OPK Options History — January 2015

In January 2015, OPK traded between $9.91 and $12.12. ATM implied volatility averaged 36.0%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 0.3% (HV 20d: 35.7%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.73.

Notable Days

  • 2015-01-28: Highest Volume — 44,247 contracts
  • 2015-01-29: Largest IV spike — 27.2% change
  • 2015-01-30: Highest IV Rank — 23.1%
  • 2015-01-29: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.55$9.91$12.12$9.92$12.12
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV36.0%30.0%46.4%35.2%46.4%
Expected Move10.2%8.7%11.4%10.8%11.1%
HV 20d35.7%24.8%45.8%44.8%32.3%
HV 60d31.5%30.3%33.9%31.8%33.9%
IV Rank11.4%4.7%23.1%10.5%23.1%
IV Percentile18.8%0.8%66.7%14.3%66.7%
Term Structure-0.6%-8.4%13.9%0.3%-6.6%
VWIV35.3%30.3%42.5%37.3%42.5%
Skew 25d1.3%-19.4%11.9%-5.5%-19.4%
Skew 10d3.4%-4.1%15.2%7.8%-2.7%
Call IV 25d35.4%25.9%62.1%37.8%62.1%
Put IV 25d36.7%31.2%42.7%32.3%42.7%
Bid-Ask Spread %78.3919.68118.7691.24110.07
Gamma HHI0.710.400.980.810.51
Net GEX3.8M968.5K21.7M3.4M968.5K
Net DEX-53.4M-98.1M-19.4M-24.3M-98.1M
Net VEX-564.8K-808.4K-518.5K-561.0K-808.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.051.480.851.48
Total Volume13,515.42,88344,2479,40025,313
Total OI319,135.6177,677418,783416,777252,353

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-01-02$9.92$10.0035.2%10.8%44.8%10.5%37.3%-5.5%0.3%3.4M-24.3M-561.0K0.8591.24N/AN/A5,0924,308280,967135,810
2015-01-05$10.06$10.0038.3%10.6%44.7%14.0%38.8%7.5%4.2%3.4M-30.8M-547.3K0.27118.76N/AN/A3,148863279,625135,660
2015-01-06$9.91$10.0037.8%10.0%45.5%13.4%34.9%-3.5%3.2%3.2M-20.3M-536.3K1.1895.13N/AN/A1,3241,559279,426136,146
2015-01-07$10.09$10.0036.9%10.8%45.6%12.4%37.3%10.1%-8.4%4.0M-31.0M-540.3K0.0597.09N/AN/A3,084145279,058136,238
2015-01-08$10.05$10.0036.7%9.6%45.8%12.3%35.4%-8.3%-3.8%4.9M-28.0M-533.5K1.1297.00N/AN/A4,6605,224278,795136,189
2015-01-09$10.10$10.0035.6%9.7%43.6%11.0%35.6%5.5%-0.4%4.4M-30.0M-530.9K1.1898.54N/AN/A5,5956,619278,522135,866
2015-01-12$10.29$10.0037.8%10.7%43.5%13.4%32.2%5.3%-2.1%4.7M-45.3M-531.1K0.7399.09N/AN/A7,0415,169279,454137,031
2015-01-13$10.17$10.0033.4%9.2%43.4%8.6%30.4%-0.6%-0.8%5.7M-37.8M-534.6K0.57101.71N/AN/A8,7834,994280,164137,259
2015-01-14$10.32$10.0034.3%9.7%34.7%9.5%33.9%0.5%0.8%3.6M-41.2M-540.0K0.8198.08N/AN/A5,9734,827280,450138,333
2015-01-15$9.97$10.0035.6%10.6%36.6%11.0%33.6%-7.2%1.8%6.6M-19.4M-535.9K0.7594.79N/AN/A6,7405,063278,040138,279
2015-01-16$10.02$10.0034.4%9.6%27.3%9.7%32.9%4.4%-0.5%21.7M-27.5M-522.0K0.3392.21N/AN/A11,5303,798278,968139,047
2015-01-20$10.24$10.0032.4%9.2%28.0%7.4%30.8%-1.5%1.2%1.2M-61.5M-518.5K0.8437.07N/AN/A1,7611,488137,26040,417
2015-01-21$10.29$10.0031.1%8.9%27.7%5.9%30.3%-0.2%2.0%1.2M-64.9M-523.3K0.6722.88N/AN/A3,1102,090138,22441,734
2015-01-22$10.60$10.0030.0%8.7%28.6%4.7%34.4%10.1%-6.0%1.3M-71.4M-531.9K0.4819.68N/AN/A6,7623,279139,50543,501
2015-01-23$10.87$10.0036.1%10.8%24.8%11.6%37.3%0.1%-4.6%1.2M-75.9M-524.5K0.4239.34N/AN/A11,1474,670141,20143,595
2015-01-26$11.37$10.0034.3%10.7%27.9%9.5%37.9%11.9%13.9%1.2M-89.8M-551.3K0.4740.25N/AN/A9,4934,488145,09145,300
2015-01-27$11.38$10.0038.3%11.2%27.9%14.0%37.8%10.1%1.6%1.1M-90.9M-587.1K0.8368.85N/AN/A8,4997,030148,46948,872
2015-01-28$11.29$10.0033.2%10.8%28.4%8.3%37.0%0.3%-4.4%1.1M-87.2M-630.2K0.6249.90N/AN/A27,34116,906153,11054,208
2015-01-29$11.86$10.0042.3%11.4%32.1%18.5%36.6%5.6%-3.5%1.1M-93.3M-708.0K1.0496.00N/AN/A15,37716,015163,69266,853
2015-01-30$12.12$10.0046.4%11.1%32.3%23.1%42.5%-19.4%-6.6%968.5K-98.1M-808.4K1.48110.07N/AN/A10,22115,092172,85279,501