OPK Options History — October 2023 In October 2023, OPK traded between $1.23 and $1.52. ATM implied volatility averaged 111.6%, placing in the 27.2% IV rank vs the trailing year. The 30-day expected move averaged 29.3%. IV traded above realized volatility by 67.4% (HV 20d: 44.2%). Max pain ranged from $1.00 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 8.43.
Notable Days 2023-10-31 : Highest Volume — 10,057 contracts2023-10-09 : Largest IV spike — 78.2% change2023-10-10 : Highest IV Rank — 42.3%2023-10-31 : Largest Expected Move — 42.0%Monthly Statistics Metric Avg Min Max Open Close Price $1.36 $1.23 $1.52 $1.50 $1.25 Max Pain $2.30 $1.00 $2.50 $1.00 $2.50 ATM IV 111.6% 82.0% 153.4% 114.2% 146.5% Expected Move 29.3% 21.0% 42.0% 32.7% 42.0% HV 20d 44.2% 33.9% 48.7% 42.8% 35.1% HV 60d 54.5% 44.0% 57.6% 57.6% 44.0% IV Rank 27.2% 16.6% 42.3% 28.2% 39.8% IV Percentile 73.3% 46.4% 94.8% 79.4% 92.5% Term Structure -3.3% -68.8% 27.3% -68.8% -48.0% VWIV 104.5% 88.5% 120.0% 90.1% 119.2% Skew 25d 15.0% -46.7% 165.5% -35.8% 8.0% Skew 10d 10.1% -75.9% 234.7% -58.9% 1.9% Call IV 25d 90.5% 51.2% 207.5% 162.1% 67.0% Put IV 25d 105.5% 62.5% 257.0% 126.3% 75.0% Bid-Ask Spread % 33.71 6.73 115.88 28.45 8.15 Gamma HHI 0.31 0.26 0.37 0.26 0.28 Net GEX 24.5K 16.7K 31.4K 25.2K 16.9K Net DEX -616.2K -1.5M 203.3K -657.3K -202.1K Net VEX -16.9K -22.0K -11.2K -16.2K -14.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 8.43 0.00 178.59 0.00 178.59 Total Volume 1,137.682 12 10,057 211 10,057 Total OI 70,719.591 61,599 72,143 61,636 72,001
Daily Data (22 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 2023-10-02 $1.50 $1.00 114.2% 32.7% 42.8% 28.2% 0.0% -35.8% -68.8% 25.2K -657.3K -16.2K 0.00 28.45 N/A N/A 210 1 47,788 13,848 2023-10-03 $1.48 $1.00 105.8% 30.3% 41.9% 25.1% 90.1% -36.7% -48.9% 21.6K -221.7K -14.6K 0.00 73.11 N/A N/A 5,344 11 47,750 13,849 2023-10-04 $1.52 $1.00 88.0% 25.2% 43.6% 18.7% 0.0% 20.5% -9.7% 26.9K -953.0K -18.8K 0.00 115.88 N/A N/A 4,462 2 53,126 13,860 2023-10-05 $1.50 $2.50 125.2% 21.0% 43.7% 32.1% 0.0% -39.5% 15.7% 30.6K -1.4M -22.0K 0.00 7.89 N/A N/A 358 0 57,472 13,862 2023-10-06 $1.52 $2.50 82.1% 21.7% 44.2% 16.6% 0.0% -32.7% 17.0% 30.5K -1.4M -21.6K 0.00 57.69 N/A N/A 606 0 57,399 13,862 2023-10-09 $1.50 $2.50 146.3% 22.0% 43.8% 39.7% 0.0% -46.7% 15.0% 31.4K -1.5M -21.6K 0.04 63.42 N/A N/A 48 2 57,890 13,862 2023-10-10 $1.50 $2.50 153.4% 22.3% 43.4% 42.3% 88.5% 164.9% 14.7% 30.8K -1.4M -21.4K 0.01 57.26 N/A N/A 78 1 57,904 13,863 2023-10-11 $1.44 $2.50 82.0% 23.5% 44.7% 16.6% 0.0% 165.5% 24.5% 27.6K -1.1M -19.5K 0.00 69.25 N/A N/A 104 0 57,929 13,864 2023-10-12 $1.38 $2.50 86.3% 24.7% 46.4% 18.1% 0.0% -36.5% 4.4% 29.5K -999.9K -19.4K 0.01 9.01 N/A N/A 123 1 58,009 13,864 2023-10-13 $1.35 $2.50 93.7% 26.9% 46.6% 20.8% 0.0% 26.1% -6.5% 23.0K -443.3K -16.9K 4.96 16.88 N/A N/A 81 402 58,069 13,790 2023-10-16 $1.33 $2.50 95.8% 27.5% 46.5% 21.5% 0.0% 23.5% 6.4% 29.1K -722.3K -15.4K 0.03 13.73 N/A N/A 349 9 58,080 13,980 2023-10-17 $1.33 $2.50 97.3% 27.9% 44.9% 22.1% 0.0% 25.8% 21.9% 26.3K -398.4K -16.6K 0.01 46.75 N/A N/A 99 1 57,990 13,978 2023-10-18 $1.27 $2.50 102.4% 29.3% 46.4% 23.9% 0.0% 17.5% 17.1% 23.5K -344.1K -16.4K 0.00 21.55 N/A N/A 42 0 58,126 13,976 2023-10-19 $1.29 $2.50 94.4% 27.1% 47.3% 21.1% 0.0% 24.1% 27.3% 21.9K -314.6K -15.5K 0.00 19.00 N/A N/A 45 0 58,154 13,976 2023-10-20 $1.29 $2.50 108.4% 31.1% 46.6% 26.1% 120.0% 8.0% -34.5% 18.7K -215.8K -15.2K 0.15 6.96 N/A N/A 348 51 58,167 13,976 2023-10-23 $1.27 $2.50 111.9% 32.1% 46.2% 27.3% 119.2% 40.2% -1.2% 23.0K -585.5K -15.6K 1.11 7.90 N/A N/A 38 42 57,949 13,868 2023-10-24 $1.31 $2.50 107.2% 30.7% 48.4% 25.7% 0.0% 8.0% 13.6% 24.8K -579.6K -16.6K 0.29 11.51 N/A N/A 119 35 57,944 13,887 2023-10-25 $1.27 $2.50 116.5% 33.4% 48.7% 29.0% 0.0% -0.2% -5.5% 22.3K -126.6K -14.7K 0.00 84.18 N/A N/A 15 0 57,997 13,922 2023-10-26 $1.25 $2.50 129.1% 37.0% 47.6% 33.5% 0.0% -1.6% 3.9% 19.8K -108.8K -14.0K 0.00 9.60 N/A N/A 1,785 5 58,010 13,922 2023-10-27 $1.23 $2.50 129.3% 37.1% 38.8% 33.6% 0.0% -5.0% -5.6% 18.5K -145.1K -13.8K 0.13 6.73 N/A N/A 127 16 58,036 13,942 2023-10-30 $1.23 $2.50 139.4% 40.0% 33.9% 37.2% 0.0% 32.7% -25.8% 16.7K 203.3K -11.2K 0.09 6.73 N/A N/A 11 1 58,137 13,953 2023-10-31 $1.25 $2.50 146.5% 42.0% 35.1% 39.8% 0.0% 8.0% -48.0% 16.9K -202.1K -14.1K 178.59 8.15 N/A N/A 56 10,001 58,138 13,863
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