OPK Options History — March 2021 In March 2021, OPK traded between $4.16 and $4.90. ATM implied volatility averaged 81.7%, placing in the 28.5% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 14.6% (HV 20d: 67.1%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.17.
Notable Days 2021-03-15 : Highest Volume — 22,617 contracts2021-03-03 : Largest IV spike — 147.9% change2021-03-01 : Highest IV Rank — 52.7%2021-03-23 : Largest Expected Move — 29.2%Monthly Statistics Metric Avg Min Max Open Close Price $4.50 $4.16 $4.90 $4.65 $4.30 Max Pain $4.26 $4.00 $5.00 $4.00 $4.00 ATM IV 81.7% 51.4% 166.1% 166.1% 54.6% Expected Move 20.0% 16.1% 29.2% 20.8% 16.1% HV 20d 67.1% 57.0% 87.3% 87.3% 60.6% HV 60d 70.2% 67.7% 72.1% 71.4% 70.7% IV Rank 28.5% 14.8% 52.7% 52.7% 23.6% IV Percentile 17.1% 0.8% 87.3% 87.3% 1.6% Term Structure 5.5% -93.8% 115.2% 43.0% -11.8% VWIV 69.6% 53.5% 83.5% 75.7% 53.5% Skew 25d -6.7% -171.6% 111.7% -23.3% 8.5% Skew 10d 9.1% -80.1% 106.2% -80.1% 66.2% Call IV 25d 84.5% 54.1% 177.8% 108.7% 70.3% Put IV 25d 77.7% 6.3% 195.1% 85.3% 78.8% Bid-Ask Spread % 90.83 32.17 135.72 98.79 119.21 Gamma HHI 0.29 0.21 0.57 0.21 0.27 Net GEX 551.1K 300.7K 981.8K 681.7K 335.7K Net DEX -33.1M -47.2M -20.2M -43.2M -20.2M Net VEX -221.6K -244.2K -201.1K -244.2K -201.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.17 0.02 0.46 0.10 0.10 Total Volume 7,407.696 2,380 22,617 11,838 3,023 Total OI 251,083.043 193,343 283,824 271,028 200,392
Daily Data (23 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 2021-03-01 $4.65 $4.00 166.1% 20.8% 87.3% 52.7% 75.7% -23.3% 43.0% 681.7K -43.2M -244.2K 0.10 98.79 N/A N/A 10,792 1,046 221,832 49,196 2021-03-02 $4.65 $4.00 51.4% 20.2% 75.9% 14.8% 77.5% -171.6% -90.7% 595.8K -38.0M -238.8K 0.14 113.01 N/A N/A 4,782 646 226,412 49,959 2021-03-03 $4.36 $4.00 127.4% 20.9% 67.4% 39.9% 83.5% -59.0% 57.4% 588.2K -35.9M -229.9K 0.43 95.81 N/A N/A 4,343 1,861 227,708 49,965 2021-03-04 $4.22 $4.00 96.3% 18.2% 67.6% 29.6% 81.9% -51.4% -69.5% 577.3K -30.8M -217.2K 0.12 135.72 N/A N/A 14,694 1,813 228,471 51,123 2021-03-05 $4.16 $4.00 95.9% 21.4% 66.8% 29.5% 76.6% 111.7% 36.4% 577.4K -28.1M -217.0K 0.25 96.19 N/A N/A 7,425 1,823 230,313 51,108 2021-03-08 $4.35 $4.00 127.8% 19.6% 67.6% 40.1% 73.2% 30.7% 38.3% 638.6K -31.1M -217.0K 0.03 100.55 N/A N/A 