OPK Options History — February 2023 In February 2023, OPK traded between $1.04 and $1.42. ATM implied volatility averaged 127.9%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 34.8%. IV traded above realized volatility by 54.9% (HV 20d: 73.1%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.21.
Notable Days 2023-02-01 : Highest Volume — 7,073 contracts2023-02-28 : Largest IV drop — 43.1% change2023-02-27 : Highest IV Rank — 28.8%2023-02-27 : Largest Expected Move — 46.0%Monthly Statistics Metric Avg Min Max Open Close Price $1.23 $1.04 $1.42 $1.42 $1.13 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 127.9% 91.2% 160.3% 106.2% 91.2% Expected Move 34.8% 22.8% 46.0% 30.4% 26.2% HV 20d 73.1% 55.9% 90.0% 89.5% 71.6% HV 60d 76.9% 73.4% 84.6% 84.5% 76.3% IV Rank 21.0% 12.1% 28.8% 15.7% 12.1% IV Percentile 85.9% 63.5% 92.5% 81.3% 63.5% Term Structure -40.9% -108.5% -6.5% -9.4% -17.4% VWIV 121.0% 74.2% 160.0% 116.9% 143.8% Skew 25d 13.2% -39.8% 89.3% -39.8% -31.6% Skew 10d 44.3% -178.4% 143.6% -72.9% 53.7% Call IV 25d 101.4% 72.4% 172.4% 172.4% 89.9% Put IV 25d 114.6% 58.3% 185.0% 132.6% 58.3% Bid-Ask Spread % 58.18 28.27 103.65 28.27 81.62 Gamma HHI 0.31 0.15 0.48 0.15 0.43 Net GEX 12.0K 5.8K 16.0K 5.8K 16.0K Net DEX -648.5K -1.1M 31.6K 31.6K -552.5K Net VEX -15.0K -18.2K -10.6K -16.1K -14.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.21 0.00 2.30 0.00 0.11 Total Volume 782.632 63 7,073 7,073 63 Total OI 47,527.263 39,981 49,883 39,981 49,883
Daily Data (19 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 2023-02-01 $1.42 $1.00 106.2% 30.4% 89.5% 15.7% 116.9% -39.8% -9.4% 5.8K 31.6K -16.1K 0.00 28.27 N/A N/A 7,069 4 26,618 13,363 2023-02-02 $1.42 $1.00 109.7% 28.5% 88.3% 16.6% 74.2% 10.0% -12.6% 12.3K -1.0M -18.2K 0.00 34.41 N/A N/A 691 2 33,127 13,366 2023-02-03 $1.40 $1.00 150.9% 32.7% 87.5% 26.5% 113.9% 17.0% -19.4% 12.3K -1.1M -18.1K 0.01 30.61 N/A N/A 409 3 33,480 13,367 2023-02-06 $1.33 $1.00 148.1% 22.8% 89.2% 25.8% 125.1% -10.0% -14.8% 10.6K -682.1K -15.2K 0.01 103.65 N/A N/A 380 2 33,633 13,370 2023-02-07 $1.35 $1.00 111.3% 30.1% 88.4% 16.9% 110.8% -25.1% -10.7% 12.1K -652.7K -15.7K 0.03 54.42 N/A N/A 93 3 33,980 13,372 2023-02-08 $1.29 $1.00 112.8% 32.3% 90.0% 17.3% 115.6% 50.9% -14.2% 10.6K -716.8K -12.6K 0.02 34.07 N/A N/A 136 3 34,031 13,375 2023-02-09 $1.25 $1.00 126.8% 36.3% 90.0% 20.7% 117.4% -8.6% -81.3% 11.8K -666.5K -15.9K 0.93 58.61 N/A N/A 127 118 34,102 13,378 2023-02-10 $1.25 $1.00 148.2% 42.5% 89.8% 25.9% 119.0% 51.0% -44.2% 11.6K -667.5K -15.7K 0.07 51.60 N/A N/A 176 12 34,133 13,405 2023-02-13 $1.23 $1.00 143.5% 41.1% 60.8% 24.7% 146.0% -3.0% -88.0% 11.8K -712.3K -15.7K 0.07 35.32 N/A N/A 330 24 34,270 13,406 2023-02-14 $1.19 $1.00 142.4% 40.8% 60.5% 24.5% 89.7% 16.2% -108.5% 10.5K -534.8K -14.1K 0.00 37.72 N/A N/A 1,022 2 34,345 13,428 2023-02-15 $1.21 $1.00 94.4% 27.1% 60.7% 12.9% 114.4% -27.5% -8.1% 13.9K -1.1M -16.6K 0.03 36.49 N/A N/A 179 5 35,106 13,427 2023-02-16 $1.19 $1.00 120.7% 34.6% 55.9% 19.2% 160.0% -29.6% 0.0% 12.1K -580.1K -14.7K 0.10 66.08 N/A N/A 292 29 35,154 13,428 2023-02-17 $1.17 $1.00 128.4% 36.8% 55.9% 21.1% 129.4% 56.0% -6.5% 12.1K -691.8K -15.2K 0.04 47.31 N/A N/A 288 11 35,173 13,432 2023-02-21 $1.10 $1.00 138.9% 39.8% 58.5% 23.6% 124.0% 60.1% -26.1% 12.5K -464.7K -13.7K 0.02 68.42 N/A N/A 540 13 34,314 13,347 2023-02-22 $1.06 $1.00 131.3% 37.6% 55.9% 21.8% 105.4% 33.0% -58.3% 12.8K -319.2K -13.2K 0.05 85.29 N/A N/A 179 9 34,690 13,362 2023-02-23 $1.12 $1.00 149.6% 42.9% 60.1% 26.2% 157.5% 4.8% -33.2% 13.2K -923.5K -15.7K 0.05 95.70 N/A N/A 642 33 34,785 13,369 2023-02-24 $1.04 $1.00 115.6% 33.1% 64.2% 18.0% 115.1% 37.7% -92.2% 12.5K -366.2K -10.6K 0.14 56.11 N/A N/A 1,081 147 35,295 13,398 2023-02-27 $1.13 $1.00 160.3% 46.0% 71.6% 28.8% 143.8% 89.3% -91.4% 14.1K -687.4K -15.0K 2.30 99.78 N/A N/A 228 525 35,802 13,504 2023-02-28 $1.13 $1.00 91.2% 26.2% 71.6% 12.1% 0.0% -31.6% -17.4% 16.0K -552.5K -14.1K 0.11 81.62 N/A N/A 57 6 35,867 14,016
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