OPK Options History — April 2015

In April 2015, OPK traded between $13.78 and $14.83. ATM implied volatility averaged 43.7%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 12.8% (HV 20d: 30.9%). Max pain ranged from $13.00 to $14.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.88.

Notable Days

  • 2015-04-27: Highest Volume — 13,969 contracts
  • 2015-04-29: Largest IV spike — 10.0% change
  • 2015-04-06: Highest IV Rank — 25.3%
  • 2015-04-30: Largest Expected Move — 14.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.42$13.78$14.83$14.23$13.78
Max Pain$13.81$13.00$14.50$14.50$14.50
ATM IV43.7%39.7%48.4%46.2%46.6%
Expected Move12.6%10.7%14.9%13.8%14.9%
HV 20d30.9%18.9%35.9%35.8%23.9%
HV 60d34.7%32.0%36.2%36.2%32.8%
IV Rank20.1%15.5%25.3%22.9%23.3%
IV Percentile60.3%38.5%79.0%70.6%78.2%
Term Structure-0.2%-4.4%3.5%3.3%-2.5%
VWIV45.2%38.9%51.9%48.1%50.3%
Skew 25d2.7%-6.2%7.5%0.7%6.8%
Skew 10d7.9%-14.7%28.1%11.1%-3.5%
Call IV 25d45.1%38.9%53.3%52.0%43.1%
Put IV 25d47.8%39.3%53.3%52.7%49.9%
Bid-Ask Spread %89.8378.75102.31101.1198.41
Gamma HHI0.200.160.240.190.22
Net GEX766.0K551.1K1.2M668.2K551.1K
Net DEX-89.4M-103.1M-70.3M-84.3M-70.3M
Net VEX-952.2K-1.0M-914.8K-987.2K-943.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.880.102.060.532.06
Total Volume7,136.76278813,9699,6589,887
Total OI297,181.619287,736302,738298,983302,337

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-04-01$14.23$14.5046.2%13.8%35.8%22.9%48.1%0.7%3.3%668.2K-84.3M-987.2K0.53101.11N/AN/A6,2933,365177,497121,486
2015-04-02$14.33$13.0048.0%14.3%35.9%24.9%51.9%-1.0%1.1%662.5K-88.6M-1.0M0.6478.75N/AN/A5,3203,387177,718121,446
2015-04-06$14.31$13.0048.4%13.9%35.5%25.3%49.4%3.4%-0.1%671.2K-84.3M-969.6K0.5380.99N/AN/A5,2852,819176,091120,611
2015-04-07$14.28$13.0046.5%13.9%35.3%23.2%50.3%3.3%2.4%841.9K-86.2M-973.2K1.7385.42N/AN/A3,4856,040177,012120,682
2015-04-08$14.33$13.0046.0%13.2%35.3%22.6%45.4%5.9%0.0%708.1K-85.8M-969.9K0.1081.93N/AN/A71474177,182122,466
2015-04-09$14.29$13.0045.5%13.6%35.3%22.1%47.7%5.8%3.5%735.6K-84.8M-964.8K0.6681.99N/AN/A4,6873,075177,865122,500
2015-04-10$14.24$13.0045.4%12.6%32.8%21.9%45.5%4.7%0.4%635.9K-87.9M-937.2K0.6581.35N/AN/A3,3062,158179,299122,631
2015-04-13$14.48$14.0044.1%12.6%33.4%20.5%43.4%3.0%-0.4%733.8K-92.6M-962.6K0.6583.97N/AN/A3,6302,369177,773122,720
2015-04-14$14.76$14.0043.6%12.7%34.1%19.9%42.7%0.9%-4.4%1.1M-98.5M-969.5K0.8281.52N/AN/A3,3402,743179,098122,701
2015-04-15$14.76$14.0042.1%12.1%34.1%18.3%46.8%0.7%-2.1%1.2M-103.1M-970.0K1.1285.73N/AN/A2,4242,704179,578122,983
2015-04-16$14.64$14.0040.9%11.6%33.7%16.9%43.3%-0.8%1.7%1.2M-95.0M-962.5K1.1085.20N/AN/A2,4912,751179,181123,232
2015-04-17$14.30$14.0040.6%11.8%34.1%16.6%41.2%-3.7%-1.0%660.7K-87.0M-934.1K1.0588.76N/AN/A2,7572,887179,190123,548
2015-04-20$14.33$14.0041.7%11.5%34.0%17.9%40.6%4.3%-2.8%641.9K-84.9M-918.4K0.5692.63N/AN/A3,8842,158170,763116,973
2015-04-21$14.43$14.0040.7%11.6%32.4%16.7%41.9%7.5%-2.5%734.1K-87.7M-923.6K0.5193.77N/AN/A3,8841,994171,869117,312
2015-04-22$14.61$14.0039.7%11.5%32.6%15.5%40.9%4.6%0.3%896.2K-95.5M-925.3K0.7693.23N/AN/A2,7832,117172,095117,321
2015-04-23$14.67$14.0041.6%10.7%23.3%17.7%38.9%6.1%-1.9%944.7K-96.5M-947.7K0.9492.78N/AN/A2,5782,417172,880117,433
2015-04-24$14.83$14.0040.5%11.7%21.4%16.5%41.3%3.2%0.1%643.5K-101.0M-943.8K0.5594.96N/AN/A4,6642,582172,980117,707
2015-04-27$14.41$14.0040.4%11.1%23.5%16.4%44.6%-6.2%3.3%620.7K-87.7M-914.8K0.82100.39N/AN/A7,6796,290171,494117,356
2015-04-28$14.51$14.5042.5%11.7%23.0%18.8%45.4%1.8%-4.4%694.4K-91.7M-943.5K1.40101.21N/AN/A4,2065,908175,794120,883
2015-04-29$14.36$14.5046.8%13.9%18.9%23.5%48.9%5.4%0.9%652.5K-84.3M-933.4K1.32102.31N/AN/A3,7714,966176,778124,349
2015-04-30$13.78$14.5046.6%14.9%23.9%23.3%50.3%6.8%-2.5%551.1K-70.3M-943.3K2.0698.41N/AN/A3,2296,658177,860124,477