OPK Options History — January 2022

In January 2022, OPK traded between $2.90 and $4.90. ATM implied volatility averaged 123.9%, placing in the 49.6% IV rank vs the trailing year. The 30-day expected move averaged 23.6%. IV traded above realized volatility by 42.2% (HV 20d: 81.7%). Max pain ranged from $3.50 to $4.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 1.04.

Notable Days

2022-01-10: Highest Volume — 31,665 contracts
2022-01-24: Largest IV spike — 185.2% change
2022-01-24: Highest IV Rank — 100.0%
2022-01-25: Largest Expected Move — 30.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.09	$2.90	$4.90	$4.90	$3.12
Max Pain	$3.98	$3.50	$4.00	$4.00	$3.50
ATM IV	123.9%	64.2%	266.0%	64.2%	82.4%
Expected Move	23.6%	18.5%	30.4%	21.0%	25.6%
HV 20d	81.7%	57.4%	110.9%	72.4%	110.9%
HV 60d	64.8%	54.6%	83.7%	54.6%	81.7%
IV Rank	49.6%	25.6%	100.0%	25.6%	29.3%
IV Percentile	66.3%	21.0%	100.0%	21.0%	47.2%
Term Structure	-15.1%	-203.6%	37.6%	2.5%	25.7%
VWIV	86.2%	70.4%	118.8%	70.4%	88.1%
Skew 25d	45.5%	-19.2%	249.7%	144.6%	33.0%
Skew 10d	70.2%	-96.0%	313.3%	150.0%	-11.7%
Call IV 25d	108.9%	72.6%	326.1%	77.5%	76.9%
Put IV 25d	154.4%	82.8%	377.2%	222.1%	109.9%
Bid-Ask Spread %	61.98	36.04	103.16	56.28	55.72
Gamma HHI	0.26	0.16	0.40	0.31	0.16
Net GEX	486.2K	8.6K	1.0M	792.5K	50.5K
Net DEX	-24.3M	-47.3M	3.6M	-44.3M	1.5M
Net VEX	-158.8K	-195.4K	-105.7K	-176.8K	-123.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.04	0.30	1.83	0.61	0.72
Total Volume	15,825.35	6,226	31,665	6,663	6,537
Total OI	303,178.7	204,502	364,348	316,714	217,708

Daily Data (20 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
2022-01-03	$4.90	$4.00	64.2%	21.0%	72.4%	25.6%	70.4%	144.6%	2.5%	792.5K	-44.3M	-176.8K	0.61	56.28	N/A	N/A	4,137	2,526	234,896	81,818
2022-01-04	$4.75	$4.00	116.0%	20.1%	73.5%	48.4%	71.1%	15.9%	-14.9%	730.1K	-38.8M	-167.2K	0.86	42.24	N/A	N/A	3,382	2,899	235,584	81,987
2022-01-05	$4.55	$4.00	122.2%	18.5%	75.9%	51.2%	109.9%	64.7%	3.3%	626.1K	-32.2M	-158.9K	1.37	42.15	N/A	N/A	2,623	3,603	236,207	81,935
2022-01-06	$4.60	$4.00	178.5%	21.1%	75.4%	76.0%	76.6%	206.4%	-80.3%	618.6K	-32.5M	-164.4K	0.60	80.32	N/A	N/A	7,493	4,512	236,929	83,543
2022-01-07	$4.49	$4.00	205.0%	20.2%	75.0%	87.7%	72.5%	13.4%	-203.6%	575.2K	-31.1M	-158.7K	1.39	71.30	N/A	N/A	3,395	4,702	239,890	85,056
2022-01-10	$4.59	$4.00	127.9%	22.9%	74.9%	53.7%	85.0%	141.0%	-92.8%	593.9K	-34.2M	-162.0K	0.30	57.42	N/A	N/A	24,370	7,295	237,411	84,035
2022-01-11	$4.56	$4.00	69.2%	22.3%	75.1%	27.8%	84.8%	23.5%	33.3%	698.4K	-36.6M	-178.5K	1.22	62.74	N/A	N/A	12,203	14,908	256,043	89,011
2022-01-12	$4.47	$4.00	81.3%	22.1%	75.4%	33.1%	79.8%	8.0%	-6.6%	695.2K	-34.2M	-185.5K	1.58	67.46	N/A	N/A	11,524	18,171	261,251	89,217
2022-01-13	$4.32	$4.00	90.1%	24.0%	74.8%	37.0%	80.9%	25.3%	30.6%	646.7K	-29.9M	-192.3K	1.82	49.86	N/A	N/A	8,104	14,713	268,314	89,402
2022-01-14	$4.51	$4.00	90.9%	24.3%	76.0%	37.4%	84.6%	-2.6%	-20.9%	762.5K	-37.1M	-195.0K	1.29	36.04	N/A	N/A	7,695	9,929	269,302	89,514
2022-01-18	$4.75	$4.00	86.0%	24.3%	57.4%	35.2%	82.9%	-6.5%	4.7%	1.0M	-47.3M	-195.4K	0.53	45.89	N/A	N/A	18,822	10,007	270,086	89,579
2022-01-19	$4.43	$4.00	82.6%	23.7%	61.5%	33.7%	85.0%	-0.6%	33.0%	760.1K	-35.8M	-183.4K	0.85	64.52	N/A	N/A	12,395	10,547	273,813	89,758
2022-01-20	$4.36	$4.00	81.9%	23.8%	61.6%	33.4%	86.3%	1.4%	-15.8%	538.7K	-31.5M	-180.9K	1.54	55.75	N/A	N/A	4,785	7,370	272,359	90,238
2022-01-21	$4.29	$4.00	90.3%	23.9%	60.3%	37.1%	82.6%	24.3%	37.6%	361.1K	-29.6M	-178.7K	0.66	67.40	N/A	N/A	10,533	6,941	273,723	90,625
2022-01-24	$3.27	$4.00	257.7%	26.4%	110.5%	100.0%	104.6%	12.0%	-3.2%	103.4K	-1.1M	-130.7K	0.47	77.31	N/A	N/A	12,405	5,873	143,397	61,105
2022-01-25	$3.03	$4.00	95.0%	30.4%	106.9%	35.3%	118.8%	-8.8%	-10.0%	75.9K	819.2K	-119.6K	1.55	71.17	N/A	N/A	3,040	4,709	147,080	63,015
2022-01-26	$2.92	$4.00	88.3%	26.3%	106.3%	32.7%	90.3%	-19.2%	31.7%	45.1K	2.2M	-111.2K	0.85	67.49	N/A	N/A	4,357	3,693	147,856	64,169
2022-01-27	$2.91	$4.00	202.9%	25.4%	105.0%	78.2%	87.1%	-16.1%	-30.4%	8.6K	3.6M	-105.7K	0.66	65.32	N/A	N/A	9,937	6,592	149,274	64,790
2022-01-28	$2.90	$4.00	266.0%	25.2%	105.4%	100.0%	81.8%	249.7%	-25.9%	29.8K	1.6M	-108.5K	1.83	103.16	N/A	N/A	3,453	6,327	155,537	68,117
2022-01-31	$3.12	$3.50	82.4%	25.6%	110.9%	29.3%	88.1%	33.0%	25.7%	50.5K	1.5M	-123.6K	0.72	55.72	N/A	N/A	3,799	2,738	150,915	66,793