OPK Options History — December 2012

In December 2012, OPK traded between $4.35 and $4.81. ATM implied volatility averaged 46.6%, placing in the 43.4% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 28.2% (HV 20d: 18.4%). Max pain ranged from $4.00 to $6.00. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 5.88.

Notable Days

  • 2012-12-04: Highest Volume — 4,229 contracts
  • 2012-12-10: Largest IV spike — 57.8% change
  • 2012-12-13: Highest IV Rank — 60.8%
  • 2012-12-11: Largest Expected Move — 16.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.59$4.35$4.81$4.41$4.81
Max Pain$4.40$4.00$6.00$6.00$4.00
ATM IV46.6%27.7%56.3%45.1%45.8%
Expected Move14.2%9.7%16.9%12.9%13.1%
HV 20d18.4%13.7%24.6%24.6%13.7%
HV 60d28.4%27.2%29.3%29.3%27.5%
IV Rank43.4%9.3%60.8%40.6%42.0%
IV Percentile63.5%1.6%92.9%59.9%61.1%
Term Structure6.2%-7.2%27.6%27.6%4.7%
VWIV50.3%34.6%68.9%36.2%49.8%
Skew 25d0.3%-22.1%25.2%25.2%1.3%
Skew 10d18.2%-31.0%88.9%22.8%3.4%
Call IV 25d46.1%30.5%56.1%30.5%44.7%
Put IV 25d46.3%28.5%64.6%55.7%46.0%
Bid-Ask Spread %22.7412.9676.7613.0118.85
Gamma HHI0.490.320.630.450.33
Net GEX-4.7K-9.9K5.3K-4.6K4.1K
Net DEX1.7M-360.7K2.5M2.1M-360.7K
Net VEX-11.3K-12.5K-8.3K-9.3K-11.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.880.0558.291.538.71
Total Volume885.1874,2293872,030
Total OI26,212.314,97030,49627,05716,470

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2012-12-03$4.41$6.0045.1%12.9%24.6%40.6%36.2%25.2%27.6%-4.6K2.1M-9.3K1.5313.01N/AN/A15323414,23812,819
2012-12-04$4.40$6.0046.4%13.3%24.4%43.1%44.7%18.2%6.8%-8.1K2.2M-8.3K31.5314.79N/AN/A1304,09914,29713,003
2012-12-05$4.39$6.0048.0%13.8%24.4%45.9%66.4%22.4%15.8%-9.2K2.4M-11.6K58.2912.96N/AN/A1799114,41014,801
2012-12-06$4.35$6.0033.7%9.7%22.6%20.1%54.9%1.2%26.0%-7.4K2.5M-11.4K1.6515.61N/AN/A15325214,40114,828
2012-12-07$4.38$4.0027.7%15.5%20.8%9.3%53.0%11.7%0.8%-5.9K2.4M-12.1K9.3920.65N/AN/A2352,20714,45614,948
2012-12-10$4.45$4.0043.7%14.4%21.6%38.1%55.1%5.4%11.9%-8.5K2.4M-12.4K0.5925.42N/AN/A1599414,63615,753
2012-12-11$4.50$4.0036.2%16.9%21.4%24.6%49.3%7.6%-5.7%-7.4K2.3M-12.5K0.0528.72N/AN/A4012014,69515,744
2012-12-12$4.54$4.0056.1%16.8%20.9%60.6%57.7%1.5%-7.2%-9.5K2.3M-12.4K1.2915.46N/AN/A10113014,35015,744
2012-12-13$4.58$4.0056.3%16.1%16.8%60.8%52.1%2.7%2.9%-9.6K2.4M-12.0K0.2125.45N/AN/A3317014,34015,808
2012-12-14$4.62$4.0045.1%12.9%16.2%40.6%34.6%-18.1%2.9%-9.9K2.2M-11.8K0.1118.44N/AN/A2012314,39615,848
2012-12-17$4.65$4.0054.5%15.6%15.4%57.6%49.9%3.7%3.7%-3.2K2.3M-11.3K0.3418.33N/AN/A54218414,56415,831
2012-12-18$4.71$4.0049.3%14.1%15.4%48.1%50.9%-22.1%0.7%-3.5K2.0M-11.4K0.3036.69N/AN/A53216214,63915,857
2012-12-19$4.76$4.0054.3%15.6%15.5%57.2%68.9%3.8%-0.9%5.3K2.1M-11.7K0.3119.33N/AN/A93729014,55715,936
2012-12-20$4.71$4.0041.9%12.0%15.8%34.8%42.0%-19.4%7.5%4.8K2.3M-11.4K0.3919.30N/AN/A26710314,62015,856
2012-12-21$4.67$4.0054.9%15.7%16.1%58.2%53.7%-16.3%-2.9%-7.8K2.5M-10.9K0.4617.67N/AN/A39518314,63015,866
2012-12-24$4.64$4.0049.6%14.2%15.7%48.7%42.5%-8.4%11.9%-5.3K-95.4K-11.0K0.1376.76N/AN/A77106,9688,002
2012-12-26$4.68$4.0047.8%13.7%15.8%45.5%47.8%-8.9%4.8%-5.2K-173.2K-10.9K0.7723.51N/AN/A5984637,0457,992
2012-12-27$4.74$4.0046.0%13.2%15.6%42.2%45.7%-3.1%10.3%-1.7K-275.8K-11.1K0.3120.50N/AN/A4361377,3968,362
2012-12-28$4.73$4.0049.7%14.2%15.6%48.9%49.8%-3.0%1.7%-1.2K-310.4K-11.6K1.1313.42N/AN/A1671887,6518,489
2012-12-31$4.81$4.0045.8%13.1%13.7%42.0%0.0%1.3%4.7%4.1K-360.7K-11.2K8.7118.85N/AN/A2091,8217,8138,657