OPK Options History — September 2021 In September 2021, OPK traded between $3.48 and $3.88. ATM implied volatility averaged 88.7%, placing in the 36.4% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 48.1% (HV 20d: 40.6%). 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 14 of 21 days. Put/call ratio averaged 0.28.
Notable Days 2021-09-09 : Highest Volume — 21,164 contracts2021-09-09 : Largest IV spike — 274.5% change2021-09-28 : Highest IV Rank — 77.3%2021-09-14 : Largest Expected Move — 26.2%Monthly Statistics Metric Avg Min Max Open Close Price $3.71 $3.48 $3.88 $3.83 $3.67 Max Pain $3.12 $3.00 $4.00 $4.00 $3.00 ATM IV 88.7% 28.7% 181.4% 128.8% 72.7% Expected Move 19.5% 12.3% 26.2% 15.6% 25.0% HV 20d 40.6% 32.7% 48.0% 34.6% 40.9% HV 60d 46.1% 44.3% 47.3% 45.4% 44.3% IV Rank 36.4% 10.0% 77.3% 54.1% 29.3% IV Percentile 48.2% 1.6% 98.0% 89.7% 29.8% Term Structure 25.7% -95.7% 235.8% 20.8% 50.9% VWIV 64.4% 39.4% 101.1% 54.6% 54.6% Skew 25d 15.2% -96.3% 242.9% 72.6% -5.2% Skew 10d 17.7% -58.5% 161.9% 19.2% -11.6% Call IV 25d 81.5% 39.6% 175.7% 53.2% 61.9% Put IV 25d 96.7% 21.8% 329.6% 125.8% 56.7% Bid-Ask Spread % 90.48 64.01 114.42 84.34 96.11 Gamma HHI 0.29 0.25 0.38 0.38 0.25 Net GEX 293.7K 180.9K 488.9K 432.9K 234.5K Net DEX -11.1M -16.4M -7.0M -12.6M -11.6M Net VEX -142.2K -164.0K -123.4K -141.4K -146.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.28 0.01 1.89 0.22 0.84 Total Volume 4,237.19 986 21,164 997 1,341 Total OI 232,519 212,396 247,956 235,506 224,044
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 2021-09-01 $3.83 $4.00 128.8% 15.6% 34.6% 54.1% 54.6% 72.6% 20.8% 432.9K -12.6M -141.4K 0.22 84.34 N/A N/A 816 181 183,886 51,620 2021-09-02 $3.88 $3.00 91.6% 19.0% 32.7% 37.7% 68.7% -96.3% 25.1% 488.9K -16.4M -164.0K 1.89 114.42 N/A N/A 1,985 3,743 184,959 51,665 2021-09-03 $3.70 $3.00 106.8% 22.7% 36.2% 44.4% 69.1% -58.5% 30.7% 329.6K -10.6M -137.2K 0.10 105.33 N/A N/A 2,288 234 185,386 51,790 2021-09-07 $3.60 $3.00 96.0% 24.7% 36.7% 39.6% 101.1% -44.8% -54.1% 314.0K -11.4M -151.2K 0.18 99.33 N/A N/A 3,129 548 183,443 54,051 2021-09-08 $3.56 $3.00 28.7% 24.9% 36.8% 10.0% 67.1% -43.7% 56.2% 229.4K -7.6M -137.7K 0.09 88.53 N/A N/A 903 83 184,191 54,651 2021-09-09 $3.68 $3.50 107.5% 18.5% 38.8% 44.7% 73.9% -87.1% -95.7% 313.2K -10.7M -142.0K 0.01 89.46 N/A N/A 20,940 224 186,124 54,897 2021-09-10 $3.55 $3.50 82.0% 20.5% 40.8% 33.4% 70.5% 134.0% -24.7% 267.1K -9.1M -138.6K 0.16 88.40 N/A N/A 1,783 291 186,233 54,951 2021-09-13 $3.58 $3.50 79.2% 25.6% 40.9% 32.2% 77.5% 11.0% 11.7% 302.7K -9.9M -137.6K 0.12 64.01 N/A N/A 2,982 352 187,746 54,732 2021-09-14 $3.48 $3.00 87.6% 26.2% 41.8% 35.9% 81.0% 24.0% 102.5% 180.9K -7.0M -136.1K 0.13 88.57 N/A N/A 2,049 272 188,523 54,992 2021-09-15 $3.71 $3.00 82.4% 23.6% 48.0% 33.6% 76.9% 6.9% -61.1% 404.9K -11.0M -136.0K 0.15 71.40 N/A N/A 5,215 781 190,867 55,131 2021-09-16 $3.81 $3.00 55.3% 12.3% 47.5% 21.7% 63.5% 2.3% 50.6% 233.9K -12.8M -155.9K 0.12 74.74 N/A N/A 4,317 522 190,972 55,180 2021-09-17 $3.84 $3.00 72.8% 24.9% 46.5% 29.4% 45.5% 38.9% -10.2% 218.4K -10.0M -129.5K 0.80 81.68 N/A N/A 2,783 2,222 192,550 55,406 2021-09-20 $3.77 $3.00 96.1% 17.1% 45.0% 39.7% 64.5% 2.8% 8.6% 274.3K -11.8M -145.0K 0.08 74.89 N/A N/A 8,315 700 160,366 52,030 2021-09-21 $3.80 $3.00 44.6% 14.1% 40.7% 17.0% 56.8% 24.5% -24.7% 310.3K -13.2M -147.6K 0.10 93.92 N/A N/A 2,281 229 162,316 53,986 2021-09-22 $3.80 $3.00 49.3% 15.5% 40.5% 19.0% 57.2% -5.0% 75.4% 320.6K -12.1M -138.2K 0.19 98.50 N/A N/A 2,140 413 167,919 54,143 2021-09-23 $3.84 $3.00 140.7% 17.4% 40.6% 59.3% 57.3% 56.2% 34.1% 361.9K -13.8M -144.5K 0.04 91.05 N/A N/A 3,020 135 169,420 54,321 2021-09-24 $3.78 $3.00 75.3% 18.1% 40.9% 30.5% 64.4% -90.5% -42.3% 243.5K -11.6M -140.0K 0.24 94.35 N/A N/A 1,570 384 170,599 54,609 2021-09-27 $3.72 $3.00 100.6% 16.6% 40.6% 41.6% 53.6% 89.7% 105.3% 264.5K -11.8M -148.6K 0.08 89.34 N/A N/A 3,952 320 166,868 53,716 2021-09-28 $3.67 $3.00 181.4% 14.7% 40.8% 77.3% 54.2% 242.9% 44.7% 252.1K -11.3M -144.0K 0.27 100.62 N/A N/A 1,076 291 167,119 54,062 2021-09-29 $3.65 $3.00 82.9% 13.4% 40.8% 33.8% 39.4% 43.8% 235.8% 190.0K -7.6M -123.4K 0.02 111.00 N/A N/A 4,079 92 169,109 54,326 2021-09-30 $3.67 $3.00 72.7% 25.0% 40.9% 29.3% 54.6% -5.2% 50.9% 234.5K -11.6M -146.9K 0.84 96.11 N/A N/A 727 614 169,527 54,517
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