OPK Options History — January 2012

In January 2012, OPK traded between $4.77 and $5.48. ATM implied volatility averaged 43.6%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 13.9% (HV 20d: 29.8%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 2.70.

Notable Days

  • 2012-01-30: Highest Volume — 6,267 contracts
  • 2012-01-05: Largest IV spike — 68.2% change
  • 2012-01-17: Highest IV Rank — 19.2%
  • 2012-01-17: Largest Expected Move — 16.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.11$4.77$5.48$4.88$5.26
Max Pain$4.65$4.00$5.00$5.00$5.00
ATM IV43.6%24.9%57.7%33.9%32.1%
Expected Move12.9%7.1%16.5%9.7%9.2%
HV 20d29.8%26.0%33.9%26.7%33.5%
HV 60d38.7%36.7%41.2%40.6%36.7%
IV Rank10.9%0.0%19.2%3.8%4.2%
IV Percentile18.6%0.0%46.4%0.4%1.2%
Term Structure6.7%-3.2%24.9%12.7%9.4%
VWIV44.9%24.9%57.7%37.0%35.6%
Skew 25d-0.8%-28.1%31.5%-15.4%-6.9%
Skew 10d0.3%-26.2%17.6%-26.2%5.4%
Call IV 25d47.3%32.9%66.1%46.1%35.5%
Put IV 25d46.5%27.3%71.6%30.7%28.6%
Bid-Ask Spread %93.3870.29127.32121.9483.15
Gamma HHI0.450.330.690.330.65
Net GEX32.9K13.0K54.1K13.0K26.0K
Net DEX-1.6M-2.8M-732.3K-749.9K-1.5M
Net VEX-8.4K-16.2K-6.3K-6.3K-16.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.700.0037.450.071.39
Total Volume987.9516,267321353
Total OI12,157.659,47919,0319,47919,031

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2012-01-03$4.88$5.0033.9%9.7%26.7%3.8%37.0%-15.4%12.7%13.0K-749.9K-6.3K0.07121.94N/AN/A301206,6562,823
2012-01-04$4.77$5.0024.9%7.1%26.9%0.0%24.9%31.5%24.9%15.2K-732.3K-6.3K0.00127.32N/AN/A6806,8732,843
2012-01-05$4.92$5.0041.8%12.0%29.4%9.9%41.6%-3.2%7.4%15.8K-896.5K-6.5K0.00124.23N/AN/A8906,9362,843
2012-01-06$4.90$4.0042.4%14.7%28.1%10.2%51.3%3.4%2.7%16.5K-909.9K-6.5K0.0098.85N/AN/A21006,9922,843
2012-01-09$4.95$4.0037.8%14.2%27.4%7.6%49.4%4.9%3.2%18.9K-1.0M-6.5K5.56100.06N/AN/A9507,1912,843
2012-01-10$4.90$4.0046.2%15.5%27.6%12.5%53.9%3.6%-3.2%18.4K-973.6K-6.4K0.0699.75N/AN/A1,329857,1922,843
2012-01-11$4.99$4.0053.0%15.6%27.9%16.4%53.5%-11.8%2.8%38.6K-1.3M-6.9K0.2898.77N/AN/A40118,2272,928
2012-01-12$5.03$4.0053.0%15.2%26.7%16.4%53.0%8.2%1.9%49.5K-1.4M-6.9K0.0380.46N/AN/A18268,2392,939
2012-01-13$5.05$4.0057.4%16.5%26.0%19.0%57.4%9.2%1.2%54.1K-1.5M-7.0K0.3292.18N/AN/A8462728,3632,942
2012-01-17$5.27$4.0057.7%16.5%27.8%19.2%57.7%15.4%2.8%44.3K-2.3M-6.9K0.3270.29N/AN/A9703158,8243,055
2012-01-18$5.48$5.0054.9%15.7%30.5%17.6%55.2%1.8%7.6%35.3K-2.8M-7.6K0.1277.39N/AN/A2,1042629,3443,202
2012-01-19$5.35$5.0054.7%15.7%29.5%17.5%52.4%-0.9%8.6%30.1K-2.3M-7.7K0.0785.05N/AN/A286208,7083,378
2012-01-20$5.27$5.0039.3%11.3%30.1%8.4%27.4%-21.3%4.5%29.3K-2.0M-7.6K0.0497.31N/AN/A2,513928,5613,378
2012-01-23$5.19$5.0050.0%14.3%30.9%14.7%49.4%-2.7%5.2%41.2K-2.1M-10.2K0.0989.38N/AN/A6425710,0222,852
2012-01-24$5.08$5.0044.6%12.8%31.5%11.5%45.8%-9.5%10.7%45.8K-1.9M-10.2K6.9780.15N/AN/A9969010,3502,894
2012-01-25$5.27$5.0050.3%14.4%33.7%14.9%50.3%17.6%4.4%38.6K-2.2M-10.8K0.4680.88N/AN/A1135210,4363,474
2012-01-26$5.24$5.0035.0%10.0%33.7%5.9%28.1%-28.1%9.2%39.1K-2.1M-10.8K0.5192.86N/AN/A49825410,4963,525
2012-01-27$5.27$5.0031.0%8.9%33.3%3.6%35.8%-5.5%11.2%39.1K-2.2M-10.8K0.2084.57N/AN/A54410910,5673,722
2012-01-30$5.20$5.0032.2%9.2%33.9%4.3%39.0%-5.2%7.0%48.3K-2.1M-10.7K37.4583.06N/AN/A1636,10410,9933,825
2012-01-31$5.26$5.0032.1%9.2%33.5%4.2%35.6%-6.9%9.4%26.0K-1.5M-16.2K1.3983.15N/AN/A14820511,1327,899