OPK Options History — February 2017

In February 2017, OPK traded between $8.10 and $8.79. ATM implied volatility averaged 43.7%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 17.3% (HV 20d: 26.4%). Max pain ranged from $9.00 to $13.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.91.

Notable Days

  • 2017-02-10: Highest Volume — 15,322 contracts
  • 2017-02-24: Largest IV spike — 21.9% change
  • 2017-02-07: Highest IV Rank — 37.1%
  • 2017-02-07: Largest Expected Move — 15.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.45$8.10$8.79$8.60$8.41
Max Pain$12.00$9.00$13.00$9.00$12.00
ATM IV43.7%36.4%52.1%41.5%45.2%
Expected Move13.3%11.8%15.0%13.9%13.7%
HV 20d26.4%24.5%28.0%27.4%27.2%
HV 60d56.7%54.8%59.6%59.6%55.0%
IV Rank22.9%10.4%37.1%19.1%25.5%
IV Percentile39.5%10.3%76.2%26.2%47.6%
Term Structure0.6%-10.7%16.9%-1.4%-2.0%
VWIV45.8%31.8%53.0%31.8%52.0%
Skew 25d3.1%-3.3%14.2%14.2%-1.3%
Skew 10d16.1%-21.9%108.3%108.3%27.4%
Call IV 25d48.3%41.9%55.4%48.8%55.4%
Put IV 25d51.4%44.7%63.0%63.0%54.1%
Bid-Ask Spread %54.6432.1199.1298.3432.11
Gamma HHI0.180.150.430.150.20
Net GEX223.1K-222.0K484.6K258.2K318.6K
Net DEX53.5M49.5M58.2M50.3M53.6M
Net VEX-254.0K-286.5K-229.4K-253.8K-253.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.910.462.030.801.27
Total Volume9,443.0535,60415,3225,6048,772
Total OI259,407.579247,255269,104247,255264,103

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-02-01$8.60$9.0041.5%13.9%27.4%19.1%31.8%14.2%-1.4%258.2K50.3M-253.8K0.8098.34N/AN/A3,1142,490140,108107,147
2017-02-02$8.49$13.0045.7%13.6%25.4%26.3%46.0%4.1%3.3%250.2K51.2M-250.0K0.7632.65N/AN/A4,2053,190140,798106,968
2017-02-03$8.62$13.0036.4%12.8%25.2%10.4%45.5%0.0%-1.4%263.9K50.8M-260.4K0.7056.78N/AN/A4,6813,278141,630108,017
2017-02-06$8.28$13.0042.8%12.8%24.6%21.4%49.9%11.2%-1.7%182.4K53.5M-236.5K0.6052.25N/AN/A5,4193,253140,304107,830
2017-02-07$8.27$12.0052.1%15.0%24.7%37.1%50.8%5.1%6.8%183.4K52.6M-247.0K0.8434.15N/AN/A7,5166,336143,441108,233
2017-02-08$8.12$12.0047.9%13.6%24.5%30.1%41.7%6.9%1.7%153.5K55.9M-241.4K0.9670.15N/AN/A7,7487,420145,980110,992
2017-02-09$8.10$12.0047.0%14.5%24.5%28.5%39.9%8.5%7.9%-222.0K58.2M-229.4K1.5864.89N/AN/A5,5078,710146,834112,421
2017-02-10$8.22$12.0043.8%13.3%25.7%23.0%50.3%2.1%3.3%78.3K56.4M-242.3K2.0368.70N/AN/A5,06010,262147,902114,450
2017-02-13$8.26$12.0047.8%13.8%25.9%29.9%53.0%-1.3%-2.2%158.2K53.5M-261.2K1.6462.69N/AN/A4,6757,660149,024114,470
2017-02-14$8.42$12.0047.9%13.8%26.5%30.0%48.0%1.3%-10.7%218.7K55.6M-252.9K0.6334.45N/AN/A4,5942,890150,739114,482
2017-02-15$8.60$12.0045.7%13.1%27.9%26.3%48.3%-1.9%-1.7%347.2K53.9M-259.1K0.7862.28N/AN/A4,0933,187151,973114,602
2017-02-16$8.74$12.0041.7%11.9%27.7%19.5%44.6%0.3%2.2%484.6K49.5M-277.0K1.0636.74N/AN/A4,3434,590153,000114,598
2017-02-17$8.79$12.0044.3%12.8%27.5%23.8%44.2%-3.3%-3.8%240.5K50.2M-286.5K0.4741.28N/AN/A8,9114,151153,347115,757
2017-02-21$8.66$12.0038.7%13.2%27.0%14.3%44.0%2.9%16.9%291.1K50.9M-272.0K0.5450.08N/AN/A4,4582,406148,138112,080
2017-02-22$8.49$12.0039.6%11.8%28.0%16.0%40.6%3.8%-6.6%242.9K56.4M-243.4K0.6599.12N/AN/A4,0382,621149,389112,475
2017-02-23$8.52$12.0036.5%12.9%27.3%10.6%44.0%1.2%5.4%261.1K54.6M-259.1K0.8137.12N/AN/A3,5392,878150,019112,791
2017-02-24$8.44$12.0044.5%12.7%27.1%24.2%46.3%1.5%-2.5%250.1K54.7M-247.7K0.6448.96N/AN/A3,5932,287150,392112,520
2017-02-27$8.57$12.0041.2%13.2%27.8%18.7%48.6%2.8%-1.5%278.4K53.7M-252.4K0.4655.43N/AN/A5,1692,374149,831111,959
2017-02-28$8.41$12.0045.2%13.7%27.2%25.5%52.0%-1.3%-2.0%318.6K53.6M-253.9K1.2732.11N/AN/A3,8574,915151,993112,110