OPK Options History — December 2022

In December 2022, OPK traded between $1.04 and $1.46. ATM implied volatility averaged 87.0%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 26.2% (HV 20d: 60.8%). Max pain ranged from $2.00 to $3.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.13.

Notable Days

2022-12-07: Highest Volume — 885 contracts
2022-12-16: Largest IV spike — 89.2% change
2022-12-16: Highest IV Rank — 34.7%
2022-12-16: Largest Expected Move — 53.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.26	$1.04	$1.46	$1.46	$1.23
Max Pain	$2.19	$2.00	$3.00	$3.00	$2.00
ATM IV	87.0%	45.7%	184.8%	77.5%	104.1%
Expected Move	24.4%	18.1%	53.0%	22.2%	29.8%
HV 20d	60.8%	44.5%	88.5%	88.5%	77.2%
HV 60d	64.9%	63.3%	73.3%	64.4%	73.2%
IV Rank	11.1%	1.1%	34.7%	8.8%	15.2%
IV Percentile	48.6%	0.8%	93.3%	39.3%	78.2%
Term Structure	-11.8%	-78.2%	27.6%	6.2%	-78.2%
VWIV	94.3%	70.9%	178.1%	87.8%	144.1%
Skew 25d	28.1%	-46.4%	211.3%	-8.8%	-4.9%
Skew 10d	52.1%	-11.6%	319.1%	-8.9%	63.3%
Call IV 25d	73.4%	55.2%	100.7%	81.9%	71.2%
Put IV 25d	101.4%	47.6%	277.1%	73.2%	66.3%
Bid-Ask Spread %	60.33	17.48	103.89	103.89	35.80
Gamma HHI	0.18	0.15	0.23	0.16	0.16
Net GEX	3.8K	1.5K	5.0K	4.0K	5.0K
Net DEX	1.0M	579.4K	1.4M	1.4M	579.4K
Net VEX	-13.7K	-17.2K	-4.9K	-16.8K	-14.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.13	0.00	0.73	0.15	0.01
Total Volume	236.81	78	885	105	101
Total OI	95,112.238	85,516	102,872	101,883	85,794

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
2022-12-01	$1.46	$3.00	77.5%	22.2%	88.5%	8.8%	87.8%	-8.8%	6.2%	4.0K	1.4M	-16.8K	0.15	103.89	N/A	N/A	91	14	77,848	24,035
2022-12-02	$1.46	$3.00	74.4%	21.3%	87.3%	8.0%	74.5%	13.8%	-5.4%	4.2K	1.3M	-17.2K	0.12	96.02	N/A	N/A	278	33	77,939	24,028
2022-12-05	$1.40	$3.00	45.7%	20.1%	87.9%	1.1%	70.9%	19.6%	-3.8%	4.3K	1.2M	-16.7K	0.39	83.03	N/A	N/A	160	63	78,161	24,031
2022-12-06	$1.38	$2.50	45.9%	24.2%	87.0%	1.1%	84.7%	3.8%	-19.4%	4.3K	1.1M	-16.4K	0.03	36.22	N/A	N/A	144	4	78,293	23,009
2022-12-07	$1.35	$2.50	61.3%	18.1%	86.0%	4.8%	73.6%	40.6%	-4.8%	4.2K	1.0M	-16.2K	0.01	55.48	N/A	N/A	880	5	78,302	23,053
2022-12-08	$1.33	$2.00	79.8%	18.3%	56.9%	9.3%	73.8%	33.8%	4.3%	4.7K	1.2M	-15.5K	0.29	60.74	N/A	N/A	157	45	79,164	22,993
2022-12-09	$1.33	$2.00	85.3%	20.3%	55.1%	10.6%	71.8%	211.3%	-16.2%	4.2K	1.4M	-14.6K	0.00	49.56	N/A	N/A	78	0	79,281	22,966
2022-12-12	$1.31	$2.00	109.5%	22.5%	51.6%	16.5%	79.7%	4.1%	-7.0%	3.6K	1.2M	-14.6K	0.03	32.61	N/A	N/A	236	7	79,302	22,878
2022-12-13	$1.31	$2.00	126.4%	22.8%	48.7%	20.6%	80.6%	-11.8%	-4.8%	4.0K	1.2M	-15.1K	0.06	27.34	N/A	N/A	227	13	79,517	22,876
2022-12-14	$1.29	$2.00	77.4%	22.2%	46.7%	8.8%	103.8%	-46.4%	-31.0%	3.2K	1.4M	-14.1K	0.21	51.30	N/A	N/A	75	16	79,746	22,868
2022-12-15	$1.25	$2.00	97.7%	28.0%	46.6%	13.7%	95.8%	19.8%	-20.0%	3.6K	1.2M	-14.0K	0.01	17.48	N/A	N/A	616	5	79,803	22,562
2022-12-16	$1.25	$2.00	184.8%	53.0%	44.5%	34.7%	93.9%	168.9%	11.7%	4.0K	1.2M	-14.3K	0.09	95.59	N/A	N/A	160	15	80,376	22,496
2022-12-19	$1.15	$2.00	65.0%	18.6%	50.4%	5.7%	77.4%	9.8%	27.6%	1.5K	1.1M	-10.7K	0.03	52.20	N/A	N/A	289	9	67,385	18,603
2022-12-20	$1.19	$2.00	73.1%	21.0%	53.5%	7.7%	72.2%	-0.2%	-21.1%	4.0K	649.9K	-12.6K	0.02	70.86	N/A	N/A	121	2	67,537	18,326
2022-12-21	$1.17	$2.00	76.3%	21.9%	47.7%	8.5%	95.7%	11.3%	-17.6%	3.1K	1.0M	-4.9K	0.42	98.10	N/A	N/A	109	46	67,615	18,325
2022-12-22	$1.17	$2.00	66.2%	19.0%	45.8%	6.0%	178.1%	17.0%	-1.8%	3.4K	720.5K	-12.8K	0.01	77.67	N/A	N/A	202	3	67,686	18,237
2022-12-23	$1.13	$2.00	84.6%	24.3%	46.4%	10.5%	101.8%	2.1%	-15.7%	3.4K	693.8K	-12.5K	0.00	74.93	N/A	N/A	235	1	67,881	17,635
2022-12-27	$1.06	$2.00	102.6%	29.4%	46.5%	14.8%	100.1%	16.6%	-11.0%	3.3K	617.4K	-9.2K	0.09	58.43	N/A	N/A	116	11	67,996	17,636
2022-12-28	$1.04	$2.00	109.0%	31.3%	45.4%	16.4%	126.7%	60.0%	-40.9%	2.7K	623.2K	-11.5K	0.73	47.85	N/A	N/A	104	76	68,113	17,424
2022-12-29	$1.23	$2.00	81.4%	23.3%	77.2%	9.7%	0.0%	29.0%	0.4%	4.0K	699.3K	-13.2K	0.04	41.89	N/A	N/A	218	8	68,138	17,499
2022-12-30	$1.23	$2.00	104.1%	29.8%	77.2%	15.2%	144.1%	-4.9%	-78.2%	5.0K	579.4K	-14.0K	0.01	35.80	N/A	N/A	100	1	68,294	17,500