OPK Options History — February 2024 In February 2024, OPK traded between $0.94 and $1.06. ATM implied volatility averaged 97.1%, placing in the 31.3% IV rank vs the trailing year. The 30-day expected move averaged 28.1%. IV traded above realized volatility by 47.5% (HV 20d: 49.6%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.12.
Notable Days 2024-02-21 : Highest Volume — 6,409 contracts2024-02-15 : Largest IV spike — 52.8% change2024-02-26 : Highest IV Rank — 46.8%2024-02-26 : Largest Expected Move — 36.5%Monthly Statistics Metric Avg Min Max Open Close Price $1.01 $0.94 $1.06 $1.02 $1.00 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 97.1% 64.8% 127.3% 91.5% 93.2% Expected Move 28.1% 18.6% 36.5% 26.2% 26.7% HV 20d 49.6% 36.2% 185.0% 185.0% 47.7% HV 60d 114.1% 113.1% 115.0% 114.8% 114.4% IV Rank 31.3% 14.8% 46.8% 28.5% 29.3% IV Percentile 53.3% 17.1% 82.1% 44.8% 49.2% Term Structure -10.9% -32.4% 37.7% -7.1% -27.5% VWIV 97.2% 64.9% 127.8% 90.2% 93.3% Skew 25d 43.7% 7.7% 140.1% 29.8% 35.2% Skew 10d 69.5% 12.7% 300.2% 35.9% 61.4% Call IV 25d 83.8% 69.9% 104.0% 70.6% 101.2% Put IV 25d 127.5% 85.9% 237.8% 100.4% 136.4% Bid-Ask Spread % 55.63 28.38 85.17 79.20 37.69 Gamma HHI 0.74 0.71 0.81 0.73 0.77 Net GEX 69.4K 58.0K 87.8K 61.4K 87.7K Net DEX -5.3M -6.0M -4.7M -5.4M -5.1M Net VEX -29.3K -30.6K -28.5K -29.8K -29.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.12 0.00 0.66 0.02 0.05 Total Volume 1,534.5 431 6,409 431 658 Total OI 110,814 105,475 123,277 105,475 123,277
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 2024-02-01 $1.02 $1.00 91.5% 26.2% 185.0% 28.5% 90.2% 29.8% -7.1% 61.4K -5.4M -29.8K 0.02 79.20 N/A N/A 421 10 102,071 3,404 2024-02-02 $1.00 $1.00 96.3% 29.4% 59.5% 30.9% 104.6% 99.9% -15.8% 61.1K -5.1M -29.2K 0.03 65.00 N/A N/A 872 23 102,120 3,409 2024-02-05 $0.98 $1.00 109.1% 27.9% 58.6% 37.5% 97.5% 49.1% -17.4% 59.6K -5.1M -29.0K 0.00 58.25 N/A N/A 490 2 102,278 3,431 2024-02-06 $0.98 $1.00 72.4% 28.3% 44.6% 18.7% 98.8% 31.4% -11.5% 58.0K -5.1M -29.0K 0.03 66.93 N/A N/A 1,177 33 102,428 3,433 2024-02-07 $1.00 $1.00 109.6% 31.4% 41.3% 37.7% 109.5% 28.0% -24.2% 59.2K -5.0M -28.5K 0.18 85.17 N/A N/A 496 88 103,402 3,463 2024-02-08 $1.02 $1.00 99.8% 28.6% 38.0% 32.7% 95.7% 36.0% -5.8% 64.2K -5.7M -29.4K 0.03 67.61 N/A N/A 1,135 32 103,589 3,551 2024-02-09 $1.04 $1.00 99.9% 28.6% 37.6% 32.8% 99.2% 49.5% -18.9% 67.2K -5.4M -29.4K 0.00 53.74 N/A N/A 858 2 104,332 3,575 2024-02-12 $1.04 $1.00 103.3% 29.6% 37.6% 34.5% 84.7% 70.3% -12.8% 65.9K -5.6M -29.6K 0.00 53.51 N/A N/A 894 2 104,835 3,576 2024-02-13 $1.00 $1.00 108.5% 31.1% 38.6% 37.2% 108.5% 24.4% -32.4% 66.3K -5.2M -29.1K 0.45 80.56 N/A N/A 310 139 105,140 3,578 2024-02-14 $1.02 $1.00 64.8% 18.6% 36.4% 14.8% 64.9% 45.2% 5.2% 83.2K -5.5M -29.6K 0.45 28.38 N/A N/A 436 195 105,111 3,709 2024-02-15 $1.02 $1.00 99.1% 28.4% 36.4% 32.4% 99.1% 32.8% -28.1% 65.7K -5.5M -29.3K 0.66 65.42 N/A N/A 492 324 105,102 3,901 2024-02-16 $1.02 $1.00 88.3% 25.3% 36.3% 26.8% 90.4% 7.7% -7.9% 70.0K -5.5M -29.2K 0.01 81.43 N/A N/A 1,168 6 105,235 3,986 2024-02-20 $1.02 $1.00 95.0% 27.2% 36.2% 30.3% 95.2% 30.5% 37.7% 68.4K -5.5M -29.3K 0.15 31.00 N/A N/A 711 107 104,900 3,701 2024-02-21 $1.00 $1.00 100.7% 28.9% 36.9% 33.2% 100.6% 31.0% -14.3% 66.8K -5.6M -28.6K 0.29 37.77 N/A N/A 4,970 1,439 105,157 3,786 2024-02-22 $0.97 $1.00 76.6% 22.0% 38.3% 20.9% 76.8% 28.4% 20.7% 77.5K -5.1M -29.6K 0.05 28.84 N/A N/A 3,020 151 108,749 4,946 2024-02-23 $0.94 $1.00 105.8% 30.3% 39.8% 35.8% 105.8% 28.1% -6.9% 67.0K -4.7M -29.1K 0.02 37.92 N/A N/A 1,427 28 110,821 5,075 2024-02-26 $1.00 $1.00 127.3% 36.5% 46.0% 46.8% 127.8% 41.6% -30.7% 73.1K -5.2M -29.1K 0.04 39.44 N/A N/A 775 31 111,959 5,093 2024-02-27 $1.06 $1.00 110.8% 31.8% 47.3% 38.3% 110.2% 140.1% -23.3% 77.7K -6.0M -30.6K 0.01 53.66 N/A N/A 5,018 40 112,085 5,122 2024-02-28 $1.00 $1.00 90.3% 25.9% 49.9% 27.8% 90.2% 34.1% 3.5% 87.8K -5.1M -29.2K 0.01 61.07 N/A N/A 2,670 40 117,476 5,474 2024-02-29 $1.00 $1.00 93.2% 26.7% 47.7% 29.3% 93.3% 35.2% -27.5% 87.7K -5.1M -29.1K 0.05 37.69 N/A N/A 625 33 117,807 5,470
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