OPK Options History — August 2022

In August 2022, OPK traded between $2.21 and $2.72. ATM implied volatility averaged 120.1%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 62.9% (HV 20d: 57.2%). Max pain ranged from $1.50 to $3.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.91.

Notable Days

2022-08-31: Highest Volume — 4,118 contracts
2022-08-05: Largest IV spike — 106.3% change
2022-08-05: Highest IV Rank — 100.0%
2022-08-05: Largest Expected Move — 29.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.46	$2.21	$2.72	$2.42	$2.21
Max Pain	$2.80	$1.50	$3.00	$1.50	$3.00
ATM IV	120.1%	61.5%	454.9%	104.7%	68.2%
Expected Move	19.5%	12.3%	29.5%	25.8%	17.0%
HV 20d	57.2%	44.5%	66.4%	47.0%	63.6%
HV 60d	62.5%	58.9%	73.5%	73.5%	59.8%
IV Rank	24.4%	7.7%	100.0%	26.8%	9.3%
IV Percentile	47.8%	6.7%	100.0%	71.4%	16.3%
Term Structure	-43.1%	-305.6%	104.5%	1.8%	3.4%
VWIV	73.0%	46.2%	164.8%	98.2%	90.0%
Skew 25d	13.8%	-58.8%	52.8%	32.9%	11.5%
Skew 10d	54.4%	-51.5%	163.0%	108.2%	30.2%
Call IV 25d	57.5%	28.6%	143.8%	74.5%	42.4%
Put IV 25d	71.3%	51.3%	110.4%	107.4%	53.9%
Bid-Ask Spread %	86.94	64.79	127.94	81.18	71.14
Gamma HHI	0.44	0.36	0.59	0.40	0.59
Net GEX	-27.4K	-36.6K	-17.5K	-21.9K	-36.6K
Net DEX	4.9M	3.7M	6.5M	4.4M	6.5M
Net VEX	-48.0K	-56.3K	-32.0K	-53.2K	-32.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.91	0.02	9.42	1.17	2.07
Total Volume	1,414.478	132	4,118	3,295	4,118
Total OI	125,244.696	123,405	126,410	124,533	123,817

