% -26.4% 3.1% 703.1K -49.8M -227.3K 0.14 9.31 N/A N/A 11,914 1,670 261,298 47,584 2020-10-22 $4.28 $3.50 113.5% 30.5% 80.8% 21.5% 104.3% -6.8% 36.1% 570.7K -53.2M -227.3K 0.12 18.74 N/A N/A 8,706 1,003 265,171 48,477 2020-10-23 $4.28 $3.50 188.9% 51.4% 80.3% 51.8% 131.2% -14.7% 72.4% 540.9K -54.7M -230.0K 0.03 37.46 N/A N/A 25,066 715 267,860 48,393 2020-10-26 $4.33 $3.50 96.0% 37.7% 79.8% 14.5% 134.9% -158.3% -156.3% 642.5K -53.6M -230.7K 0.09 25.99 N/A N/A 15,736 1,453 253,718 46,425 2020-10-27 $4.12 $3.50 93.0% 34.3% 79.6% 13.3% 134.1% -77.7% -44.1% 636.0K -47.9M -224.0K 0.07 9.99 N/A N/A 16,058 1,134 260,680 47,183 2020-10-28 $4.05 $3.50 75.0% 40.7% 77.6% 6.1% 147.7% 35.2% -94.9% 610.3K -47.9M -223.8K 0.06 9.08 N/A N/A 12,932 792 264,480 47,925 2020-10-29 $4.21 $3.50 107.2% 41.2% 76.8% 19.0% 148.5% -62.0% 13.0% 656.7K -53.7M -228.7K 0.13 6.71 N/A N/A 16,906 2,189 267,571 48,292 2020-10-30 $3.50 $3.50 89.4% 34.8% 101.5% 11.8% 124.4% -68.9% 58.6% 501.0K -29.0M -187.2K 0.16 13.05 N/A N/A 34,380 5,593 275,986 49,250
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