OPK Options History — June 2012

In June 2012, OPK traded between $4.41 and $4.80. ATM implied volatility averaged 42.7%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 14.1% (HV 20d: 28.7%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.67.

Notable Days

  • 2012-06-12: Highest Volume — 4,886 contracts
  • 2012-06-20: Largest IV spike — 47.9% change
  • 2012-06-04: Highest IV Rank — 25.9%
  • 2012-06-01: Largest Expected Move — 14.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.61$4.41$4.80$4.49$4.60
Max Pain$4.71$4.00$5.00$5.00$4.00
ATM IV42.7%30.9%55.5%50.3%32.8%
Expected Move12.0%8.8%14.4%14.4%9.4%
HV 20d28.7%23.8%32.6%28.2%23.8%
HV 60d29.4%28.3%30.4%29.0%29.3%
IV Rank15.1%5.1%25.9%21.6%6.7%
IV Percentile34.1%2.4%74.6%60.3%5.2%
Term Structure5.7%-17.0%26.7%-5.4%12.1%
VWIV38.9%25.2%51.9%42.6%51.9%
Skew 25d4.3%-22.4%118.5%16.9%8.6%
Skew 10d3.2%-26.1%141.1%19.6%-6.7%
Call IV 25d40.6%27.8%48.4%38.2%29.1%
Put IV 25d44.9%26.0%151.1%55.1%37.7%
Bid-Ask Spread %59.1816.23103.9235.9137.58
Gamma HHI0.440.320.540.430.48
Net GEX-23.1K-45.8K-13.0K-45.0K-13.0K
Net DEX2.0M1.3M3.2M2.7M1.5M
Net VEX-8.6K-9.6K-7.4K-8.4K-8.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.670.0018.130.000.00
Total Volume694.905254,88638130
Total OI20,66613,33628,81025,23414,568

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2012-06-01$4.49$5.0050.3%14.4%28.2%21.6%42.6%16.9%-5.4%-45.0K2.7M-8.4K0.0035.91N/AN/A38010,20215,032
2012-06-04$4.54$5.0055.5%9.7%28.0%25.9%32.6%118.5%21.5%-42.8K2.3M-9.5K0.61103.92N/AN/A82550010,19515,032
2012-06-05$4.60$5.0049.1%12.0%28.2%20.6%25.2%27.8%26.7%-42.8K2.3M-8.7K0.0196.54N/AN/A1,1241010,28915,052
2012-06-06$4.61$5.0034.9%13.5%27.0%8.5%45.3%-1.5%-1.4%-24.8K2.6M-7.4K0.6590.56N/AN/A82753910,38515,052
2012-06-07$4.64$5.0051.2%12.8%26.6%22.3%44.5%-0.3%0.9%-45.8K2.2M-9.0K0.5462.43N/AN/A60532410,43115,495
2012-06-08$4.78$5.0045.2%13.6%28.3%17.2%47.7%1.0%4.2%-37.4K1.7M-8.8K0.1870.13N/AN/A1,06319610,48615,524
2012-06-11$4.75$5.0037.5%12.5%27.9%10.7%43.5%-11.2%1.7%-13.8K2.2M-8.0K0.4174.31N/AN/A873611,43715,511
2012-06-12$4.80$5.0040.5%12.3%28.0%13.2%42.2%-8.6%2.4%-13.6K1.9M-8.2K10.6997.03N/AN/A4184,46811,48915,485
2012-06-13$4.77$5.0049.6%12.8%28.1%20.9%42.1%-10.9%2.7%-20.4K2.5M-9.6K18.1394.47N/AN/A814511,51617,241
2012-06-14$4.72$5.0047.0%13.5%28.2%18.8%46.8%-13.6%-1.1%-19.9K2.8M-9.3K0.7894.61N/AN/A22817811,51017,300
2012-06-15$4.57$5.0042.5%12.2%30.3%14.9%41.5%7.5%4.9%-21.4K3.2M-8.5K0.5097.38N/AN/A67533511,46417,277
2012-06-18$4.45$5.0039.1%11.2%31.7%12.1%46.3%-19.0%-5.5%-17.1K1.7M-8.3K0.1032.90N/AN/A7274,9018,435
2012-06-19$4.41$5.0030.9%8.8%31.4%5.1%36.9%-22.4%12.3%-16.5K1.7M-8.2K0.2918.05N/AN/A190564,9548,440
2012-06-20$4.53$5.0045.6%13.1%32.5%17.6%33.9%-14.5%-0.1%-17.5K1.6M-8.3K0.3749.51N/AN/A4111515,0688,496
2012-06-21$4.57$5.0043.4%12.4%32.6%15.7%27.8%-10.9%-17.0%-17.5K1.6M-8.6K0.8634.54N/AN/A1591375,4378,588
2012-06-22$4.59$4.0043.2%12.4%30.3%15.5%31.2%-9.2%-1.3%-18.2K1.6M-8.8K0.0033.43N/AN/A12705,4878,634
2012-06-25$4.59$4.0043.7%12.5%30.3%15.9%41.4%-8.5%2.4%-15.6K1.5M-8.8K0.1416.23N/AN/A110155,5848,634
2012-06-26$4.60$4.0037.3%10.7%30.2%10.5%26.6%10.2%17.8%-15.4K1.5M-8.9K0.0016.56N/AN/A26905,6848,649
2012-06-27$4.64$4.0040.8%11.7%25.4%13.5%30.1%17.2%17.6%-13.2K1.3M-9.1K0.0049.70N/AN/A2505,8528,649
2012-06-28$4.61$4.0037.5%10.7%25.4%10.7%36.7%12.8%23.4%-13.6K1.5M-8.6K0.9136.98N/AN/A55505,8728,649
2012-06-29$4.60$4.0032.8%9.4%23.8%6.7%51.9%8.6%12.1%-13.0K1.5M-8.5K0.0037.58N/AN/A13005,8938,675