OPK Options History — June 2011

In June 2011, OPK traded between $3.28 and $3.69. ATM implied volatility averaged 95.4%. The 30-day expected move averaged 25.2%. IV traded above realized volatility by 63.9% (HV 20d: 31.5%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.14.

Notable Days

  • 2011-06-28: Highest Volume — 152 contracts
  • 2011-06-09: Largest IV drop — 39.6% change
  • 2011-06-01: Largest Expected Move — 34.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.48$3.28$3.69$3.56$3.69
Max Pain$3.06$2.50$5.00$5.00$2.50
ATM IV95.4%70.7%131.5%119.0%110.0%
Expected Move25.2%20.3%34.1%34.1%31.5%
HV 20d31.5%27.6%39.1%29.9%34.9%
HV 60d29.1%26.9%34.1%34.1%30.6%
Term Structure-17.5%-42.3%20.9%-40.2%-34.3%
VWIV75.7%67.2%84.3%67.2%84.3%
Bid-Ask Spread %87.1865.4599.1866.7165.45
Gamma HHI0.960.950.970.960.97
Net GEX41.0K32.4K50.7K44.1K50.7K
Net DEX-907.8K-1.3M-463.3K-1.0M-1.1M
Net VEX-8.7K-10.9K-6.7K-10.1K-8.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.001.820.000.00
Total Volume36.95501521040
Total OI18,148.31817,68918,48318,32517,933

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2011-06-01$3.56$5.00119.0%34.1%29.9%0.0%0.0%0.0%-40.2%44.1K-1.0M-10.1K0.0066.71N/AN/A10016,9991,326
2011-06-02$3.60$5.00112.3%32.2%30.0%0.0%0.0%0.0%-25.6%44.5K-1.3M-10.9K0.0066.21N/AN/A0317,0031,326
2011-06-03$3.56$0.00112.7%20.3%29.8%0.0%0.0%0.0%-15.3%44.2K-980.0K-10.0K0.0093.79N/AN/A10017,0031,329
2011-06-06$3.51$0.00131.5%21.8%29.5%0.0%0.0%0.0%-20.1%41.7K-1.1M-9.7K0.0095.67N/AN/A0017,0131,289
2011-06-07$3.54$0.00106.7%21.7%28.9%0.0%0.0%0.0%-19.2%43.4K-989.8K-9.8K0.0096.25N/AN/A112017,0131,289
2011-06-08$3.51$0.00116.9%22.4%28.5%0.0%0.0%0.0%-21.6%42.2K-967.6K-9.7K0.0096.25N/AN/A20017,0131,289
2011-06-09$3.43$0.0070.7%20.3%28.4%0.0%0.0%0.0%-16.2%39.2K-930.5K-8.6K0.0092.71N/AN/A16017,0331,289
2011-06-10$3.42$0.0072.2%20.7%27.9%0.0%0.0%0.0%10.0%38.4K-704.4K-7.8K0.0093.96N/AN/A06017,0371,289
2011-06-13$3.39$0.0077.2%22.1%27.6%0.0%0.0%0.0%-4.6%35.3K-482.1K-6.8K0.4894.48N/AN/A271317,0371,349
2011-06-14$3.48$0.0072.6%20.8%28.7%0.0%0.0%0.0%-15.8%40.6K-1.1M-9.4K0.0091.52N/AN/A91017,0561,349
2011-06-15$3.39$0.0084.2%24.1%29.8%0.0%0.0%0.0%-10.4%37.1K-652.4K-7.6K0.0099.18N/AN/A0417,1301,349
2011-06-16$3.40$0.0080.3%23.0%28.3%0.0%0.0%0.0%-19.1%38.3K-919.3K-8.4K0.0093.79N/AN/A37017,1301,353
2011-06-17$3.29$0.0083.3%23.9%29.1%0.0%0.0%0.0%-12.3%32.4K-463.3K-6.7K0.0093.08N/AN/A5017,1051,353
2011-06-20$3.28$0.0083.6%24.0%29.1%0.0%0.0%0.0%-23.3%34.1K-719.1K-7.3K0.0095.47N/AN/A57016,4411,248
2011-06-21$3.45$0.0078.6%22.5%35.5%0.0%67.2%0.0%-16.2%40.2K-877.4K-8.3K0.0071.10N/AN/A62016,4951,248
2011-06-22$3.40$2.5089.8%25.8%35.5%0.0%0.0%0.0%7.8%38.3K-790.2K-8.2K1.8270.59N/AN/A112016,5571,248
2011-06-23$3.39$2.5086.9%24.9%34.9%0.0%0.0%0.0%20.9%37.9K-792.1K-8.1K0.0094.67N/AN/A0016,5661,258
2011-06-24$3.45$2.5090.1%25.8%35.2%0.0%84.3%0.0%-24.7%40.3K-993.8K-9.0K0.0091.52N/AN/A61016,5661,258
2011-06-27$3.60$2.5096.1%27.6%39.0%0.0%0.0%0.0%-25.4%46.3K-912.0K-8.2K0.0065.61N/AN/A2016,6221,258
2011-06-28$3.57$2.50108.6%31.1%39.1%0.0%0.0%0.0%-36.9%45.0K-1.0M-8.9K0.0094.02N/AN/A152016,6231,258
2011-06-29$3.60$2.50115.7%33.2%34.0%0.0%0.0%0.0%-42.3%46.5K-1.1M-8.9K0.0095.93N/AN/A0016,6751,258
2011-06-30$3.69$2.50110.0%31.5%34.9%0.0%0.0%0.0%-34.3%50.7K-1.1M-8.9K0.0065.45N/AN/A40016,6751,258