OPK Options History — October 2021 In October 2021, OPK traded between $3.54 and $3.81. ATM implied volatility averaged 119.6%, placing in the 50.0% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 91.6% (HV 20d: 28.0%). 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 10 of 21 days. Put/call ratio averaged 0.41.
Notable Days 2021-10-29 : Highest Volume — 12,354 contracts2021-10-05 : Largest IV spike — 172.4% change2021-10-14 : Highest IV Rank — 92.1%2021-10-29 : Largest Expected Move — 49.6%Monthly Statistics Metric Avg Min Max Open Close Price $3.69 $3.54 $3.81 $3.56 $3.81 Max Pain $3.50 $3.00 $4.00 $3.00 $3.50 ATM IV 119.6% 62.4% 215.0% 91.6% 172.1% Expected Move 20.0% 15.6% 49.6% 18.7% 49.6% HV 20d 28.0% 21.1% 41.6% 41.6% 24.6% HV 60d 39.6% 33.0% 44.7% 44.7% 33.6% IV Rank 50.0% 24.8% 92.1% 37.7% 73.2% IV Percentile 63.2% 16.3% 99.6% 58.7% 96.4% Term Structure 1.0% -212.6% 149.8% 6.7% -8.9% VWIV 63.8% 46.6% 78.4% 64.7% 66.8% Skew 25d -26.6% -236.8% 62.4% 62.4% 25.4% Skew 10d -68.8% -276.0% 145.9% 145.9% -34.9% Call IV 25d 102.5% 52.2% 308.8% 116.2% 88.2% Put IV 25d 75.9% 15.9% 178.6% 178.6% 113.6% Bid-Ask Spread % 81.46 26.68 100.63 95.76 98.92 Gamma HHI 0.27 0.25 0.30 0.25 0.29 Net GEX 246.3K 208.2K 288.9K 228.5K 245.5K Net DEX -9.3M -11.1M -7.2M -9.2M -9.9M Net VEX -127.7K -135.3K -120.2K -128.0K -126.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.41 0.01 1.15 0.82 0.45 Total Volume 4,285.762 562 12,354 1,044 12,354 Total OI 230,542.762 223,757 238,453 228,110 238,453
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 2021-10-01 $3.56 $3.00 91.6% 18.7% 41.6% 37.7% 64.7% 62.4% 6.7% 228.5K -9.2M -128.0K 0.82 95.76 N/A N/A 573 471 173,332 54,778 2021-10-04 $3.54 $4.00 76.5% 16.8% 38.4% 31.0% 58.5% -66.2% 149.8% 215.5K -7.8M -129.8K 1.15 100.63 N/A N/A 1,309 1,499 171,193 54,976 2021-10-05 $3.62 $3.50 208.4% 15.6% 38.1% 89.2% 68.1% 51.3% -212.6% 227.5K -8.4M -130.9K 0.13 87.60 N/A N/A 929 120 171,537 55,099 2021-10-06 $3.68 $3.50 69.0% 17.7% 38.3% 27.7% 60.7% -23.0% 27.8% 230.3K -9.3M -130.8K 0.14 84.35 N/A N/A 908 131 172,092 56,340 2021-10-07 $3.76 $3.50 62.4% 16.4% 37.2% 24.8% 46.6% -0.9% -1.0% 273.5K -11.1M -128.4K 0.06 84.97 N/A N/A 2,317 140 172,472 56,454 2021-10-08 $3.72 $3.50 119.4% 15.7% 34.9% 49.9% 53.0% 37.1% -25.8% 228.9K -8.8M -123.7K 0.01 94.57 N/A N/A 3,303 38 173,171 56,473 2021-10-11 $3.75 $3.50 101.1% 17.1% 34.9% 41.9% 57.9% -29.2% -68.2% 255.2K -9.5M -126.4K 0.12 84.80 N/A N/A 2,523 315 171,066 55,904 2021-10-12 $3.72 $3.50 104.3% 17.9% 33.2% 43.3% 57.4% -45.6% -101.6% 275.0K -10.1M -133.7K 0.13 85.58 N/A N/A 1,023 130 172,999 55,922 2021-10-13 $3.73 $3.50 119.2% 18.4% 24.3% 49.9% 52.2% -54.9% -18.7% 280.0K -10.2M -133.8K 0.04 94.09 N/A N/A 539 23 174,201 56,196 2021-10-14 $3.74 $3.50 215.0% 18.7% 22.3% 92.1% 59.3% -236.8% -174.4% 227.8K -9.4M -123.4K 0.10 90.37 N/A N/A 1,599 159 174,686 56,310 2021-10-15 $3.76 $3.50 79.2% 15.8% 22.2% 32.2% 68.1% -103.8% -22.6% 224.7K -9.8M -128.2K 0.24 89.54 N/A N/A 1,276 304 174,764 56,328 2021-10-18 $3.71 $3.50 77.1% 18.5% 21.7% 31.3% 55.3% 2.4% 86.9% 208.2K -8.8M -124.5K 0.05 94.02 N/A N/A 4,287 205 168,056 55,701 2021-10-19 $3.75 $3.50 75.9% 21.1% 21.9% 30.7% 69.4% -4.8% -7.7% 225.5K -9.3M -123.8K 0.03 83.25 N/A N/A 6,639 190 168,978 55,583 2021-10-20 $3.72 $3.50 64.4% 18.5% 22.1% 25.7% 65.7% 4.7% 14.4% 288.9K -10.0M -132.1K 1.04 81.00 N/A N/A 1,936 2,010 177,566 55,835 2021-10-21 $3.69 $3.50 69.0% 19.3% 21.8% 27.7% 61.9% 6.8% 18.2% 264.3K -9.4M -128.7K 0.84 83.41 N/A N/A 2,341 1,967 177,649 55,865 2021-10-22 $3.68 $3.50 66.9% 19.4% 21.1% 26.8% 70.7% -5.9% -4.1% 274.4K -10.1M -135.3K 0.39 92.38 N/A N/A 4,853 1,910 177,738 55,925 2021-10-25 $3.59 $3.50 171.9% 18.3% 22.2% 73.1% 74.7% -8.8% 114.0% 239.6K -7.2M -120.2K 0.39 72.17 N/A N/A 6,363 2,468 175,593 55,724 2021-10-26 $3.63 $3.50 199.3% 20.7% 22.1% 85.2% 78.4% -64.3% 66.0% 247.0K -8.2M -121.3K 0.79 26.68 N/A N/A 3,980 3,157 177,215 56,481 2021-10-27 $3.63 $3.50 158.3% 21.2% 22.1% 67.1% 76.3% -106.0% 97.2% 242.7K -8.3M -120.5K 0.95 34.52 N/A N/A 3,599 3,414 178,005 57,812 2021-10-28 $3.64 $3.50 209.6% 23.5% 22.0% 89.7% 74.4% 1.4% 86.4% 269.6K -10.0M -131.4K 0.72 52.02 N/A N/A 5,044 3,655 178,867 58,059 2021-10-29 $3.81 $3.50 172.1% 49.6% 24.6% 73.2% 66.8% 25.4% -8.9% 245.5K -9.9M -126.3K 0.45 98.92 N/A N/A 8,500 3,854 180,136 58,317
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