OPK Options History — November 2021 In November 2021, OPK traded between $3.80 and $4.43. ATM implied volatility averaged 106.9%, placing in the 44.4% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 55.9% (HV 20d: 51.0%). Max pain ranged from $3.00 to $3.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 1.73.
Notable Days 2021-11-03 : Highest Volume — 33,716 contracts2021-11-24 : Largest IV spike — 114.5% change2021-11-08 : Highest IV Rank — 80.2%2021-11-01 : Largest Expected Move — 30.1%Monthly Statistics Metric Avg Min Max Open Close Price $4.18 $3.80 $4.43 $3.80 $4.07 Max Pain $3.26 $3.00 $3.50 $3.50 $3.50 ATM IV 106.9% 59.9% 188.0% 93.0% 118.4% Expected Move 17.6% 12.3% 30.1% 30.1% 20.5% HV 20d 51.0% 24.5% 57.5% 24.5% 56.5% HV 60d 41.1% 33.3% 42.6% 33.3% 41.4% IV Rank 44.4% 23.7% 80.2% 38.3% 49.5% IV Percentile 61.7% 13.1% 97.2% 64.3% 81.0% Term Structure 14.7% -176.2% 194.4% -45.8% 177.3% VWIV 61.7% 48.8% 71.6% 69.4% 71.6% Skew 25d -3.9% -229.5% 151.7% -18.4% 63.8% Skew 10d -39.1% -266.7% 163.6% -232.9% -111.2% Call IV 25d 136.0% 58.7% 386.0% 89.0% 88.9% Put IV 25d 132.1% 37.7% 313.3% 70.6% 152.7% Bid-Ask Spread % 57.03 20.41 98.02 56.45 94.14 Gamma HHI 0.24 0.21 0.32 0.27 0.24 Net GEX 456.8K 283.0K 697.3K 283.0K 352.9K Net DEX -20.7M -27.8M -10.6M -10.6M -16.8M Net VEX -156.2K -170.0K -126.7K -126.7K -159.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.73 0.34 5.98 0.60 1.83 Total Volume 14,788.952 6,908 33,716 9,624 8,206 Total OI 274,763.714 233,354 296,757 233,354 290,065
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 2021-11-01 $3.80 $3.50 93.0% 30.1% 24.5% 38.3% 69.4% -18.4% -45.8% 283.0K -10.6M -126.7K 0.60 56.45 N/A N/A 6,020 3,604 176,047 57,307 2021-11-02 $4.12 $3.50 98.5% 19.6% 36.4% 40.7% 68.3% 32.5% 57.5% 419.4K -18.1M -140.0K 0.34 93.29 N/A N/A 19,239 6,529 177,794 57,529 2021-11-03 $4.41 $3.50 152.0% 12.8% 42.4% 64.3% 58.6% 122.4% 18.6% 524.0K -27.8M -158.2K 0.47 94.83 N/A N/A 22,969 10,747 188,564 60,930 2021-11-04 $4.14 $3.00 162.4% 18.1% 49.2% 68.9% 63.3% -81.2% 91.1% 519.2K -21.0M -154.2K 0.75 81.97 N/A N/A 11,147 8,363 203,907 66,658 2021-11-05 $4.03 $3.00 155.3% 18.5% 50.2% 65.7% 67.2% -229.5% -67.6% 697.3K -19.9M -170.0K 1.08 60.30 N/A N/A 7,936 8,596 210,230 69,744 2021-11-08 $4.16 $3.00 188.0% 20.0% 51.1% 80.2% 67.0% -69.6% -38.7% 458.8K -21.6M -164.4K 1.61 78.16 N/A N/A 5,319 8,567 204,596 69,337 2021-11-09 $4.14 $3.00 133.6% 18.2% 51.0% 56.2% 66.6% -106.5% -9.7% 445.2K -19.8M -159.0K 1.80 60.35 N/A N/A 4,973 8,932 205,444 69,494 2021-11-10 $4.11 $3.00 83.6% 15.7% 51.2% 34.1% 55.5% 105.2% -41.6% 475.6K -20.4M -163.9K 3.59 33.63 N/A N/A 2,639 9,467 205,853 70,120 2021-11-11 $4.09 $3.00 105.7% 17.1% 51.4% 43.9% 58.1% 1.3% -54.2% 475.0K -20.5M -159.5K 5.98 24.15 N/A N/A 1,407 8,413 206,494 70,745 2021-11-12 $4.14 $3.00 120.7% 15.9% 51.4% 50.5% 70.4% -64.2% -77.6% 505.0K -22.5M -163.2K 3.45 70.12 N/A N/A 1,845 6,358 206,558 70,380 2021-11-15 $4.07 $3.00 62.2% 17.8% 51.6% 24.7% 59.7% -1.3% 45.6% 436.2K -16.8M -144.3K 2.32 20.41 N/A N/A 2,631 6,105 204,674 70,027 2021-11-16 $4.13 $3.00 67.3% 17.2% 51.7% 27.0% 66.0% -0.3% 4.9% 517.5K -19.1M -150.8K 3.33 47.63 N/A N/A 1,595 5,313 205,540 70,989 2021-11-17 $4.43 $3.00 61.4% 17.6% 56.3% 24.4% 61.4% -2.6% -27.8% 499.3K -27.7M -155.4K 0.84 59.34 N/A N/A 7,775 6,518 205,532 70,791 2021-11-18 $4.34 $3.50 59.9% 16.9% 57.0% 23.7% 58.9% -2.6% 6.7% 457.9K -24.6M -151.4K 0.58 29.42 N/A N/A 17,973 10,415 207,140 71,639 2021-11-19 $4.32 $3.50 78.0% 16.7% 57.1% 31.7% 55.6% -3.6% 95.4% 461.4K -26.8M -169.9K 1.42 33.86 N/A N/A 7,190 10,224 219,794 76,963 2021-11-22 $4.33 $3.50 61.0% 12.3% 55.8% 24.2% 48.8% 2.1% 139.5% 430.2K -21.3M -154.8K 0.76 50.70 N/A N/A 7,666 5,805 208,182 74,079 2021-11-23 $4.31 $3.50 65.7% 13.5% 56.0% 26.2% 51.7% 48.5% 40.8% 440.0K -22.2M -159.5K 0.49 22.25 N/A N/A 11,035 5,427 209,764 74,986 2021-11-24 $4.30 $3.50 140.9% 15.5% 56.1% 59.4% 54.5% -82.0% -176.2% 469.3K -22.3M -165.5K 0.95 34.21 N/A N/A 7,007 6,673 212,149 75,269 2021-11-26 $4.18 $3.50 137.2% 18.7% 57.5% 57.8% 64.8% 151.7% -24.1% 382.8K -19.2M -160.3K 2.82 54.45 N/A N/A 2,174 6,138 212,470 75,730 2021-11-29 $4.09 $3.50 99.9% 17.1% 56.5% 41.3% 58.2% 52.0% 194.4% 342.4K -15.9M -150.7K 1.27 98.02 N/A N/A 5,117 6,511 211,287 75,237 2021-11-30 $4.07 $3.50 118.4% 20.5% 56.5% 49.5% 71.6% 63.8% 177.3% 352.9K -16.8M -159.1K 1.83 94.14 N/A N/A 2,901 5,305 214,342 75,723
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