OPK Options History — March 2022

In March 2022, OPK traded between $3.04 and $3.73. ATM implied volatility averaged 76.5%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 21.4%. IV traded above realized volatility by 22.9% (HV 20d: 53.6%). Max pain ranged from $2.50 to $4.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 1.26.

Notable Days

2022-03-18: Highest Volume — 9,061 contracts
2022-03-16: Largest IV spike — 55.9% change
2022-03-16: Highest IV Rank — 42.5%
2022-03-04: Largest Expected Move — 25.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.37	$3.04	$3.73	$3.07	$3.42
Max Pain	$3.64	$2.50	$4.00	$4.00	$3.50
ATM IV	76.5%	58.3%	116.6%	90.8%	104.9%
Expected Move	21.4%	18.8%	25.0%	24.0%	20.8%
HV 20d	53.6%	47.2%	61.2%	47.8%	58.3%
HV 60d	81.1%	77.4%	85.6%	82.8%	78.6%
IV Rank	27.1%	20.0%	42.5%	32.6%	38.0%
IV Percentile	36.9%	9.5%	79.4%	62.7%	74.6%
Term Structure	33.5%	-10.3%	232.2%	6.3%	232.2%
VWIV	72.2%	63.7%	91.1%	85.7%	66.8%
Skew 25d	18.8%	-16.9%	113.1%	-16.9%	-13.2%
Skew 10d	57.0%	-78.6%	256.0%	92.6%	100.3%
Call IV 25d	74.3%	51.7%	150.0%	96.8%	73.1%
Put IV 25d	93.1%	57.0%	197.4%	79.9%	59.8%
Bid-Ask Spread %	63.42	34.56	93.37	44.72	78.46
Gamma HHI	0.20	0.17	0.23	0.17	0.23
Net GEX	51.5K	-34.4K	139.7K	21.1K	118.9K
Net DEX	-2.1M	-6.5M	3.0M	294.4K	-4.1M
Net VEX	-119.5K	-130.3K	-97.7K	-121.4K	-116.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.26	0.38	2.91	1.43	1.33
Total Volume	5,395.739	3,943	9,061	4,523	3,952
Total OI	176,468.087	135,750	205,954	200,385	138,879

