OPK Options History — November 2012

In November 2012, OPK traded between $4.23 and $4.51. ATM implied volatility averaged 50.2%, placing in the 53.1% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 18.8% (HV 20d: 31.4%). Max pain ranged from $4.00 to $6.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 1.95.

Notable Days

  • 2012-11-14: Highest Volume — 6,224 contracts
  • 2012-11-07: Largest IV spike — 67.7% change
  • 2012-11-13: Highest IV Rank — 100.0%
  • 2012-11-23: Largest Expected Move — 18.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.41$4.23$4.51$4.32$4.38
Max Pain$5.38$4.00$6.00$4.00$6.00
ATM IV50.2%25.2%78.0%26.1%50.7%
Expected Move14.7%7.2%18.1%7.5%14.5%
HV 20d31.4%24.0%38.8%38.8%25.1%
HV 60d29.0%27.9%29.8%27.9%29.3%
IV Rank53.1%6.0%100.0%8.1%50.7%
IV Percentile67.0%0.8%100.0%0.8%83.3%
Term Structure14.5%-6.7%41.3%32.1%13.8%
VWIV53.6%22.5%76.2%28.9%76.2%
Skew 25d8.5%-8.4%27.7%-2.7%15.2%
Skew 10d34.3%-14.4%97.4%-8.6%88.7%
Call IV 25d47.3%30.5%60.2%32.3%37.7%
Put IV 25d55.8%26.2%76.8%29.5%52.9%
Bid-Ask Spread %22.3811.9993.9893.9811.99
Gamma HHI0.440.260.680.620.48
Net GEX7.9K-6.2K29.4K24.0K-4.7K
Net DEX728.9K-990.0K2.3M-408.4K2.3M
Net VEX-9.5K-11.0K-7.8K-8.3K-9.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.950.0113.181.034.93
Total Volume1,107.333556,2242272,729
Total OI23,40317,95730,93317,95726,738

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2012-11-01$4.32$4.0026.1%7.5%38.8%8.1%28.9%-2.7%32.1%24.0K-408.4K-8.3K1.0393.98N/AN/A11211511,0916,866
2012-11-02$4.26$4.0025.2%7.2%34.9%6.0%0.0%-8.4%25.7%29.4K-292.9K-8.0K11.3032.56N/AN/A5461011,1616,981
2012-11-05$4.23$5.0042.2%17.2%34.6%44.2%62.7%6.0%-3.8%24.9K-107.9K-8.6K1.7321.31N/AN/A17330011,1447,561
2012-11-06$4.26$5.0034.7%16.5%34.3%27.3%49.0%4.6%-0.4%20.9K-192.0K-8.0K0.1817.35N/AN/A561011,1667,751
2012-11-07$4.38$5.0058.2%16.9%34.7%80.0%56.4%3.8%4.3%16.2K-447.6K-8.9K1.2015.67N/AN/A66680011,1807,761
2012-11-08$4.49$5.0052.9%17.7%35.2%68.3%50.7%14.6%6.7%10.3K-990.0K-10.0K0.1722.86N/AN/A2,04734511,6108,518
2012-11-09$4.50$5.0042.4%16.5%35.1%44.7%50.0%-2.0%2.2%15.6K-854.3K-10.6K0.1912.95N/AN/A90817312,2408,625
2012-11-12$4.44$5.0051.7%17.4%35.3%65.6%56.3%8.2%4.8%9.6K-811.5K-10.3K0.3521.29N/AN/A91432212,8918,795
2012-11-13$4.51$5.0078.0%14.9%34.6%100.0%56.3%5.6%8.3%8.5K-826.8K-10.6K0.1118.88N/AN/A2062313,3369,059
2012-11-14$4.36$5.0076.7%15.0%36.8%97.5%59.0%19.1%23.8%15.8K-285.7K-10.0K1.1828.94N/AN/A2,8553,36913,2319,082
2012-11-15$4.43$5.0060.8%17.4%37.1%69.0%72.3%26.3%24.9%9.1K618.8K-11.0K0.7920.57N/AN/A2,0191,60515,72612,103
2012-11-16$4.38$6.0058.9%16.9%34.5%65.6%58.9%15.3%6.1%-3191.6M-10.1K0.0125.78N/AN/A592417,22513,708
2012-11-19$4.44$6.0042.7%12.2%32.9%36.3%64.5%13.3%34.7%6261.9M-10.3K0.8413.98N/AN/A968113,41111,832
2012-11-20$4.48$6.0058.0%16.6%25.4%63.8%0.0%-0.0%2.8%6921.9M-9.9K0.2214.22N/AN/A451013,50111,838
2012-11-21$4.45$6.0054.5%15.6%25.2%57.5%54.4%4.5%9.2%-7642.0M-9.8K0.6412.48N/AN/A36723613,52411,848
2012-11-23$4.49$6.0063.2%18.1%25.4%73.2%58.9%4.0%-6.7%-1.4K1.9M-10.0K1.1523.72N/AN/A15017213,58612,050
2012-11-26$4.44$6.0047.9%13.7%25.7%45.8%57.7%0.3%27.2%-2.6K2.0M-9.7K1.1915.56N/AN/A698213,71212,200
2012-11-27$4.47$6.0048.2%13.8%25.5%46.3%33.6%5.1%19.1%3642.1M-7.8K0.4919.26N/AN/A1035013,70012,266
2012-11-28$4.43$6.0043.1%12.4%24.5%37.1%50.2%18.0%27.9%-4.0K2.1M-9.0K13.1814.07N/AN/A2836913,72812,312
2012-11-29$4.47$6.0038.3%11.0%24.0%28.5%22.5%27.7%41.3%-6.2K1.9M-9.9K0.1512.66N/AN/A3395013,74112,665
2012-11-30$4.38$6.0050.7%14.5%25.1%50.7%76.2%15.2%13.8%-4.7K2.3M-9.0K4.9311.99N/AN/A4602,26914,02312,715