OPK Options History — June 2013

In June 2013, OPK traded between $6.17 and $7.16. ATM implied volatility averaged 32.2%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded below realized volatility by 0.5% (HV 20d: 32.7%). Max pain ranged from $6.00 to $7.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.97.

Notable Days

  • 2013-06-18: Highest Volume — 5,679 contracts
  • 2013-06-13: Largest IV spike — 34.6% change
  • 2013-06-04: Highest IV Rank — 31.0%
  • 2013-06-04: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.80$6.17$7.16$6.57$7.10
Max Pain$6.55$6.00$7.00$7.00$7.00
ATM IV32.2%23.3%39.7%36.0%24.7%
Expected Move9.6%7.1%11.4%10.3%7.1%
HV 20d32.7%22.7%35.0%22.7%33.7%
HV 60d32.8%30.1%34.4%30.9%30.1%
IV Rank17.4%1.4%31.0%24.2%3.9%
IV Percentile13.6%0.4%32.9%19.0%1.2%
Term Structure10.6%-4.5%18.7%17.0%9.7%
VWIV32.4%23.6%50.9%50.9%24.7%
Skew 25d9.6%-9.8%84.8%23.9%1.5%
Skew 10d18.4%-15.2%134.1%15.5%2.1%
Call IV 25d29.9%23.3%43.3%23.4%23.3%
Put IV 25d39.4%24.8%113.4%47.3%24.8%
Bid-Ask Spread %11.004.4217.464.4215.48
Gamma HHI0.450.420.580.430.42
Net GEX656.3K401.0K1.2M541.7K534.2K
Net DEX-14.8M-23.4M-2.2M-9.8M-18.2M
Net VEX-145.0K-157.3K-133.8K-146.0K-151.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.970.026.450.490.42
Total Volume2,746.357755,6791,063916
Total OI143,723.75118,575157,009145,577127,045

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-06-03$6.57$7.0036.0%10.3%22.7%24.2%50.9%23.9%17.0%541.7K-9.8M-146.0K0.494.42N/AN/A71534893,95151,626
2013-06-04$6.39$7.0039.7%11.4%24.5%31.0%35.0%12.1%-4.5%469.3K-6.5M-142.8K0.186.23N/AN/A1,74530694,21751,480
2013-06-05$6.17$7.0036.2%10.4%26.7%24.6%32.8%6.2%2.9%401.0K-2.2M-133.8K0.548.82N/AN/A1,61688094,51151,467
2013-06-06$6.55$7.0032.4%9.3%35.0%17.8%25.5%24.9%12.5%525.2K-9.9M-147.9K0.356.00N/AN/A1,02236095,23751,778
2013-06-07$6.50$6.0028.0%11.3%34.4%9.8%36.1%15.2%12.8%526.0K-8.4M-142.4K0.5710.13N/AN/A1,00857095,77352,091
2013-06-10$6.54$6.0036.4%9.7%33.8%25.0%35.0%1.9%8.8%547.6K-9.4M-144.0K0.0215.30N/AN/A7611496,27252,546
2013-06-11$6.58$6.0025.7%10.1%34.0%5.8%33.6%7.2%13.3%565.8K-10.1M-142.4K0.2817.46N/AN/A84423496,72352,560
2013-06-12$6.68$6.0023.3%9.6%34.3%1.4%23.6%3.2%14.4%612.9K-11.2M-141.6K0.1916.28N/AN/A2,07639296,53152,690
2013-06-13$6.80$6.0031.4%9.0%33.8%16.0%29.3%4.6%14.6%658.4K-15.3M-145.2K0.5811.84N/AN/A1,39681397,80552,949
2013-06-14$6.83$6.0035.6%10.2%33.4%23.5%35.2%-5.6%10.8%693.2K-15.8M-147.2K0.4610.99N/AN/A2,5391,16598,54853,462
2013-06-17$7.07$6.0035.7%10.2%34.9%23.7%34.3%84.8%10.9%865.5K-22.1M-140.9K0.148.27N/AN/A4,14059399,02554,263
2013-06-18$7.14$6.0038.5%11.0%34.1%28.7%33.2%-2.9%12.6%714.2K-23.4M-157.3K0.2211.38N/AN/A4,6471,03299,94954,738
2013-06-19$7.06$6.0039.2%11.2%34.2%30.1%39.4%-9.8%8.6%778.4K-21.3M-154.6K1.0611.35N/AN/A1,1971,265100,20255,314
2013-06-20$6.98$7.0030.3%8.7%34.3%14.1%28.5%5.8%18.7%904.6K-18.9M-149.1K0.4011.40N/AN/A2,439978100,23355,909
2013-06-21$7.02$7.0028.5%8.2%34.2%10.7%28.5%2.2%15.4%1.2M-21.4M-149.1K0.179.64N/AN/A3,965679101,19755,812
2013-06-24$6.92$7.0031.2%9.0%34.5%15.7%31.2%2.6%6.8%637.8K-17.4M-141.5K0.6913.70N/AN/A1,38695983,97434,601
2013-06-25$6.94$7.0028.6%8.2%34.4%11.0%30.2%4.3%11.6%683.0K-17.4M-138.5K5.4510.34N/AN/A5092,77684,56835,380
2013-06-26$6.99$7.0034.0%9.7%33.3%20.7%34.0%5.3%8.5%577.6K-17.6M-147.3K6.4511.66N/AN/A7544,86484,63437,943
2013-06-27$7.16$7.0028.1%8.1%34.2%10.0%28.0%3.7%5.8%668.6K-20.8M-137.1K0.839.37N/AN/A1,6551,36985,02942,442
2013-06-28$7.10$7.0024.7%7.1%33.7%3.9%24.7%1.5%9.7%534.2K-18.2M-151.7K0.4215.48N/AN/A64726984,13642,909