Daily Data (23 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
2022-03-01	$3.07	$4.00	90.8%	24.0%	47.8%	32.6%	85.7%	-16.9%	6.3%	21.1K	294.4K	-121.4K	1.43	44.72	N/A	N/A	1,862	2,661	134,370	66,015
2022-03-02	$3.20	$4.00	84.7%	21.5%	48.8%	30.2%	67.8%	112.8%	2.8%	4.7K	309.6K	-122.4K	1.51	40.79	N/A	N/A	1,873	2,835	134,461	66,053
2022-03-03	$3.13	$4.00	87.7%	23.3%	49.5%	31.4%	70.2%	113.1%	-0.6%	1.6K	880.6K	-116.4K	2.02	52.53	N/A	N/A	1,551	3,130	134,689	66,085
2022-03-04	$3.07	$4.00	82.6%	25.0%	47.2%	29.4%	84.5%	50.5%	13.7%	5.9K	827.9K	-114.3K	2.06	52.66	N/A	N/A	1,327	2,732	134,553	66,125
2022-03-07	$3.14	$4.00	92.0%	22.1%	47.8%	33.0%	80.0%	23.5%	-2.4%	-23.5K	3.0M	-97.7K	2.38	62.27	N/A	N/A	1,350	3,218	132,801	65,647
2022-03-08	$3.09	$4.00	78.5%	24.9%	48.1%	27.9%	91.1%	26.7%	25.0%	-8.4K	1.1M	-116.6K	1.33	69.78	N/A	N/A	1,691	2,252	132,901	66,641
2022-03-09	$3.23	$4.00	78.7%	24.3%	50.7%	27.9%	70.3%	6.0%	-9.8%	-21.2K	1.4M	-113.5K	1.13	34.56	N/A	N/A	2,838	3,195	132,880	66,686
2022-03-10	$3.26	$4.00	78.0%	20.6%	50.5%	27.6%	76.6%	24.7%	-10.3%	-32.8K	-62.1K	-123.7K	1.58	50.38	N/A	N/A	2,025	3,192	133,838	67,744
2022-03-11	$3.15	$4.00	68.0%	22.3%	51.4%	23.8%	67.9%	7.5%	29.0%	-20.2K	1.3M	-116.2K	2.91	69.87	N/A	N/A	1,956	5,690	134,143	67,805
2022-03-14	$3.04	$3.50	81.9%	23.2%	51.9%	29.1%	79.8%	8.9%	1.4%	6.6K	1.5M	-112.5K	0.87	67.64	N/A	N/A	3,764	3,262	134,052	65,347
2022-03-15	$3.33	$3.50	74.8%	21.3%	61.2%	26.4%	74.4%	20.0%	5.6%	70.3K	1.1M	-112.2K	0.72	57.41	N/A	N/A	4,571	3,284	136,380	64,904
2022-03-16	$3.42	$3.50	116.6%	21.5%	56.8%	42.5%	74.2%	18.6%	176.9%	-34.4K	-2.6M	-128.6K	0.81	67.64	N/A	N/A	2,829	2,295	136,585	65,992
2022-03-17	$3.58	$0.00	68.8%	19.5%	58.9%	24.1%	63.7%	10.4%	-7.2%	-29.6K	-3.8M	-124.2K	0.50	88.78	N/A	N/A	5,112	2,550	137,185	66,054
2022-03-18	$3.70	$2.50	67.1%	19.8%	56.9%	23.4%	64.2%	5.2%	4.3%	112.9K	-5.4M	-120.2K	0.38	93.37	N/A	N/A	6,551	2,510	139,704	66,250
2022-03-21	$3.58	$3.00	62.2%	19.9%	58.7%	21.6%	68.6%	2.1%	-5.4%	116.1K	-5.4M	-121.4K	0.73	62.90	N/A	N/A	3,237	2,352	85,516	50,234
2022-03-22	$3.61	$3.50	62.8%	19.9%	55.6%	21.8%	65.2%	10.5%	5.5%	130.7K	-5.5M	-124.9K	0.84	74.39	N/A	N/A	2,791	2,357	87,099	50,319
2022-03-23	$3.50	$3.50	63.2%	19.8%	57.0%	22.0%	68.6%	5.4%	4.2%	118.0K	-4.9M	-119.4K	1.03	58.96	N/A	N/A	2,379	2,456	88,184	50,375
2022-03-24	$3.48	$3.50	65.9%	20.3%	55.0%	23.0%	67.3%	5.2%	-4.6%	115.5K	-4.0M	-119.0K	1.25	78.20	N/A	N/A	1,899	2,368	88,293	50,502
2022-03-25	$3.53	$3.50	58.3%	19.6%	55.1%	20.0%	68.1%	2.8%	-5.0%	130.2K	-5.0M	-123.9K	1.04	54.76	N/A	N/A	2,335	2,431	88,647	50,547
2022-03-28	$3.57	$3.50	61.4%	18.8%	53.7%	21.3%	65.7%	8.0%	106.8%	127.7K	-6.2M	-130.3K	1.01	80.03	N/A	N/A	2,307	2,323	87,363	50,301
2022-03-29	$3.73	$3.50	60.9%	19.4%	54.7%	21.1%	69.4%	4.5%	145.8%	139.7K	-6.5M	-128.9K	1.03	40.57	N/A	N/A	2,194	2,262	87,841	50,309
2022-03-30	$3.57	$3.50	69.7%	19.7%	56.5%	24.4%	69.3%	-4.6%	55.6%	134.2K	-6.1M	-123.4K	1.12	77.96	N/A	N/A	2,049	2,304	88,140	50,327
2022-03-31	$3.42	$3.50	104.9%	20.8%	58.3%	38.0%	66.8%	-13.2%	232.2%	118.9K	-4.1M	-116.3K	1.33	78.46	N/A	N/A	1,693	2,259	88,526	50,353