OPK Options History — December 2013

In December 2013, OPK traded between $8.40 and $11.63. ATM implied volatility averaged 69.6%, placing in the 68.7% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded above realized volatility by 2.4% (HV 20d: 67.2%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.60.

Notable Days

  • 2013-12-13: Highest Volume — 52,207 contracts
  • 2013-12-11: Largest IV spike — 55.6% change
  • 2013-12-16: Highest IV Rank — 100.0%
  • 2013-12-13: Largest Expected Move — 23.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.57$8.40$11.63$10.66$8.44
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV69.6%51.0%94.8%58.5%68.5%
Expected Move21.2%19.5%23.3%20.5%22.3%
HV 20d67.2%42.5%83.8%50.9%75.9%
HV 60d62.6%53.0%68.4%53.0%67.4%
IV Rank68.7%44.1%100.0%55.5%64.0%
IV Percentile86.1%58.7%100.0%78.2%92.9%
Term Structure2.9%-11.2%15.6%15.6%2.4%
VWIV73.5%63.9%88.0%71.0%77.3%
Skew 25d10.5%2.6%17.3%2.6%14.0%
Skew 10d27.5%7.3%56.2%12.0%31.3%
Call IV 25d70.0%53.5%91.5%62.4%62.1%
Put IV 25d80.4%60.9%104.2%65.0%76.2%
Bid-Ask Spread %26.8014.6161.6421.2129.18
Gamma HHI0.360.320.440.370.35
Net GEX952.6K325.8K2.2M1.1M429.3K
Net DEX-58.3M-165.4M1.2M-116.1M891.4K
Net VEX-626.4K-728.4K-496.5K-728.4K-496.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.141.600.540.88
Total Volume12,859.0952,11852,2073,86316,288
Total OI453,733.381403,322504,125451,742417,665

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-12-02$10.66$5.0058.5%20.5%50.9%55.5%71.0%2.6%15.6%1.1M-116.1M-728.4K0.5421.21N/AN/A2,5071,356270,481181,261
2013-12-03$10.46$5.0059.5%20.1%44.8%57.0%63.9%7.2%14.9%1.1M-103.6M-721.8K0.5924.43N/AN/A3,4722,035270,906181,809
2013-12-04$10.53$5.0053.0%22.0%44.9%47.2%0.0%11.4%15.3%1.2M-107.4M-707.5K0.3061.64N/AN/A2,068626272,884183,523
2013-12-05$10.55$5.0056.8%20.7%42.5%52.9%72.6%3.4%13.1%1.2M-112.0M-712.8K0.5430.98N/AN/A1,372746272,856182,517
2013-12-06$11.05$5.0051.7%20.0%44.1%45.2%67.6%10.3%2.0%1.4M-133.7M-709.3K0.1429.32N/AN/A5,066715272,778182,640
2013-12-09$11.63$5.0056.0%19.7%46.5%51.7%69.9%8.8%-0.1%1.5M-165.4M-676.9K0.3325.75N/AN/A6,0852,029272,695182,884
2013-12-10$11.50$5.0051.0%19.5%46.8%44.1%68.8%4.9%-1.5%1.7M-161.0M-678.5K0.3425.09N/AN/A4,0961,401272,891183,712
2013-12-11$9.81$5.0079.3%19.8%74.8%86.9%70.4%14.2%-2.4%960.0K-70.5M-678.0K1.0941.31N/AN/A19,83021,699272,335183,962
2013-12-12$9.42$5.0083.3%20.9%76.0%92.8%72.5%11.1%0.2%744.1K-52.4M-669.4K0.4726.61N/AN/A5,3162,518278,350192,584
2013-12-13$8.97$5.0085.7%23.3%77.7%96.5%77.2%16.5%-2.9%532.4K-25.2M-629.5K0.7931.57N/AN/A29,19723,010280,800193,141
2013-12-16$9.09$5.0090.1%21.1%78.0%100.0%68.9%17.3%-6.0%634.5K-29.1M-634.3K0.4114.61N/AN/A9,5653,905291,787198,673
2013-12-17$8.40$5.0094.8%22.4%81.1%100.0%80.4%12.7%-11.2%439.1K1.2M-580.8K0.4717.15N/AN/A18,7168,816293,910198,862
2013-12-18$8.86$5.0087.5%22.3%83.8%90.1%66.4%11.3%-5.5%646.6K-23.6M-620.1K0.6032.77N/AN/A4,8152,876303,296200,829
2013-12-19$8.81$5.0086.8%22.0%78.6%89.1%88.0%12.8%-3.9%698.7K-19.2M-603.8K1.6021.30N/AN/A3,2645,212297,442198,937
2013-12-20$9.03$5.0076.5%20.7%78.7%75.0%78.9%6.2%3.8%2.2M-35.3M-598.6K0.7715.63N/AN/A12,6949,799297,055194,967
2013-12-23$8.97$5.0066.5%21.6%78.6%61.3%76.2%12.6%6.0%852.5K-19.7M-565.6K0.5025.51N/AN/A8,2044,135245,216158,106
2013-12-24$9.04$5.0062.3%20.3%78.7%55.5%70.8%12.8%9.2%945.9K-26.2M-579.3K0.3522.15N/AN/A2,648924248,619158,692
2013-12-26$8.80$5.0063.5%21.5%76.7%57.2%67.8%5.8%5.4%814.6K-18.9M-544.3K0.3216.88N/AN/A6,2211,960250,621159,340
2013-12-27$8.58$5.0062.6%21.8%76.9%56.0%75.0%11.7%3.0%589.6K-5.6M-521.7K0.5925.95N/AN/A3,7092,179252,783160,722
2013-12-30$8.47$5.0068.4%22.9%76.3%63.9%86.9%12.0%3.3%325.8K-1.4M-496.5K0.9723.76N/AN/A4,5624,405253,997161,873
2013-12-31$8.44$5.0068.5%22.3%75.9%64.0%77.3%14.0%2.4%429.3K891.4K-496.5K0.8829.18N/AN/A8,6477,641254,314163,351