OPK Options History — January 2024 In January 2024, OPK traded between $0.89 and $1.56. ATM implied volatility averaged 106.3%, placing in the 27.4% IV rank vs the trailing year. The 30-day expected move averaged 30.3%. IV traded below realized volatility by 66.5% (HV 20d: 172.9%). Max pain ranged from $1.00 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.11.
Notable Days 2024-01-04 : Highest Volume — 68,792 contracts2024-01-10 : Largest IV spike — 77.4% change2024-01-08 : Highest IV Rank — 46.0%2024-01-05 : Largest Expected Move — 46.6%Monthly Statistics Metric Avg Min Max Open Close Price $1.04 $0.89 $1.56 $1.56 $1.04 Max Pain $1.74 $1.00 $2.50 $1.50 $1.00 ATM IV 106.3% 60.8% 163.8% 101.3% 86.4% Expected Move 30.3% 17.4% 46.6% 29.0% 24.8% HV 20d 172.9% 57.8% 188.7% 58.0% 185.2% HV 60d 108.1% 48.8% 115.3% 48.8% 115.3% IV Rank 27.4% 9.8% 46.0% 23.5% 25.8% IV Percentile 56.7% 13.9% 95.6% 58.3% 40.9% Term Structure -10.5% -68.2% 40.6% -42.9% 40.6% VWIV 103.1% 53.7% 242.3% 101.2% 69.1% Skew 25d 36.1% -3.7% 130.5% 33.9% 48.6% Skew 10d 51.1% -73.8% 130.2% 29.7% 70.5% Call IV 25d 98.2% 70.0% 148.4% 70.0% 86.2% Put IV 25d 134.4% 88.6% 224.1% 103.9% 134.8% Bid-Ask Spread % 59.97 9.16 128.66 102.64 78.31 Gamma HHI 0.72 0.33 0.90 0.38 0.72 Net GEX 65.1K 10.6K 133.6K 49.8K 59.0K Net DEX -4.3M -5.8M -96.1K -2.2M -5.5M Net VEX -24.4K -29.8K -5.3K -12.6K -29.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.11 0.00 1.06 0.04 0.00 Total Volume 7,184.857 118 68,792 118 2,878 Total OI 115,718.095 62,650 157,001 62,650 102,883
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 2024-01-02 $1.56 $1.50 101.3% 29.0% 58.0% 23.5% 101.2% 33.9% -42.9% 49.8K -2.2M -12.6K 0.04 102.64 N/A N/A 113 5 57,603 5,047 2024-01-03 $1.50 $1.50 109.7% 31.5% 57.8% 26.6% 109.1% 27.2% -48.2% 45.8K -2.0M -11.8K 1.06 67.31 N/A N/A 100 106 57,664 5,047 2024-01-04 $0.92 $2.50 139.2% 31.9% 181.5% 37.2% 0.0% 28.4% 8.7% 10.6K -96.1K -5.3K 0.02 25.96 N/A N/A 67,217 1,575 57,728 5,090 2024-01-05 $0.89 $2.50 160.7% 46.6% 181.4% 44.9% 0.0% 24.4% -11.6% 41.5K -2.5M -15.3K 0.02 60.59 N/A N/A 2,971 73 103,833 4,376 2024-01-08 $0.99 $2.50 163.8% 35.1% 187.6% 46.0% 0.0% 26.3% -12.6% 50.7K -3.2M -16.7K 0.04 12.01 N/A N/A 43,641 1,745 105,158 4,357 2024-01-09 $1.04 $2.50 63.1% 33.9% 188.7% 9.8% 0.0% -1.1% 3.2% 92.8K -5.8M -27.6K 0.27 60.87 N/A N/A 2,463 673 140,315 5,919 2024-01-10 $0.99 $2.50 112.0% 32.1% 188.6% 27.4% 0.0% 45.2% -6.7% 76.6K -5.0M -27.2K 0.03 10.50 N/A N/A 4,456 115 141,059 6,575 2024-01-11 $0.97 $2.50 158.3% 45.4% 188.3% 44.0% 242.3% 82.8% -24.0% 87.2K -4.2M -25.7K 0.06 60.83 N/A N/A 9,410 555 143,942 6,519 2024-01-12 $0.97 $2.50 126.1% 36.2% 186.4% 32.5% 0.0% 88.5% -24.8% 88.0K -5.3M -28.9K 0.03 9.16 N/A N/A 1,036 30 148,760 7,049 2024-01-16 $0.94 $2.50 94.4% 27.1% 184.0% 21.0% 0.0% -3.7% -46.5% 97.3K -4.3M -27.5K 0.01 128.66 N/A N/A 1,066 14 148,913 7,046 2024-01-17 $0.98 $2.50 136.9% 39.2% 185.3% 36.3% 143.4% 36.2% -68.2% 133.6K -5.0M -28.3K 0.13 76.94 N/A N/A 1,136 146 149,405 7,043 2024-01-18 $0.98 $1.50 136.1% 39.0% 185.4% 36.1% 129.6% 130.5% -39.2% 107.5K -5.2M -28.6K 0.02 73.06 N/A N/A 1,083 22 149,888 6,929 2024-01-19 $0.99 $1.50 111.3% 31.9% 183.8% 27.1% 97.9% 31.5% 8.5% 46.6K -4.5M -28.1K 0.12 98.72 N/A N/A 684 81 150,086 6,915 2024-01-22 $1.00 $1.00 83.4% 23.9% 184.2% 17.1% 83.8% 25.6% 6.4% 52.4K -4.8M -27.9K 0.26 60.27 N/A N/A 875 228 95,048 3,190 2024-01-23 $1.00 $1.00 60.8% 17.4% 183.6% 12.8% 53.7% 15.3% 12.2% 56.5K -4.8M -28.4K 0.10 71.82 N/A N/A 618 61 95,248 3,337 2024-01-24 $0.99 $1.00 86.5% 24.8% 183.5% 25.9% 87.1% 27.8% -1.9% 53.6K -4.8M -28.2K 0.00 35.57 N/A N/A 373 0 95,523 3,391 2024-01-25 $0.99 $1.00 76.9% 22.1% 183.2% 21.0% 77.0% 28.9% 8.6% 52.7K -5.0M -28.3K 0.02 61.69 N/A N/A 297 6 95,680 3,390 2024-01-26 $0.99 $1.00 78.8% 22.6% 183.4% 21.9% 79.0% 29.6% 7.7% 52.6K -4.9M -28.5K 0.00 54.14 N/A N/A 1,390 0 95,785 3,396 2024-01-29 $1.04 $1.00 75.0% 21.5% 185.2% 20.0% 83.8% 14.8% -3.7% 56.1K -5.4M -28.9K 0.01 81.26 N/A N/A 1,022 9 96,816 3,396 2024-01-30 $1.00 $1.00 72.4% 20.8% 185.2% 18.7% 85.9% 17.9% 12.9% 55.6K -5.1M -28.7K 0.00 29.16 N/A N/A 2,606 3 97,331 3,400 2024-01-31 $1.04 $1.00 86.4% 24.8% 185.2% 25.8% 69.1% 48.6% 40.6% 59.0K -5.5M -29.8K 0.00 78.31 N/A N/A 2,877 1 99,482 3,401
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