OPK Options History — December 2021 In December 2021, OPK traded between $3.82 and $5.15. ATM implied volatility averaged 123.1%, placing in the 51.6% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded above realized volatility by 71.3% (HV 20d: 51.8%). Max pain ranged from $3.50 to $4.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.06.
Notable Days 2021-12-20 : Highest Volume — 33,248 contracts2021-12-09 : Largest IV spike — 139.0% change2021-12-13 : Highest IV Rank — 96.1%2021-12-20 : Largest Expected Move — 23.9%Monthly Statistics Metric Avg Min Max Open Close Price $4.30 $3.82 $5.15 $3.96 $4.81 Max Pain $3.93 $3.50 $4.00 $3.50 $4.00 ATM IV 123.1% 59.1% 224.1% 109.6% 113.9% Expected Move 18.7% 16.2% 23.9% 17.4% 19.3% HV 20d 51.8% 31.9% 73.0% 49.5% 73.0% HV 60d 45.6% 38.4% 54.7% 41.4% 54.7% IV Rank 51.6% 23.3% 96.1% 45.6% 47.5% IV Percentile 67.6% 12.3% 99.6% 79.0% 78.2% Term Structure -7.0% -195.7% 178.8% 8.6% 49.9% VWIV 68.4% 60.2% 83.9% 64.6% 73.5% Skew 25d 30.6% -227.7% 264.6% 59.4% -13.1% Skew 10d -26.7% -255.2% 207.7% 45.8% -27.5% Call IV 25d 124.4% 60.4% 332.1% 79.9% 79.6% Put IV 25d 155.0% 62.3% 444.3% 139.3% 66.5% Bid-Ask Spread % 55.39 24.54 103.04 103.04 59.78 Gamma HHI 0.26 0.19 0.34 0.24 0.29 Net GEX 476.3K 248.6K 852.8K 289.1K 699.7K Net DEX -24.7M -51.7M -10.3M -12.7M -39.1M Net VEX -160.6K -181.0K -134.4K -149.7K -178.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.06 0.23 2.61 2.46 0.49 Total Volume 12,738.636 6,447 33,248 8,261 8,262 Total OI 302,475.045 289,031 320,443 292,071 319,837
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 2021-12-01 $3.96 $3.50 109.6% 17.4% 49.5% 45.6% 64.6% 59.4% 8.6% 289.1K -12.7M -149.7K 2.46 103.04 N/A N/A 2,385 5,876 215,150 76,921 2021-12-02 $3.95 $3.50 173.0% 17.5% 42.0% 73.6% 69.0% 264.6% 177.8% 290.3K -12.6M -149.8K 0.90 93.15 N/A N/A 6,404 5,745 215,708 78,428 2021-12-03 $3.89 $3.50 133.5% 16.2% 36.4% 56.1% 79.8% 176.5% 34.6% 304.6K -12.5M -153.8K 2.57 102.56 N/A N/A 2,015 5,178 215,845 78,444 2021-12-06 $3.84 $4.00 136.8% 17.1% 35.5% 57.6% 63.4% 116.2% -110.8% 248.6K -11.0M -134.4K 1.81 56.46 N/A N/A 2,697 4,875 211,911 77,120 2021-12-07 $3.88 $4.00 187.9% 17.6% 33.5% 80.2% 64.3% -227.7% -74.1% 262.9K -10.3M -143.4K 2.61 68.04 N/A N/A 1,847 4,828 212,845 77,213 2021-12-08 $4.01 $4.00 87.3% 17.9% 35.9% 35.8% 64.6% 18.5% 2.0% 325.5K -14.1M -149.1K 0.84 43.36 N/A N/A 5,442 4,550 213,518 77,297 2021-12-09 $3.89 $4.00 208.7% 19.1% 37.3% 89.3% 68.8% 207.2% -108.4% 291.3K -11.2M -142.7K 0.40 70.13 N/A N/A 11,814 4,707 216,818 77,410 2021-12-10 $3.86 $4.00 191.7% 19.4% 37.3% 81.8% 71.1% -61.1% 178.8% 326.8K -12.6M -156.4K 2.32 45.60 N/A N/A 1,943 4,504 220,863 77,845 2021-12-13 $3.87 $4.00 224.1% 19.6% 37.0% 96.1% 73.6% -164.1% -120.3% 343.2K -12.8M -146.3K 1.34 52.23 N/A N/A 3,567 4,772 218,812 77,365 2021-12-14 $3.82 $4.00 117.6% 18.7% 36.8% 49.1% 63.1% 24.0% -61.1% 280.8K -10.6M -142.8K 1.55 35.31 N/A N/A 2,909 4,508 219,927 78,035 2021-12-15 $4.03 $4.00 217.9% 18.1% 41.6% 93.3% 60.2% 72.5% -195.7% 417.7K -15.9M -149.9K 1.29 66.66 N/A N/A 3,885 5,004 221,094 78,254 2021-12-16 $4.00 $4.00 59.1% 18.3% 31.9% 23.3% 66.4% 14.0% 7.5% 429.0K -14.6M -144.3K 0.53 44.28 N/A N/A 7,840 4,147 220,939 78,154 2021-12-17 $4.64 $4.00 88.0% 18.0% 62.6% 36.1% 64.5% 207.2% -15.9% 538.9K -37.1M -171.1K 0.23 60.29 N/A N/A 26,451 5,993 223,341 78,264 2021-12-20 $4.48 $4.00 129.8% 23.9% 64.1% 54.5% 83.9% -0.4% 121.0% 400.8K -27.4M -174.8K 0.25 36.32 N/A N/A 26,542 6,706 216,863 78,996 2021-12-21 $4.43 $4.00 76.4% 20.7% 64.2% 31.0% 74.8% -2.0% 30.2% 508.5K -29.4M -180.8K 0.66 40.16 N/A N/A 8,939 5,909 230,039 81,467 2021-12-22 $4.59 $4.00 75.9% 21.8% 65.3% 30.8% 76.2% -0.9% -49.3% 601.4K -33.3M -176.4K 0.84 25.36 N/A N/A 6,794 5,736 228,095 81,477 2021-12-23 $4.80 $4.00 78.9% 20.4% 66.9% 32.1% 67.2% -2.1% 2.1% 682.1K -41.6M -180.6K 0.46 40.78 N/A N/A 11,157 5,077 229,349 81,460 2021-12-27 $5.15 $4.00 70.8% 17.9% 69.4% 28.5% 60.3% 8.0% 7.2% 820.7K -51.7M -171.8K 0.33 24.54 N/A N/A 14,482 4,754 231,607 81,918 2021-12-28 $4.86 $4.00 79.1% 17.2% 72.8% 32.2% 63.4% -16.7% -16.3% 776.8K -43.9M -178.8K 0.39 42.97 N/A N/A 11,152 4,371 233,005 82,691 2021-12-29 $4.98 $4.00 69.3% 18.2% 72.8% 27.8% 68.0% 2.5% -22.1% 852.8K -45.6M -177.8K 0.65 47.42 N/A N/A 5,809 3,752 236,828 82,855 2021-12-30 $4.84 $4.00 78.3% 17.3% 72.9% 31.8% 65.2% -10.2% -0.7% 785.9K -44.6M -181.0K 0.45 60.17 N/A N/A 4,783 2,139 237,532 82,911 2021-12-31 $4.81 $4.00 113.9% 19.3% 73.0% 47.5% 73.5% -13.1% 49.9% 699.7K -39.1M -178.4K 0.49 59.78 N/A N/A 5,533 2,729 236,848 82,989
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