OPK Options History — October 2012

In October 2012, OPK traded between $4.16 and $4.69. ATM implied volatility averaged 41.4%, placing in the 41.4% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 9.3% (HV 20d: 32.2%). Max pain ranged from $4.00 to $4.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.45.

Notable Days

  • 2012-10-03: Highest Volume — 5,636 contracts
  • 2012-10-05: Largest IV spike — 60.1% change
  • 2012-10-12: Highest IV Rank — 70.6%
  • 2012-10-12: Largest Expected Move — 15.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.39$4.16$4.69$4.16$4.28
Max Pain$4.00$4.00$4.00$4.00$4.00
ATM IV41.4%22.5%54.6%42.8%31.2%
Expected Move12.4%6.5%15.6%12.3%8.9%
HV 20d32.2%21.9%40.2%22.6%38.8%
HV 60d26.9%22.9%30.3%22.9%27.8%
IV Rank41.4%0.0%70.6%41.5%19.5%
IV Percentile43.8%0.0%89.7%43.7%7.1%
Term Structure4.9%-12.4%30.3%3.4%24.9%
VWIV47.5%17.2%60.0%36.7%32.8%
Skew 25d-6.4%-36.3%28.1%9.4%-1.6%
Skew 10d8.8%-26.0%44.3%33.7%-4.2%
Call IV 25d46.0%26.1%63.3%40.2%33.6%
Put IV 25d39.6%27.0%55.8%49.6%32.0%
Bid-Ask Spread %44.4013.6396.8740.3096.87
Gamma HHI0.610.310.770.320.71
Net GEX24.5K-87840.1K44334.4K
Net DEX-1.0M-2.2M220.7K220.7K-372.3K
Net VEX-9.6K-10.6K-6.8K-6.8K-8.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.002.510.042.14
Total Volume770.5241005,636263508
Total OI17,201.57111,25519,95211,25517,676

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2012-10-01$4.16$4.0042.8%12.3%22.6%41.5%36.7%9.4%3.4%443220.7K-6.8K0.0440.30N/AN/A252116,4014,854
2012-10-02$4.18$4.0038.5%11.0%21.9%31.7%0.0%5.8%6.0%-878143.9K-7.0K0.1394.47N/AN/A149206,5134,859
2012-10-03$4.39$4.0033.9%9.7%28.8%20.9%44.2%-36.3%-3.7%1.2K-201.2K-7.7K0.2950.15N/AN/A4,3831,2536,6604,879
2012-10-04$4.44$4.0022.5%6.5%29.0%0.0%17.2%7.7%30.3%10.7K-1.1M-9.5K0.1215.86N/AN/A1,71421110,1906,045
2012-10-05$4.50$4.0036.1%12.0%29.4%29.8%51.6%-17.4%2.3%23.1K-1.5M-10.4K0.0090.75N/AN/A676011,3646,161
2012-10-08$4.38$4.0037.0%14.7%29.4%31.7%50.6%23.2%2.1%28.0K-1.3M-10.1K0.0084.14N/AN/A325011,7076,161
2012-10-09$4.31$4.0047.3%15.4%29.9%54.6%40.9%28.1%-2.5%35.4K-1.1M-10.0K0.0194.90N/AN/A322211,9526,161
2012-10-10$4.29$4.0040.2%15.5%29.8%39.0%56.7%-1.7%-2.5%36.8K-1.1M-9.9K0.0879.85N/AN/A2652012,1236,161
2012-10-11$4.25$4.0050.3%14.4%29.1%61.1%56.0%-3.7%6.8%40.1K-1.1M-9.9K0.6526.66N/AN/A35323112,2246,181
2012-10-12$4.36$4.0054.6%15.6%30.7%70.6%51.6%5.0%-0.2%26.2K-1.4M-10.2K0.0517.05N/AN/A3221512,4326,399
2012-10-15$4.34$4.0038.5%11.0%30.7%35.1%48.1%-18.2%6.4%30.2K-1.3M-10.2K0.8716.03N/AN/A14012212,6416,414
2012-10-16$4.38$4.0035.5%10.2%30.9%28.5%0.0%-23.5%13.8%28.0K-1.3M-10.1K0.3522.24N/AN/A1043612,6176,534
2012-10-17$4.55$4.0050.1%14.4%33.7%60.8%50.0%-13.2%5.9%30.2K-1.8M-10.2K0.0521.30N/AN/A9084612,6076,559
2012-10-18$4.69$4.0048.2%13.8%33.2%56.5%49.3%-9.3%6.4%33.1K-2.2M-10.6K0.0618.08N/AN/A1,1977112,6676,559
2012-10-19$4.42$4.0040.6%11.7%40.2%40.7%48.2%-16.6%2.3%25.3K-1.6M-10.3K0.0618.10N/AN/A7674513,3726,580
2012-10-22$4.47$4.0046.1%13.2%37.1%52.9%60.0%-20.3%-12.4%24.6K-994.0K-10.2K0.1814.01N/AN/A851511,2396,140
2012-10-23$4.49$4.0045.0%12.9%37.1%50.4%58.3%-16.8%3.1%25.7K-1.1M-10.1K0.0089.83N/AN/A110011,2696,148
2012-10-24$4.48$4.0042.2%12.1%37.2%44.2%52.5%-20.2%10.5%26.6K-988.7K-9.8K1.8513.64N/AN/A8916511,2356,148
2012-10-25$4.43$4.0044.3%12.7%37.5%48.9%50.7%-18.3%3.5%27.3K-884.8K-10.0K2.5113.63N/AN/A8421111,2536,313
2012-10-26$4.34$4.0045.5%13.0%38.4%51.6%0.0%3.2%-3.6%28.2K-583.0K-9.6K0.1014.58N/AN/A8718311,3116,524
2012-10-31$4.28$4.0031.2%8.9%38.8%19.5%32.8%-1.6%24.9%34.4K-372.3K-8.4K2.1496.87N/AN/A16234611,0796,597