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
2022-08-01	$2.42	$1.50	104.7%	25.8%	47.0%	26.8%	98.2%	32.9%	1.8%	-21.9K	4.4M	-53.2K	1.17	81.18	N/A	N/A	1,515	1,780	72,829	51,704
2022-08-02	$2.46	$1.50	170.3%	23.4%	47.5%	48.1%	73.4%	13.7%	-159.8%	-20.8K	4.1M	-53.7K	1.54	102.25	N/A	N/A	1,495	2,295	73,017	51,737
2022-08-03	$2.44	$1.50	223.4%	25.8%	45.9%	65.5%	105.9%	2.3%	-41.0%	-25.0K	4.3M	-53.6K	1.57	96.37	N/A	N/A	1,078	1,689	73,264	52,302
2022-08-04	$2.38	$3.00	220.5%	17.8%	44.5%	64.5%	65.5%	36.7%	-177.7%	-25.6K	5.3M	-48.0K	0.98	96.34	N/A	N/A	1,795	1,758	73,380	52,303
2022-08-05	$2.30	$3.00	454.9%	29.5%	44.9%	100.0%	87.8%	41.8%	-305.6%	-21.1K	5.2M	-46.4K	0.92	127.94	N/A	N/A	1,962	1,810	74,000	52,410
2022-08-08	$2.44	$3.00	140.8%	18.9%	50.0%	27.4%	63.5%	-58.8%	-113.9%	-30.5K	5.4M	-47.9K	0.83	98.67	N/A	N/A	2,052	1,704	73,983	51,038
2022-08-09	$2.50	$3.00	119.7%	17.9%	50.9%	22.5%	61.4%	10.8%	-18.2%	-25.6K	4.8M	-50.2K	0.02	84.25	N/A	N/A	301	5	74,538	50,895
2022-08-10	$2.72	$3.00	67.7%	19.4%	59.9%	10.5%	62.1%	42.1%	10.0%	-25.7K	3.7M	-56.3K	0.06	75.27	N/A	N/A	710	41	74,641	50,900
2022-08-11	$2.50	$3.00	69.4%	21.6%	66.4%	10.9%	59.2%	17.2%	-2.7%	-18.5K	4.2M	-52.3K	0.05	79.63	N/A	N/A	1,181	55	74,752	50,916
2022-08-12	$2.51	$3.00	69.2%	23.3%	65.8%	9.5%	89.3%	10.4%	25.4%	-31.8K	4.8M	-48.3K	0.46	86.15	N/A	N/A	119	55	75,188	50,965
2022-08-15	$2.58	$3.00	67.1%	16.6%	62.2%	9.0%	67.3%	18.3%	-12.6%	-29.2K	4.6M	-51.9K	0.08	78.59	N/A	N/A	344	29	74,652	50,849
2022-08-16	$2.58	$3.00	66.8%	19.3%	61.6%	8.9%	71.0%	-6.9%	25.1%	-28.3K	3.9M	-54.2K	0.06	84.75	N/A	N/A	332	21	74,852	50,869
2022-08-17	$2.52	$3.00	65.3%	18.7%	62.1%	8.6%	55.9%	2.9%	16.9%	-17.5K	4.4M	-51.2K	0.24	92.51	N/A	N/A	232	55	74,824	50,875
2022-08-18	$2.57	$3.00	62.2%	17.5%	60.7%	7.9%	62.1%	15.8%	10.0%	-31.0K	4.4M	-51.2K	0.19	78.04	N/A	N/A	194	36	74,731	50,930
2022-08-19	$2.52	$3.00	61.5%	19.4%	58.9%	7.7%	46.2%	52.8%	-27.1%	-28.0K	4.7M	-48.8K	0.04	80.49	N/A	N/A	207	8	74,758	50,907
2022-08-22	$2.47	$3.00	61.5%	17.9%	59.4%	7.7%	62.5%	5.3%	-6.7%	-30.4K	5.0M	-47.5K	0.32	69.99	N/A	N/A	464	148	73,808	50,787
2022-08-23	$2.48	$3.00	94.5%	16.7%	59.0%	15.4%	57.9%	3.5%	-27.8%	-31.6K	5.0M	-47.4K	0.09	64.79	N/A	N/A	349	33	74,092	50,932
2022-08-24	$2.54	$3.00	64.9%	16.9%	57.8%	8.5%	59.0%	11.3%	28.7%	-34.6K	4.9M	-47.8K	0.16	74.59	N/A	N/A	114	18	74,223	50,954
2022-08-25	$2.50	$3.00	106.3%	16.1%	57.6%	18.2%	164.8%	12.7%	104.5%	-32.1K	5.1M	-46.4K	0.17	93.50	N/A	N/A	185	31	74,260	50,953
2022-08-26	$2.31	$3.00	116.9%	13.2%	63.5%	20.7%	50.2%	0.6%	-20.7%	-30.8K	5.7M	-41.0K	0.12	79.98	N/A	N/A	361	43	74,401	50,973
2022-08-29	$2.31	$3.00	200.5%	12.3%	63.0%	40.3%	54.8%	29.6%	-287.4%	-24.7K	5.9M	-39.6K	0.32	108.60	N/A	N/A	164	53	74,262	50,752
2022-08-30	$2.23	$3.00	85.8%	22.5%	63.6%	13.4%	70.1%	11.4%	-16.3%	-29.3K	5.7M	-35.7K	9.42	94.51	N/A	N/A	153	1,441	74,399	49,006
2022-08-31	$2.21	$3.00	68.2%	17.0%	63.6%	9.3%	90.0%	11.5%	3.4%	-36.6K	6.5M	-32.0K	2.07	71.14	N/A	N/A	1,343	2,775	74,428	49,389