7,718 269 222,431 48,782 2021-03-09 $4.54 $4.00 86.8% 22.2% 67.5% 26.5% 78.3% 7.6% -9.2% 733.1K -36.8M -225.7K 0.08 97.59 N/A N/A 7,962 646 226,763 48,873 2021-03-10 $4.32 $5.00 87.6% 20.9% 67.4% 30.6% 74.6% -45.3% -26.3% 699.4K -32.2M -219.8K 0.46 97.27 N/A N/A 3,885 1,778 229,875 48,993 2021-03-11 $4.38 $5.00 69.2% 19.5% 68.1% 23.7% 63.8% -11.0% 0.5% 726.4K -32.9M -217.3K 0.13 41.70 N/A N/A 3,662 464 231,288 50,028 2021-03-12 $4.44 $5.00 68.4% 18.8% 68.3% 23.4% 70.5% 15.6% -7.9% 650.2K -33.8M -221.5K 0.13 96.97 N/A N/A 4,279 537 232,369 50,254 2021-03-15 $4.69 $5.00 74.3% 20.9% 71.3% 25.6% 75.1% -11.5% -10.3% 664.9K -43.2M -229.1K 0.03 66.53 N/A N/A 22,059 558 224,621 48,530 2021-03-16 $4.63 $5.00 60.6% 17.4% 71.1% 20.4% 65.9% -6.2% 10.9% 596.5K -40.1M -221.9K 0.06 78.50 N/A N/A 6,099 350 230,898 48,658 2021-03-17 $4.87 $5.00 67.7% 19.4% 74.1% 23.1% 69.6% -4.7% -12.1% 981.8K -47.2M -233.0K 0.02 69.19 N/A N/A 8,215 170 232,562 48,759 2021-03-18 $4.62 $4.00 70.2% 19.7% 75.6% 24.0% 65.7% -8.8% 8.6% 709.9K -41.4M -218.7K 0.18 73.69 N/A N/A 4,478 816 235,097 48,727 2021-03-19 $4.80 $4.00 64.6% 18.7% 57.0% 24.7% 61.6% -4.7% -0.1% 386.7K -42.5M -230.4K 0.32 32.17 N/A N/A 9,668 3,045 234,927 48,889 2021-03-22 $4.90 $4.00 65.2% 17.1% 57.3% 24.9% 62.3% 3.3% 28.9% 471.9K -33.1M -231.0K 0.05 77.34 N/A N/A 8,437 447 152,297 41,046 2021-03-23 $4.65 $4.00 74.1% 29.2% 59.6% 28.7% 68.0% 3.6% 18.1% 402.0K -29.0M -225.6K 0.38 108.79 N/A N/A 4,598 1,769 156,954 41,317 2021-03-24 $4.43 $4.00 86.1% 24.1% 62.0% 33.9% 74.3% 14.6% 80.9% 327.0K -22.0M -205.6K 0.11 104.48 N/A N/A 3,604 409 158,787 42,769 2021-03-25 $4.53 $4.00 65.7% 17.5% 62.1% 25.2% 60.2% -5.0% 15.8% 359.3K -30.3M -222.1K 0.22 99.18 N/A N/A 2,346 526 159,810 43,070 2021-03-26 $4.47 $4.00 88.0% 19.0% 61.9% 34.7% 64.5% 39.0% -93.8% 357.0K -24.0M -218.3K 0.25 93.88 N/A N/A 2,570 641 160,411 43,358 2021-03-29 $4.24 $4.00 65.5% 17.0% 63.7% 26.8% 68.4% -38.6% 3.6% 300.7K -22.8M -209.5K 0.16 104.72 N/A N/A 3,215 529 155,152 42,345 2021-03-30 $4.19 $4.00 66.3% 21.2% 63.7% 29.4% 55.8% 51.1% 115.2% 313.9K -21.4M -201.4K 0.07 87.70 N/A N/A 2,219 161 157,088 42,703 2021-03-31 $4.30 $4.00 54.6% 16.1% 60.6% 23.6% 53.5% 8.5% -11.8% 335.7K -20.2M -201.1K 0.10 119.21 N/A N/A 2,743 280 157,627 42,765
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