OPK Options History — November 2013

In November 2013, OPK traded between $9.55 and $10.75. ATM implied volatility averaged 61.5%, placing in the 60.0% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 2.3% (HV 20d: 59.2%). Max pain ranged from $4.00 to $12.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.60.

Notable Days

  • 2013-11-21: Highest Volume — 29,544 contracts
  • 2013-11-13: Largest IV drop — 18.8% change
  • 2013-11-06: Highest IV Rank — 76.1%
  • 2013-11-25: Largest Expected Move — 20.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.18$9.55$10.75$10.02$10.54
Max Pain$6.84$4.00$12.00$11.00$5.00
ATM IV61.5%50.3%72.2%66.4%58.7%
Expected Move19.5%18.3%20.7%19.0%19.6%
HV 20d59.2%41.2%77.7%73.6%50.8%
HV 60d54.7%52.7%56.8%52.7%53.0%
IV Rank60.0%43.1%76.1%67.3%55.8%
IV Percentile83.5%59.5%97.6%95.2%79.4%
Term Structure8.3%1.3%20.5%2.0%11.2%
VWIV67.0%55.1%73.5%67.2%72.0%
Skew 25d6.1%0.3%10.9%1.8%8.2%
Skew 10d15.0%3.0%33.8%13.7%33.8%
Call IV 25d60.9%49.5%70.6%70.6%57.6%
Put IV 25d67.0%58.3%72.4%72.4%65.8%
Bid-Ask Spread %35.4512.9174.7074.7016.66
Gamma HHI0.320.190.390.340.37
Net GEX763.1K-382.5K1.1M677.5K1.1M
Net DEX-88.5M-117.5M-62.9M-77.6M-104.7M
Net VEX-751.7K-795.7K-705.5K-769.4K-740.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.191.800.490.54
Total Volume10,251.72,10529,5447,6512,105
Total OI439,216.1411,098454,083426,784451,041

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-11-01$10.02$11.0066.4%19.0%73.6%67.3%67.2%1.8%2.0%677.5K-77.6M-769.4K0.4974.70N/AN/A5,1312,520254,547172,237
2013-11-04$10.75$9.0070.2%19.2%77.7%73.1%67.9%0.3%2.9%874.2K-114.2M-773.8K0.2153.42N/AN/A17,8983,775255,361172,060
2013-11-05$10.72$9.0068.3%19.5%75.5%70.3%70.0%1.2%1.3%941.7K-117.5M-792.7K0.2251.20N/AN/A5,6031,252260,823173,783
2013-11-06$10.31$9.0072.2%19.8%77.2%76.1%70.3%2.0%2.4%825.1K-95.3M-781.0K0.7356.64N/AN/A7,4665,440262,847174,520
2013-11-07$10.04$9.0067.5%19.7%76.0%69.0%69.9%3.9%3.2%728.5K-81.9M-788.9K1.8055.95N/AN/A4,8418,690267,254178,696
2013-11-08$10.31$9.0072.2%19.5%76.5%76.1%67.5%5.3%4.0%763.6K-93.6M-795.7K0.2358.50N/AN/A2,003462269,306184,550
2013-11-11$10.29$0.0066.8%20.0%70.6%67.9%66.6%3.5%5.6%686.7K-93.5M-778.8K0.2163.44N/AN/A5,9551,275269,284182,210
2013-11-12$10.17$12.0066.0%19.6%54.2%66.8%67.9%5.4%4.0%611.7K-86.6M-768.7K0.1918.12N/AN/A6,0971,159269,526182,494
2013-11-13$10.22$10.0053.6%19.6%54.4%48.1%61.0%7.5%6.3%419.4K-87.7M-762.6K0.5715.48N/AN/A2,4531,394270,937183,146
2013-11-14$10.13$5.0058.6%18.9%54.0%55.7%55.1%5.4%6.4%300.9K-81.9M-740.8K0.2914.78N/AN/A5,0931,472266,087181,917
2013-11-15$10.05$4.0056.7%19.2%50.3%52.8%64.8%7.6%7.2%-382.5K-78.6M-739.2K0.4115.12N/AN/A8,5433,538267,021181,882
2013-11-18$9.60$4.0052.2%18.9%44.3%46.0%68.4%10.3%14.5%868.8K-65.3M-710.0K0.7512.91N/AN/A11,1228,305249,004162,094
2013-11-19$9.55$4.0050.3%19.0%41.2%43.1%67.0%10.7%14.0%888.6K-62.9M-705.5K1.6313.47N/AN/A2,1993,577253,457166,718
2013-11-20$10.29$5.0051.3%18.3%50.2%44.5%63.8%8.4%20.5%987.1K-96.4M-742.2K0.2629.50N/AN/A10,8032,759253,754166,792
2013-11-21$9.94$5.0059.9%20.5%51.4%57.6%73.5%4.4%13.2%911.0K-81.6M-724.7K0.4869.28N/AN/A19,9199,625259,273168,530
2013-11-22$9.99$5.0058.9%19.5%51.4%56.1%68.0%8.9%14.8%935.2K-80.5M-732.9K1.1715.38N/AN/A5,5256,448262,718172,902
2013-11-25$9.92$5.0061.0%20.7%51.4%59.2%67.1%10.9%10.9%932.9K-76.1M-723.0K0.8436.27N/AN/A5,0634,234266,116176,357
2013-11-26$10.39$5.0059.8%19.3%53.2%57.5%65.0%8.8%11.3%1.1M-97.3M-729.0K0.3718.25N/AN/A4,5581,700267,284179,205
2013-11-27$10.36$5.0060.1%19.4%50.6%57.9%66.9%8.0%10.6%1.1M-97.5M-735.2K0.7119.89N/AN/A2,9432,089269,238179,351
2013-11-29$10.54$5.0058.7%19.6%50.8%55.8%72.0%8.2%11.2%1.1M-104.7M-740.4K0.5416.66N/AN/A1,368737270,290180,751