OPK Options History — February 2015

In February 2015, OPK traded between $12.33 and $15.01. ATM implied volatility averaged 52.7%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 13.9% (HV 20d: 38.8%). Max pain ranged from $9.00 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.68.

Notable Days

  • 2015-02-09: Highest Volume — 29,331 contracts
  • 2015-02-09: Largest IV spike — 39.7% change
  • 2015-02-02: Highest IV Rank — 48.9%
  • 2015-02-09: Largest Expected Move — 17.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.97$12.33$15.01$12.63$14.58
Max Pain$9.89$9.00$10.00$10.00$10.00
ATM IV52.7%41.1%69.4%69.4%53.7%
Expected Move14.7%12.1%17.6%14.0%14.4%
HV 20d38.8%33.5%40.8%33.5%39.5%
HV 60d36.9%34.7%38.4%34.7%38.4%
IV Rank30.2%17.1%48.9%48.9%31.3%
IV Percentile81.5%44.8%99.2%99.2%91.3%
Term Structure-0.3%-9.9%16.4%6.0%-4.3%
VWIV52.9%43.4%62.4%45.6%52.4%
Skew 25d8.1%-6.3%133.8%133.8%-4.6%
Skew 10d0.1%-28.1%24.3%2.9%-3.6%
Call IV 25d51.4%28.6%61.1%28.6%60.0%
Put IV 25d59.5%43.6%162.4%162.4%55.3%
Bid-Ask Spread %81.3663.93106.9695.1491.30
Gamma HHI0.280.200.460.460.27
Net GEX1.1M922.0K1.3M941.3K922.0K
Net DEX-137.3M-157.2M-100.2M-106.3M-137.4M
Net VEX-989.3K-1.1M-827.8K-827.8K-1.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.101.130.210.99
Total Volume15,230.7373,26129,3318,15510,011
Total OI297,465.684257,816325,246257,816325,246

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-02-02$12.63$10.0069.4%14.0%33.5%48.9%45.6%133.8%6.0%941.3K-106.3M-827.8K0.2195.14N/AN/A6,7411,414174,84582,971
2015-02-03$12.33$10.0043.8%12.1%35.9%20.2%46.5%-6.3%3.2%1.0M-100.2M-844.6K0.49106.96N/AN/A7,3483,610177,53483,676
2015-02-04$12.74$10.0041.1%12.2%35.4%17.1%48.3%-0.7%2.1%1.2M-115.1M-828.1K0.58100.76N/AN/A5,7933,363179,09884,105
2015-02-05$13.48$9.0046.6%13.2%38.7%23.3%43.4%7.0%-4.7%1.0M-133.4M-862.6K0.7076.03N/AN/A14,1679,911180,15884,598
2015-02-06$13.51$9.0049.3%14.0%38.4%26.3%50.0%-2.2%-6.3%1.2M-135.2M-904.9K0.7168.93N/AN/A12,9449,160182,05290,879
2015-02-09$14.15$10.0068.8%17.6%39.7%48.2%62.4%4.7%-1.3%965.1K-148.4M-932.5K0.6263.93N/AN/A18,09811,233183,49995,684
2015-02-10$14.36$10.0056.9%17.2%39.7%34.9%61.0%5.5%2.0%1.2M-157.2M-972.4K0.7964.32N/AN/A15,52312,340192,340101,869
2015-02-11$14.18$10.0051.6%16.6%39.8%28.9%58.9%-0.2%7.4%1.2M-149.8M-1.0M0.8564.92N/AN/A11,5939,898200,332109,101
2015-02-12$14.07$10.0049.9%15.7%40.8%27.0%58.6%-4.6%16.4%1.3M-147.5M-1.0M1.0069.72N/AN/A6,5686,569202,218111,889
2015-02-13$13.75$10.0057.9%16.3%39.1%36.0%57.9%0.4%-5.6%1.2M-135.4M-1.0M0.8873.08N/AN/A11,51610,131202,667112,781
2015-02-17$13.96$10.0054.5%15.6%38.8%32.2%56.4%2.9%-0.7%1.2M-137.0M-1.0M0.9174.70N/AN/A6,5055,941202,589113,175
2015-02-18$14.02$10.0053.0%15.2%39.0%30.5%61.2%3.1%1.5%1.2M-137.9M-1.1M0.7580.76N/AN/A5,9844,487204,112114,616
2015-02-19$14.36$10.0050.7%14.7%38.9%28.0%51.2%3.2%-1.8%1.3M-140.0M-1.0M0.2877.59N/AN/A4,0971,145196,560114,462
2015-02-20$14.20$10.0050.5%14.6%39.8%27.7%50.9%0.4%1.3%947.9K-140.9M-1.0M0.1078.24N/AN/A2,978283198,016114,987
2015-02-23$14.74$10.0051.9%14.9%40.4%29.3%50.9%7.7%-3.8%1.0M-144.6M-1.0M0.5089.46N/AN/A8,8824,427190,585110,580
2015-02-24$14.57$10.0055.6%13.7%39.9%33.4%50.9%-2.9%-9.9%1.1M-140.5M-1.1M1.1389.53N/AN/A6,0446,838193,386112,012
2015-02-25$15.01$10.0048.8%13.6%40.1%25.8%49.3%9.7%-2.8%1.2M-156.1M-1.0M0.7390.12N/AN/A10,6907,833195,414114,557
2015-02-26$14.84$10.0047.8%14.6%40.4%24.6%49.5%-2.9%-4.1%1.3M-146.6M-1.1M0.7290.26N/AN/A8,9176,402200,145119,110
2015-02-27$14.58$10.0053.7%14.4%39.5%31.3%52.4%-4.6%-4.3%922.0K-137.4M-1.1M0.9991.30N/AN/A5,0394,972203,529121,717