OPK Options History — March 2023 In March 2023, OPK traded between $1.06 and $1.46. ATM implied volatility averaged 114.2%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 28.4%. IV traded above realized volatility by 46.4% (HV 20d: 67.8%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.06.
Notable Days 2023-03-28 : Highest Volume — 5,310 contracts2023-03-23 : Largest IV spike — 69.7% change2023-03-07 : Highest IV Rank — 31.6%2023-03-02 : Largest Expected Move — 39.1%Monthly Statistics Metric Avg Min Max Open Close Price $1.28 $1.06 $1.46 $1.15 $1.46 Max Pain $1.09 $1.00 $2.00 $1.00 $1.00 ATM IV 114.2% 51.2% 171.9% 121.7% 83.5% Expected Move 28.4% 14.7% 39.1% 34.9% 23.9% HV 20d 67.8% 58.1% 76.2% 70.8% 58.1% HV 60d 77.8% 71.3% 81.4% 76.4% 71.3% IV Rank 17.6% 2.4% 31.6% 19.5% 10.2% IV Percentile 69.4% 2.8% 93.3% 86.1% 48.8% Term Structure -9.6% -136.0% 248.8% -80.8% 10.8% VWIV 109.9% 41.1% 214.3% 214.3% 91.0% Skew 25d 3.6% -54.4% 91.2% -27.9% -54.4% Skew 10d 25.1% -67.1% 125.5% 83.6% -67.1% Call IV 25d 92.7% 60.0% 142.3% 89.4% 142.3% Put IV 25d 96.3% 61.6% 165.7% 61.6% 87.9% Bid-Ask Spread % 51.15 10.21 108.91 89.28 28.09 Gamma HHI 0.22 0.16 0.42 0.36 0.25 Net GEX 11.0K 6.3K 16.4K 15.0K 16.4K Net DEX -903.2K -1.7M -440.0K -516.3K -1.7M Net VEX -16.5K -19.4K -13.3K -14.1K -19.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.06 0.00 0.30 0.22 0.01 Total Volume 948.217 22 5,310 22 530 Total OI 49,776.739 44,030 55,593 49,894 52,139
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 2023-03-01 $1.15 $1.00 121.7% 34.9% 70.8% 19.5% 214.3% -27.9% -80.8% 15.0K -516.3K -14.1K 0.22 89.28 N/A N/A 18 4 35,872 14,022 2023-03-02 $1.19 $1.00 136.4% 39.1% 61.8% 23.0% 177.8% 91.2% 0.2% 12.8K -657.0K -14.6K 0.03 93.10 N/A N/A 40 1 35,883 14,020 2023-03-03 $1.15 $1.00 114.6% 32.8% 62.4% 17.7% 130.1% 12.2% -26.8% 15.1K -500.6K -14.1K 0.00 80.68 N/A N/A 31 0 35,880 14,019 2023-03-06 $1.12 $1.00 133.7% 34.6% 62.6% 22.3% 120.0% 9.2% -29.6% 15.0K -440.2K -13.3K 0.00 95.11 N/A N/A 56 0 35,858 14,019 2023-03-07 $1.06 $1.00 171.9% 30.9% 62.9% 31.6% 0.0% 21.0% -27.2% 11.6K -440.0K -13.5K 0.15 108.91 N/A N/A 106 16 35,852 14,019 2023-03-08 $1.13 $1.00 129.7% 32.1% 67.9% 21.4% 141.7% -13.3% 7.9% 13.7K -728.4K -14.6K 0.10 73.38 N/A N/A 2,584 255 35,865 14,011 2023-03-09 $1.23 $2.00 134.7% 26.0% 74.0% 22.6% 74.2% -7.7% -25.0% 6.3K -953.7K -15.2K 0.07 47.86 N/A N/A 1,325 94 37,353 14,205 2023-03-10 $1.23 $2.00 168.5% 26.4% 73.2% 30.8% 116.2% -7.3% -12.3% 6.6K -984.6K -15.3K 0.01 48.38 N/A N/A 2,572 36 37,983 14,259 2023-03-13 $1.25 $1.00 151.2% 19.8% 73.5% 26.6% 68.5% 5.7% 26.3% 7.0K -1.1M -16.3K 0.01 45.30 N/A N/A 916 5 39,311 14,252 2023-03-14 $1.31 $1.00 154.3% 30.7% 75.0% 27.3% 137.5% -5.9% -37.5% 7.9K -1.3M -17.7K 0.03 44.22 N/A N/A 1,064 33 39,490 14,250 2023-03-15 $1.35 $1.00 124.3% 35.6% 74.3% 20.1% 110.5% 14.0% -19.8% 8.1K -1.5M -17.8K 0.11 13.13 N/A N/A 238 27 40,213 14,271 2023-03-16 $1.40 $1.00 84.9% 24.3% 75.0% 10.5% 124.5% -39.5% -5.7% 8.9K -1.3M -17.4K 0.01 32.98 N/A N/A 1,648 14 40,093 14,283 2023-03-17 $1.35 $1.00 130.0% 37.3% 76.2% 21.5% 83.1% 51.6% -26.8% 9.6K -1.3M -16.9K 0.10 15.50 N/A N/A 751 77 41,316 14,277 2023-03-20 $1.33 $1.00 51.2% 14.7% 76.1% 2.4% 41.1% 10.2% 248.8% 8.7K -578.2K -17.1K 0.02 10.21 N/A N/A 835 15 30,367 13,663 2023-03-21 $1.35 $1.00 75.1% 21.5% 71.7% 8.2% 87.9% -1.5% 22.7% 10.1K -686.2K -17.5K 0.05 16.44 N/A N/A 420 21 31,121 13,663 2023-03-22 $1.33 $1.00 79.1% 22.7% 70.2% 9.2% 0.0% 2.7% -31.1% 10.1K -642.4K -17.6K 0.01 58.36 N/A N/A 498 5 31,365 13,670 2023-03-23 $1.27 $1.00 134.2% 38.5% 71.0% 22.5% 87.6% -9.4% -136.0% 9.9K -569.0K -16.7K 0.30 23.23 N/A N/A 165 50 31,677 13,671 2023-03-24 $1.29 $1.00 91.8% 26.3% 64.4% 12.2% 122.1% -20.6% -40.2% 9.9K -549.2K -16.7K 0.01 11.57 N/A N/A 177 2 31,762 13,720 2023-03-27 $1.33 $1.00 104.4% 29.9% 59.1% 15.3% 0.0% -7.6% -33.5% 9.4K -547.7K -16.6K 0.05 69.96 N/A N/A 118 6 31,923 13,721 2023-03-28 $1.38 $1.00 80.2% 23.0% 59.8% 9.4% 85.3% 3.1% 40.2% 10.8K -811.0K -18.0K 0.00 40.11 N/A N/A 5,303 7 31,977 13,727 2023-03-29 $1.40 $1.00 77.8% 22.3% 59.8% 8.8% 76.6% 32.9% -7.0% 14.8K -1.5M -19.4K 0.03 41.12 N/A N/A 317 8 37,028 13,734 2023-03-30 $1.40 $1.00 94.2% 27.0% 59.2% 12.8% 108.0% 23.6% -37.3% 15.8K -1.5M -19.1K 0.00 89.49 N/A N/A 1,419 2 37,325 13,736 2023-03-31 $1.46 $1.00 83.5% 23.9% 58.1% 10.2% 91.0% -54.4% 10.8% 16.4K -1.7M -19.4K 0.01 28.09 N/A N/A 527 3 38,402 13,737
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