OPK Options History — November 2015

In November 2015, OPK traded between $9.65 and $11.10. ATM implied volatility averaged 53.1%, placing in the 45.6% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 3.6% (HV 20d: 49.5%). Max pain ranged from $10.00 to $13.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.87.

Notable Days

  • 2015-11-12: Highest Volume — 28,301 contracts
  • 2015-11-13: Largest IV spike — 15.2% change
  • 2015-11-04: Highest IV Rank — 63.3%
  • 2015-11-09: Largest Expected Move — 17.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.55$9.65$11.10$9.76$10.94
Max Pain$12.35$10.00$13.00$10.00$12.00
ATM IV53.1%46.0%63.5%56.4%46.0%
Expected Move15.2%13.7%17.9%16.8%15.1%
HV 20d49.5%37.9%59.1%56.9%38.1%
HV 60d58.9%53.1%63.5%61.5%53.1%
IV Rank45.6%28.9%63.3%51.3%28.9%
IV Percentile72.4%49.2%94.4%83.7%49.2%
Term Structure1.3%-10.9%7.6%-1.2%4.6%
VWIV53.2%44.8%61.4%59.8%44.8%
Skew 25d4.8%-2.7%33.2%4.3%0.7%
Skew 10d7.3%-19.6%72.9%2.9%4.2%
Call IV 25d51.6%35.7%63.0%55.2%55.2%
Put IV 25d56.4%47.3%68.9%59.5%55.9%
Bid-Ask Spread %91.0982.96103.9698.4097.70
Gamma HHI0.350.270.420.400.36
Net GEX1.2M752.6K1.5M752.6K1.3M
Net DEX74.1M61.3M97.2M97.2M72.9M
Net VEX-489.7K-544.1K-435.6K-458.1K-435.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.870.191.700.951.70
Total Volume17,200.91,82328,30122,58119,905
Total OI526,656.9514,856537,892514,856517,347

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-11-02$9.76$10.0056.4%16.8%56.9%51.3%59.8%4.3%-1.2%752.6K97.2M-458.1K0.9598.40N/AN/A11,58810,993303,296211,560
2015-11-03$9.83$10.0059.4%17.5%56.2%56.4%61.4%-2.3%-4.5%821.9K94.8M-456.5K0.8399.88N/AN/A13,52611,235305,174212,681
2015-11-04$9.66$10.0063.5%14.3%56.8%63.3%51.2%8.5%-10.9%950.9K89.3M-494.8K0.99103.96N/AN/A9,8059,704309,312213,011
2015-11-05$9.65$13.0055.7%16.5%56.2%50.1%58.6%33.2%6.7%946.1K90.9M-466.4K1.0289.50N/AN/A10,07410,294310,630213,390
2015-11-06$9.96$13.0057.0%17.2%56.2%52.3%61.0%1.1%1.4%816.3K85.3M-497.4K0.1991.43N/AN/A3,892746311,420212,444
2015-11-09$9.95$13.0061.8%17.9%55.7%60.4%58.9%16.3%5.0%926.1K78.6M-520.8K0.4092.14N/AN/A5,8952,359311,649212,335
2015-11-10$10.70$13.0055.0%15.7%59.1%49.0%55.9%4.4%3.6%1.2M64.9M-540.4K0.7284.44N/AN/A15,30610,982316,240216,506
2015-11-11$10.85$13.0053.7%15.7%56.7%46.8%56.0%-1.8%2.8%1.2M62.9M-544.1K0.7496.04N/AN/A14,44910,683315,752216,820
2015-11-12$10.97$13.0047.7%14.8%56.2%36.8%51.9%-1.1%7.6%1.4M62.3M-523.5K0.7282.96N/AN/A16,45111,850316,681217,015
2015-11-13$10.72$13.0055.0%14.0%57.3%49.0%48.4%9.5%-8.9%1.3M64.6M-534.9K0.9385.72N/AN/A10,79910,071319,096218,112
2015-11-16$10.63$13.0052.8%15.0%51.1%45.3%51.6%2.2%1.4%1.2M74.6M-477.2K0.2885.98N/AN/A2,130594314,817214,187
2015-11-17$10.78$13.0048.8%13.9%45.2%38.7%47.9%4.2%4.9%1.4M68.9M-499.7K1.3087.18N/AN/A10,07113,114316,794216,786
2015-11-18$11.10$13.0048.3%13.9%42.1%37.8%50.1%6.5%4.9%1.5M61.3M-516.2K1.2088.53N/AN/A8,93210,715318,373217,982
2015-11-19$10.75$13.0049.8%14.2%44.1%40.2%50.3%2.9%3.2%1.5M71.3M-473.7K1.2584.43N/AN/A8,02210,001318,668218,343
2015-11-20$10.88$13.0050.9%14.2%41.8%42.2%50.4%1.7%4.4%1.2M62.5M-511.3K0.9084.19N/AN/A11,0629,993319,370218,522
2015-11-23$11.07$13.0050.2%13.7%40.8%41.0%50.8%7.9%-2.9%1.3M65.7M-477.1K0.6390.74N/AN/A3,9052,445310,434207,036
2015-11-24$10.84$12.0048.8%14.4%41.9%38.6%50.5%1.2%4.8%1.2M73.6M-447.6K0.6991.98N/AN/A1,079744311,250207,810
2015-11-25$11.08$12.0050.4%14.5%39.9%41.2%51.7%-1.6%-0.6%1.3M70.9M-458.6K1.0592.11N/AN/A7,6158,017312,403208,514
2015-11-27$10.98$12.0050.7%13.9%37.9%41.9%52.6%-2.7%-0.9%1.4M68.5M-460.1K0.8994.54N/AN/A7,9377,035312,694208,684
2015-11-30$10.94$12.0046.0%15.1%38.1%28.9%44.8%0.7%4.6%1.3M72.9M-435.6K1.7097.70N/AN/A7,38312,522311,112206,235