OPK Options History — January 2023 In January 2023, OPK traded between $1.21 and $1.60. ATM implied volatility averaged 105.9%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 32.8%. IV traded above realized volatility by 14.6% (HV 20d: 91.3%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.03.
Notable Days 2023-01-13 : Highest Volume — 5,956 contracts2023-01-19 : Largest IV spike — 268.2% change2023-01-19 : Highest IV Rank — 65.9%2023-01-19 : Largest Expected Move — 90.0%Monthly Statistics Metric Avg Min Max Open Close Price $1.34 $1.21 $1.60 $1.21 $1.29 Max Pain $1.10 $1.00 $2.00 $2.00 $1.00 ATM IV 105.9% 64.2% 313.9% 95.8% 97.2% Expected Move 32.8% 17.5% 90.0% 27.5% 27.9% HV 20d 91.3% 77.1% 104.5% 77.1% 83.5% HV 60d 78.6% 72.8% 83.2% 72.9% 82.4% IV Rank 15.6% 5.6% 65.9% 13.2% 13.5% IV Percentile 61.2% 13.9% 99.2% 73.8% 75.4% Term Structure -7.0% -76.4% 42.4% -18.1% -18.3% VWIV 127.2% 53.9% 373.1% 93.0% 116.1% Skew 25d 28.7% -159.1% 313.7% 6.9% -14.6% Skew 10d 60.5% -37.1% 394.2% 110.3% -18.5% Call IV 25d 92.1% 62.8% 236.7% 92.4% 101.4% Put IV 25d 120.8% 75.0% 392.0% 99.3% 86.8% Bid-Ask Spread % 64.64 21.91 104.48 104.48 21.91 Gamma HHI 0.20 0.14 0.38 0.38 0.14 Net GEX 7.2K 2.2K 16.5K 4.2K 6.1K Net DEX 227.0K -1.2M 1.9M 1.9M -134.1K Net VEX -14.7K -18.6K -532 -532 -15.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.03 0.00 0.11 0.03 0.04 Total Volume 730.85 51 5,956 186 243 Total OI 71,238.85 38,764 92,850 85,879 39,654
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 2023-01-03 $1.21 $2.00 95.8% 27.5% 77.1% 13.2% 93.0% 6.9% -18.1% 4.2K 1.9M -532 0.03 104.48 N/A N/A 180 6 68,388 17,491 2023-01-04 $1.27 $2.00 77.0% 22.1% 78.7% 8.6% 83.4% -5.0% -7.1% 4.7K 598.7K -14.0K 0.00 64.28 N/A N/A 520 2 68,379 17,496 2023-01-05 $1.23 $1.00 107.3% 19.4% 79.3% 16.0% 0.0% -20.2% 37.4% 5.1K 611.7K -13.1K 0.00 21.94 N/A N/A 469 0 68,856 17,497 2023-01-06 $1.27 $1.00 81.8% 60.5% 80.1% 9.8% 0.0% 25.6% 20.2% 5.2K 599.1K -14.1K 0.05 95.00 N/A N/A 227 11 69,302 17,492 2023-01-09 $1.23 $1.00 95.8% 17.5% 80.7% 13.2% 53.9% -18.8% 42.4% 5.2K 436.9K -13.9K 0.11 54.64 N/A N/A 46 5 69,513 17,494 2023-01-10 $1.25 $1.00 116.1% 67.1% 81.0% 18.1% 0.0% 15.5% -22.0% 5.5K 516.5K -14.0K 0.00 88.83 N/A N/A 160 0 69,538 17,495 2023-01-11 $1.29 $1.00 221.9% 63.6% 81.7% 43.7% 298.7% 165.5% 26.3% 2.2K 522.6K -14.1K 0.01 100.31 N/A N/A 363 3 69,644 17,495 2023-01-12 $1.31 $1.00 64.2% 18.4% 81.9% 5.6% 72.2% 40.5% 0.4% 6.7K 380.9K -14.6K 0.01 22.32 N/A N/A 110 1 69,863 17,496 2023-01-13 $1.56 $1.00 77.0% 22.1% 102.4% 8.7% 114.1% 87.4% 16.0% 13.2K -1.2M -15.8K 0.01 66.62 N/A N/A 5,878 78 69,961 17,496 2023-01-17 $1.58 $1.00 67.3% 19.3% 101.3% 6.3% 61.9% 76.2% 14.8% 15.5K 124.0K -18.6K 0.01 65.39 N/A N/A 1,482 9 73,881 17,552 2023-01-18 $1.60 $1.00 85.2% 24.4% 101.2% 10.6% 97.2% 77.5% -20.7% 16.5K 189.2K -18.6K 0.00 63.96 N/A N/A 1,535 6 74,966 17,563 2023-01-19 $1.48 $1.00 313.9% 90.0% 100.5% 65.9% 373.1% 313.7% -52.9% 14.4K -144.9K -18.6K 0.10 58.18 N/A N/A 146 14 75,207 17,567 2023-01-20 $1.46 $1.00 119.9% 34.4% 100.6% 19.0% 163.7% -159.1% -76.4% 6.9K 288.1K -18.0K 0.02 68.20 N/A N/A 398 7 75,339 17,511 2023-01-23 $1.42 $1.00 84.8% 24.3% 101.0% 10.5% 83.7% 5.5% -31.3% 5.7K -63.0K -16.2K 0.06 72.26 N/A N/A 357 20 25,448 13,316 2023-01-24 $1.33 $1.00 88.5% 25.4% 104.5% 11.4% 106.5% -8.8% -27.6% 6.1K -158.7K -16.3K 0.04 28.40 N/A N/A 128 5 25,623 13,324 2023-01-25 $1.29 $1.00 83.5% 23.9% 104.3% 10.2% 99.2% 33.0% -7.7% 5.4K 17.2K -15.2K 0.00 51.05 N/A N/A 587 1 25,691 13,326 2023-01-26 $1.25 $1.00 78.2% 22.4% 102.0% 8.9% 91.7% -22.1% -14.1% 4.4K 208.2K -13.8K 0.01 95.87 N/A N/A 774 5 25,829 13,326 2023-01-27 $1.27 $1.00 76.8% 22.0% 101.5% 8.6% 0.0% -3.8% 19.7% 5.3K -75.0K -15.2K 0.03 64.03 N/A N/A 681 21 25,909 13,330 2023-01-30 $1.25 $1.00 86.5% 24.8% 82.8% 10.9% 0.0% -20.3% -20.6% 5.5K -80.1K -14.9K 0.01 85.01 N/A N/A 138 1 26,167 13,352 2023-01-31 $1.29 $1.00 97.2% 27.9% 83.5% 13.5% 116.1% -14.6% -18.3% 6.1K -134.1K -15.4K 0.04 21.91 N/A N/A 233 10 26,301 13,353
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