OPK Options History — April 2021 In April 2021, OPK traded between $4.08 and $4.56. ATM implied volatility averaged 91.5%, placing in the 39.2% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 41.5% (HV 20d: 50.0%). Max pain ranged from $4.00 to $4.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.21.
Notable Days 2021-04-06 : Highest Volume — 12,359 contracts2021-04-14 : Largest IV spike — 176.4% change2021-04-14 : Highest IV Rank — 100.0%2021-04-19 : Largest Expected Move — 25.3%Monthly Statistics Metric Avg Min Max Open Close Price $4.25 $4.08 $4.56 $4.38 $4.10 Max Pain $4.00 $4.00 $4.00 $4.00 $4.00 ATM IV 91.5% 56.6% 233.0% 72.3% 66.2% Expected Move 19.9% 13.9% 25.3% 13.9% 17.0% HV 20d 50.0% 38.4% 60.9% 59.7% 38.4% HV 60d 68.5% 56.4% 72.4% 70.6% 56.4% IV Rank 39.2% 22.1% 100.0% 32.4% 26.3% IV Percentile 27.0% 2.0% 100.0% 9.9% 7.5% Term Structure 17.1% -66.3% 148.4% -62.4% 14.1% VWIV 71.0% 54.6% 84.1% 54.6% 59.1% Skew 25d 9.1% -56.3% 147.8% 5.0% -18.3% Skew 10d 4.0% -141.1% 99.6% -141.1% -24.4% Call IV 25d 86.2% 48.8% 213.9% 77.6% 61.2% Put IV 25d 95.3% 42.8% 233.0% 82.6% 42.8% Bid-Ask Spread % 86.33 39.90 133.08 57.78 117.21 Gamma HHI 0.28 0.24 0.31 0.28 0.29 Net GEX 393.2K 321.4K 514.3K 329.2K 394.3K Net DEX -23.9M -30.0M -18.5M -25.5M -23.5M Net VEX -203.1K -218.5K -189.6K -212.3K -194.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.21 0.04 0.56 0.04 0.37 Total Volume 4,732.238 2,188 12,359 4,326 3,899 Total OI 212,262.286 198,314 223,063 201,996 222,827
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 2021-04-01 $4.38 $4.00 72.3% 13.9% 59.7% 32.4% 54.6% 5.0% -62.4% 329.2K -25.5M -212.3K 0.04 57.78 N/A N/A 4,159 167 159,279 42,717 2021-04-05 $4.56 $4.00 89.8% 18.9% 60.9% 41.0% 67.2% -26.9% 30.7% 433.8K -24.9M -208.7K 0.06 69.44 N/A N/A 2,390 149 156,374 41,940 2021-04-06 $4.38 $4.00 95.5% 18.7% 60.9% 43.9% 75.1% -7.7% 128.0% 416.3K -23.0M -203.1K 0.36 39.90 N/A N/A 9,073 3,286 159,355 41,959 2021-04-07 $4.26 $4.00 129.7% 22.1% 59.6% 60.7% 77.7% -46.4% 100.5% 396.6K -21.9M -203.3K 0.04 75.49 N/A N/A 4,414 165 166,834 40,771 2021-04-08 $4.24 $4.00 74.8% 24.9% 57.0% 33.6% 74.9% 10.5% 32.5% 387.1K -21.4M -196.6K 0.10 105.05 N/A N/A 2,886 284 169,963 40,804 2021-04-09 $4.19 $4.00 111.0% 18.6% 56.8% 51.5% 63.2% -10.8% 65.2% 341.4K -21.4M -202.6K 0.28 50.55 N/A N/A 1,705 483 172,250 40,786 2021-04-12 $4.08 $4.00 87.7% 19.8% 57.1% 40.0% 69.7% -21.0% -25.5% 321.4K -18.5M -189.6K 0.47 60.90 N/A N/A 4,302 2,005 169,065 40,282 2021-04-13 $4.12 $4.00 84.3% 17.0% 53.1% 38.3% 57.7% -5.1% -14.9% 358.8K -20.1M -197.8K 0.56 45.87 N/A N/A 3,538 1,970 172,026 41,425 2021-04-14 $4.18 $4.00 233.0% 21.2% 53.5% 100.0% 80.8% 147.8% 22.1% 346.8K -21.2M -199.8K 0.08 47.23 N/A N/A 4,218 352 172,893 41,622 2021-04-15 $4.35 $4.00 91.4% 22.4% 52.2% 37.4% 74.8% 86.5% 1.9% 392.8K -26.4M -218.5K 0.23 69.70 N/A N/A 2,133 497 174,739 41,788 2021-04-16 $4.35 $4.00 56.6% 21.0% 49.1% 22.1% 75.8% -3.8% -11.7% 369.1K -26.7M -213.2K 0.28 64.36 N/A N/A 3,335 942 175,679 41,832 2021-04-19 $4.18 $4.00 88.5% 25.3% 48.2% 36.1% 84.1% 19.0% 45.1% 355.1K -21.2M -196.8K 0.09 109.52 N/A N/A 5,070 465 162,599 41,001 2021-04-20 $4.15 $4.00 72.3% 21.5% 47.1% 29.0% 76.7% 17.8% -28.4% 353.7K -19.9M -190.6K 0.05 107.09 N/A N/A 5,440 276 165,618 41,172 2021-04-21 $4.29 $4.00 65.8% 18.9% 46.3% 26.1% 62.1% 44.0% 1.7% 414.6K -26.1M -212.6K 0.08 109.80 N/A N/A 2,656 219 168,727 41,373 2021-04-22 $4.38 $4.00 90.3% 24.1% 44.0% 36.9% 76.1% -2.5% 26.5% 514.3K -30.0M -207.8K 0.07 113.73 N/A N/A 8,326 574 170,832 41,486 2021-04-23 $4.28 $4.00 58.6% 15.6% 43.8% 22.9% 76.4% 71.1% 1.2% 435.8K -24.9M -201.8K 0.16 90.94 N/A N/A 3,283 527 175,887 41,557 2021-04-26 $4.29 $4.00 81.5% 19.9% 43.6% 33.0% 71.4% -2.4% -11.8% 453.0K -26.2M -205.4K 0.36 99.96 N/A N/A 2,068 738 175,372 41,355 2021-04-27 $4.24 $4.00 83.0% 18.2% 39.5% 33.7% 68.6% 3.6% -66.3% 435.8K -28.6M -214.2K 0.21 133.08 N/A N/A 2,189 462 176,761 42,525 2021-04-28 $4.18 $4.00 96.5% 21.3% 39.6% 39.7% 73.5% -56.3% -37.6% 434.7K -27.3M -200.7K 0.39 131.09 N/A N/A 2,775 1,092 178,190 42,780 2021-04-29 $4.09 $4.00 93.0% 16.9% 39.1% 38.1% 71.7% -13.1% 148.4% 371.7K -23.1M -196.5K 0.09 114.31 N/A N/A 6,286 579 179,588 43,475 2021-04-30 $4.10 $4.00 66.2% 17.0% 38.4% 26.3% 59.1% -18.3% 14.1% 394.3K -23.5M -194.3K 0.37 117.21 N/A N/A 2,852 1,047 179,110 43,717
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