OPK Options History — June 2015 In June 2015, OPK traded between $15.26 and $19.13. ATM implied volatility averaged 45.9%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 19.1% (HV 20d: 65.0%). Max pain ranged from $15.00 to $18.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 1.12.
Notable Days 2015-06-04 : Highest Volume — 169,479 contracts2015-06-03 : Largest IV spike — 16.9% change2015-06-04 : Highest IV Rank — 31.9%2015-06-04 : Largest Expected Move — 16.9%Monthly Statistics Metric Avg Min Max Open Close Price $16.14 $15.26 $19.13 $18.28 $16.11 Max Pain $16.55 $15.00 $18.00 $15.00 $16.00 ATM IV 45.9% 36.6% 54.3% 40.0% 40.6% Expected Move 13.3% 10.4% 16.9% 13.1% 11.4% HV 20d 65.0% 33.5% 76.3% 36.5% 69.4% HV 60d 46.8% 33.8% 50.1% 33.9% 48.8% IV Rank 22.6% 12.2% 31.9% 15.9% 16.6% IV Percentile 67.8% 22.2% 96.0% 40.1% 44.8% Term Structure 0.3% -7.6% 5.4% 2.8% 1.6% VWIV 46.6% 37.5% 58.9% 44.1% 39.9% Skew 25d 3.0% -1.9% 9.9% -1.9% 2.1% Skew 10d 3.3% -22.2% 23.1% 7.2% 12.3% Call IV 25d 46.0% 36.6% 52.5% 39.7% 44.1% Put IV 25d 49.0% 37.8% 60.6% 37.8% 46.1% Bid-Ask Spread % 77.14 49.35 93.84 90.99 92.81 Gamma HHI 0.11 0.09 0.14 0.13 0.12 Net GEX 450.4K -32.0K 799.7K 650.4K 551.6K Net DEX -47.4M -243.4M 18.3M -210.7M -29.0M Net VEX -1.5M -1.7M -890.1K -944.0K -1.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.12 0.36 1.77 1.09 1.33 Total Volume 31,722.727 11,317 169,479 13,135 13,946 Total OI 510,595.864 322,420 587,591 322,420 535,982
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2015-06-01 $18.28 $15.00 40.0% 13.1% 36.5% 15.9% 44.1% -1.9% 2.8% 650.4K -210.7M -944.0K 1.09 90.99 N/A N/A 6,286 6,849 178,004 144,416 2015-06-02 $18.62 $15.00 40.0% 12.5% 36.6% 15.9% 42.0% 0.9% 0.1% 686.1K -225.4M -890.1K 0.36 92.34 N/A N/A 13,705 4,928 179,832 145,052 2015-06-03 $19.13 $15.00 46.7% 14.1% 33.5% 23.5% 49.5% 2.4% 0.4% 799.7K -243.4M -903.8K 0.96 86.14 N/A N/A 10,466 10,012 185,952 148,656 2015-06-04 $16.25 $18.00 54.3% 16.9% 71.9% 31.9% 58.9% 0.4% -7.3% 337.5K -121.6M -990.1K 0.85 62.12 N/A N/A 91,732 77,747 189,463 152,163 2015-06-05 $16.13 $17.00 54.2% 15.8% 72.1% 31.9% 53.5% 9.9% -7.6% 447.0K -56.9M -1.4M 0.63 49.35 N/A N/A 65,497 41,525 261,224 220,854 2015-06-08 $16.79 $17.00 52.0% 15.2% 73.0% 29.3% 55.5% 6.2% 0.3% 705.0K -97.9M -1.7M 1.02 59.93 N/A N/A 28,546 29,036 290,428 237,387 2015-06-09 $15.91 $17.00 52.6% 15.2% 76.3% 30.0% 54.2% 7.3% 3.4% 494.9K -31.5M -1.5M 1.10 65.17 N/A N/A 19,426 21,352 300,339 251,717 2015-06-10 $16.06 $17.00 51.1% 15.1% 75.5% 28.4% 52.9% 3.3% 0.1% 529.7K -29.8M -1.7M 1.58 66.32 N/A N/A 10,671 16,820 308,058 259,267 2015-06-11 $15.85 $17.00 49.7% 15.0% 72.9% 26.8% 51.6% 3.4% 5.4% 629.6K -6.0M -1.6M 0.71 69.99 N/A N/A 20,600 14,702 316,060 266,022 2015-06-12 $15.61 $17.00 52.6% 14.4% 69.6% 30.0% 48.4% 5.9% -4.1% 566.4K -8.6M -1.7M 1.31 57.67 N/A N/A 7,432 9,727 322,083 262,148 2015-06-15 $15.42 $17.00 49.4% 14.4% 69.3% 26.4% 51.4% -0.3% -1.9% 553.3K 428.0K -1.6M 1.77 68.89 N/A N/A 7,157 12,684 321,703 262,454 2015-06-16 $15.38 $17.00 49.3% 14.0% 68.6% 26.4% 49.7% -0.1% -0.1% 442.0K 632.6K -1.6M 1.59 72.29 N/A N/A 6,058 9,636 322,019 264,420 2015-06-17 $15.36 $17.00 47.0% 13.5% 68.6% 23.8% 48.1% 2.0% 2.3% 320.1K 9.5M -1.6M 1.12 79.91 N/A N/A 8,424 9,458 322,384 265,207 2015-06-18 $15.40 $17.00 48.7% 14.0% 66.6% 25.6% 47.8% 1.8% 1.1% 259.0K 8.0M -1.6M 1.26 76.15 N/A N/A 6,853 8,612 320,145 265,124 2015-06-19 $15.50 $17.00 42.6% 12.0% 66.5% 18.8% 43.7% -1.9% 1.8% -32.0K 2.4M -1.6M 1.37 71.34 N/A N/A 6,927 9,515 320,572 264,803 2015-06-22 $15.46 $17.00 40.6% 11.3% 66.2% 16.6% 40.4% 6.3% 1.9% 233.4K 5.8M -1.6M 1.28 84.99 N/A N/A 5,218 6,691 286,108 233,373 2015-06-23 $15.64 $17.00 39.8% 11.2% 66.5% 15.7% 40.2% 1.4% 0.5% 329.3K -3.7M -1.6M 1.05 85.78 N/A N/A 5,531 5,786 287,749 233,729 2015-06-24 $15.26 $16.00 36.6% 10.8% 66.6% 12.2% 38.4% 8.7% 4.7% 311.4K 18.3M -1.5M 1.10 87.60 N/A N/A 7,243 7,944 289,277 234,178 2015-06-25 $15.42 $16.00 39.5% 10.4% 66.9% 15.4% 37.5% 3.4% 0.9% 385.2K 7.3M -1.5M 0.97 92.21 N/A N/A 7,756 7,493 290,425 235,091 2015-06-26 $16.02 $16.00 39.8% 11.2% 68.8% 15.7% 38.2% 2.1% -0.2% 406.8K -25.3M -1.6M 0.92 91.25 N/A N/A 11,516 10,576 291,148 235,581 2015-06-29 $15.52 $16.00 43.3% 11.5% 68.1% 19.6% 40.6% 2.9% -0.5% 302.5K -5.5M -1.6M 1.29 93.84 N/A N/A 6,903 8,914 294,291 238,221 2015-06-30 $16.11 $16.00 40.6% 11.4% 69.4% 16.6% 39.9% 2.1% 1.6% 551.6K -29.0M -1.5M 1.33 92.81 N/A N/A 5,996 7,950 296,482 239,500
« May 2015 | All History | Jul 2015 » Home OPK History June 2015