OPK Options History — June 2021 In June 2021, OPK traded between $3.59 and $4.09. ATM implied volatility averaged 81.4%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 30.1% (HV 20d: 51.3%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.16.
Notable Days 2021-06-29 : Highest Volume — 25,423 contracts2021-06-24 : Largest IV spike — 402.8% change2021-06-08 : Highest IV Rank — 61.2%2021-06-04 : Largest Expected Move — 23.8%Monthly Statistics Metric Avg Min Max Open Close Price $3.77 $3.59 $4.09 $3.59 $4.04 Max Pain $3.09 $3.00 $4.00 $4.00 $3.00 ATM IV 81.4% 27.1% 145.2% 79.8% 61.3% Expected Move 17.6% 13.4% 23.8% 21.5% 18.9% HV 20d 51.3% 43.0% 59.9% 58.1% 43.0% HV 60d 48.4% 46.1% 52.3% 52.3% 46.2% IV Rank 33.0% 9.0% 61.2% 32.3% 24.1% IV Percentile 28.4% 0.4% 89.3% 21.4% 6.3% Term Structure -1.1% -70.0% 112.3% 79.8% -32.6% VWIV 65.3% 43.1% 97.0% 78.8% 59.5% Skew 25d -12.9% -88.3% 26.2% -7.1% 24.0% Skew 10d -17.5% -96.2% 76.4% -47.3% 39.4% Call IV 25d 76.8% 51.9% 104.5% 101.9% 57.6% Put IV 25d 63.9% 15.6% 94.8% 94.8% 81.6% Bid-Ask Spread % 84.02 47.08 145.05 72.53 62.96 Gamma HHI 0.25 0.19 0.43 0.23 0.26 Net GEX 298.4K 144.8K 476.8K 273.2K 433.4K Net DEX -13.8M -19.8M -9.5M -14.0M -19.3M Net VEX -147.0K -177.1K -128.6K -149.7K -177.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.16 0.02 0.29 0.14 0.23 Total Volume 6,853.682 2,076 25,423 4,976 15,035 Total OI 207,310.409 163,780 224,769 219,586 208,666
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 2021-06-01 $3.59 $4.00 79.8% 21.5% 58.1% 32.3% 78.8% -7.1% 79.8% 273.2K -14.0M -149.7K 0.14 72.53 N/A N/A 4,370 606 177,838 41,748 2021-06-02 $3.73 $4.00 86.8% 21.1% 59.9% 35.4% 76.2% -10.5% -43.1% 320.5K -18.1M -156.3K 0.04 72.80 N/A N/A 3,712 165 179,747 42,269 2021-06-03 $3.67 $3.00 68.5% 17.7% 59.5% 27.3% 97.0% -26.6% 21.0% 313.3K -16.2M -160.4K 0.07 78.78 N/A N/A 3,217 229 181,323 42,324 2021-06-04 $3.62 $3.00 80.5% 23.8% 59.5% 32.6% 88.2% -37.2% 6.9% 285.8K -12.6M -149.2K 0.20 78.56 N/A N/A 3,673 727 182,289 42,480 2021-06-07 $3.79 $3.00 140.1% 20.6% 59.2% 59.0% 63.4% -34.2% -70.0% 343.6K -14.7M -149.1K 0.22 58.29 N/A N/A 6,073 1,333 179,024 42,249 2021-06-08 $3.80 $3.00 145.2% 14.3% 54.5% 61.2% 78.4% 2.9% -51.0% 369.6K -14.8M -147.5K 0.16 81.72 N/A N/A 2,365 388 179,997 42,978 2021-06-09 $3.77 $3.00 103.4% 19.5% 52.6% 42.7% 75.2% 26.2% -41.1% 350.7K -14.8M -159.6K 0.16 78.55 N/A N/A 5,311 844 180,635 43,120 2021-06-10 $3.75 $3.00 54.5% 18.4% 51.4% 21.1% 64.9% -28.6% -36.7% 332.7K -12.3M -144.1K 0.29 79.00 N/A N/A 1,973 567 181,262 43,183 2021-06-11 $3.72 $3.00 61.8% 13.9% 51.2% 24.3% 70.7% -0.2% -2.9% 311.3K -13.6M -143.9K 0.22 95.15 N/A N/A 2,355 514 181,691 43,069 2021-06-14 $3.62 $3.00 62.6% 17.3% 45.9% 24.7% 60.5% -8.4% -33.5% 229.6K -9.5M -133.0K 0.15 47.08 N/A N/A 3,355 500 178,172 42,767 2021-06-15 $3.71 $3.00 71.0% 19.6% 46.2% 28.4% 69.0% -27.8% -0.3% 290.9K -11.8M -137.1K 0.15 78.91 N/A N/A 1,924 283 178,864 41,754 2021-06-16 $3.74 $3.00 62.6% 18.0% 46.2% 24.7% 68.1% -0.8% 112.3% 317.7K -11.2M -138.0K 0.11 62.77 N/A N/A 2,439 258 179,566 41,795 2021-06-17 $3.81 $3.00 64.2% 16.3% 46.6% 25.4% 53.6% 12.1% 12.4% 476.8K -12.8M -144.8K 0.17 60.94 N/A N/A 2,417 404 181,497 41,834 2021-06-18 $3.60 $3.00 64.5% 14.5% 50.4% 25.5% 52.6% -1.5% 39.3% 144.8K -9.8M -132.9K 0.26 88.17 N/A N/A 3,180 818 182,496 42,076 2021-06-21 $3.77 $3.00 60.5% 15.1% 53.2% 23.7% 55.0% -18.5% 19.0% 155.3K -10.7M -128.6K 0.12 100.19 N/A N/A 5,002 578 126,233 37,547 2021-06-22 $3.82 $3.00 94.1% 22.3% 52.3% 38.6% 65.0% -24.6% -25.9% 208.6K -12.9M -137.6K 0.02 145.05 N/A N/A 13,696 253 129,573 38,095 2021-06-23 $3.70 $3.00 27.1% 17.2% 51.3% 9.0% 60.1% 6.3% 49.8% 223.4K -13.1M -147.0K 0.17 95.59 N/A N/A 9,622 1,593 139,107 38,177 2021-06-24 $3.75 $3.00 136.2% 14.6% 47.2% 57.2% 52.3% -9.3% -4.2% 242.3K -13.4M -147.8K 0.10 103.76 N/A N/A 1,887 189 139,609 38,203 2021-06-25 $3.80 $3.00 123.9% 13.4% 47.5% 51.8% 43.1% -88.3% -24.9% 230.9K -12.4M -139.3K 0.13 100.63 N/A N/A 4,161 522 140,973 38,248 2021-06-28 $3.95 $3.00 75.0% 15.6% 49.5% 30.2% 54.4% -0.4% 9.0% 310.0K -15.5M -147.5K 0.17 97.53 N/A N/A 16,077 2,743 139,436 37,397 2021-06-29 $4.09 $3.00 68.1% 14.3% 44.1% 27.1% 51.2% -31.6% -7.3% 401.2K -19.8M -164.2K 0.21 109.44 N/A N/A 21,031 4,392 151,909 39,609 2021-06-30 $4.04 $3.00 61.3% 18.9% 43.0% 24.1% 59.5% 24.0% -32.6% 433.4K -19.3M -177.1K 0.23 62.96 N/A N/A 12,210 2,825 166,298 42,368
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