OPK Options History — May 2018 In May 2018, OPK traded between $3.08 and $4.99. ATM implied volatility averaged 67.5%, placing in the 37.9% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded below realized volatility by 23.4% (HV 20d: 90.9%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.90.
Notable Days 2018-05-09 : Highest Volume — 24,614 contracts2018-05-18 : Largest IV spike — 46.9% change2018-05-04 : Highest IV Rank — 44.4%2018-05-03 : Largest Expected Move — 23.3%Monthly Statistics Metric Avg Min Max Open Close Price $3.88 $3.08 $4.99 $3.09 $3.87 Max Pain $3.91 $3.00 $4.00 $3.00 $4.00 ATM IV 67.5% 51.6% 77.5% 64.7% 64.4% Expected Move 19.8% 14.6% 23.3% 23.0% 19.5% HV 20d 90.9% 34.2% 126.3% 41.1% 125.9% HV 60d 75.0% 55.6% 88.7% 56.8% 84.5% IV Rank 37.9% 27.8% 44.4% 36.2% 36.0% IV Percentile 82.2% 52.4% 96.0% 82.5% 76.6% Term Structure -0.2% -4.9% 9.3% -4.7% 2.3% VWIV 69.5% 51.3% 82.9% 79.9% 73.1% Skew 25d 5.1% -8.7% 26.7% 14.8% 8.9% Skew 10d 13.2% -44.3% 57.2% 23.4% 7.7% Call IV 25d 65.1% 40.3% 80.3% 61.4% 64.2% Put IV 25d 70.2% 58.7% 88.6% 76.2% 73.1% Bid-Ask Spread % 34.15 10.89 76.55 47.82 21.77 Gamma HHI 0.30 0.24 0.51 0.26 0.35 Net GEX 210.1K 69.9K 547.3K 69.9K 257.3K Net DEX -1.4M -15.3M 7.0M 7.0M -228.4K Net VEX -131.8K -194.4K -73.6K -73.6K -134.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.90 0.17 3.81 3.81 0.67 Total Volume 8,579.682 3,643 24,614 5,753 5,070 Total OI 165,269.136 144,653 179,648 144,653 176,278
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 2018-05-01 $3.09 $3.00 64.7% 23.0% 41.1% 36.2% 79.9% 14.8% -4.7% 69.9K 7.0M -73.6K 3.81 47.82 N/A N/A 1,196 4,557 96,095 48,558 2018-05-02 $3.12 $3.00 66.3% 21.9% 38.3% 37.2% 75.6% -0.5% -0.7% 79.3K 6.0M -85.1K 3.24 76.55 N/A N/A 1,414 4,579 96,126 48,640 2018-05-03 $3.08 $4.00 75.7% 23.3% 37.9% 43.2% 80.7% -8.7% -3.9% 73.5K 6.5M -78.2K 3.25 50.80 N/A N/A 1,343 4,360 96,498 48,676 2018-05-04 $3.15 $4.00 77.5% 20.4% 36.3% 44.4% 70.1% 18.1% -2.3% 76.1K 5.4M -89.1K 2.11 35.05 N/A N/A 2,133 4,492 96,690 48,648 2018-05-07 $3.26 $4.00 71.0% 20.0% 35.4% 40.3% 82.9% 13.9% -4.9% 87.0K 5.7M -90.9K 0.34 42.89 N/A N/A 4,986 1,717 97,401 48,674 2018-05-08 $3.25 $4.00 76.6% 21.1% 34.2% 43.8% 75.1% 16.9% -4.7% 96.4K 5.2M -89.8K 0.74 50.92 N/A N/A 2,097 1,546 101,245 49,301 2018-05-09 $4.14 $4.00 68.9% 19.7% 91.5% 38.9% 68.1% 1.8% -2.1% 170.8K -2.5M -140.4K 0.17 35.00 N/A N/A 20,956 3,658 102,047 49,344 2018-05-10 $4.36 $4.00 59.2% 16.5% 91.1% 32.6% 57.9% 5.3% -1.2% 230.8K -6.1M -154.7K 0.29 43.27 N/A N/A 10,199 2,927 111,596 51,006 2018-05-11 $4.50 $4.00 58.1% 18.2% 90.9% 31.9% 57.9% 26.7% 9.3% 220.3K -6.7M -159.1K 0.23 26.98 N/A N/A 7,202 1,663 111,850 51,552 2018-05-14 $4.80 $4.00 56.9% 16.2% 92.2% 31.2% 57.3% 3.3% 0.5% 249.0K -9.8M -176.0K 0.21 55.85 N/A N/A 11,333 2,335 116,848 50,173 2018-05-15 $4.75 $4.00 61.5% 17.6% 92.8% 34.1% 62.9% 0.6% 1.9% 330.1K -11.2M -184.1K 0.36 24.97 N/A N/A 6,562 2,361 124,293 50,174 2018-05-16 $4.99 $4.00 61.3% 17.6% 93.2% 34.0% 61.5% 5.9% 0.7% 391.3K -15.3M -194.4K 0.31 10.89 N/A N/A 6,517 2,032 125,258 48,933 2018-05-17 $4.87 $4.00 51.6% 14.6% 93.5% 27.8% 51.3% 3.3% 3.8% 547.3K -14.7M -186.3K 0.34 13.31 N/A N/A 6,327 2,126 130,370 49,189 2018-05-18 $3.95 $4.00 75.8% 22.0% 123.8% 43.3% 76.8% 8.3% -4.0% 216.3K -2.6M -144.0K 0.31 28.87 N/A N/A 13,734 4,246 130,602 49,046 2018-05-21 $3.71 $4.00 74.4% 22.0% 126.0% 42.4% 80.5% -7.9% -2.9% 197.6K 792.6K -130.7K 0.33 20.95 N/A N/A 7,628 2,529 123,779 48,549 2018-05-22 $3.74 $4.00 72.0% 21.7% 125.7% 40.9% 65.6% 7.5% -1.7% 219.1K -602.5K -135.1K 0.46 23.20 N/A N/A 4,581 2,120 127,312 48,759 2018-05-23 $3.65 $4.00 71.7% 20.3% 126.3% 40.7% 63.5% 2.3% -0.3% 209.5K 741.2K -128.1K 0.50 55.74 N/A N/A 4,271 2,120 127,808 48,853 2018-05-24 $3.70 $4.00 71.5% 19.2% 126.2% 40.5% 67.7% 4.7% 2.0% 214.8K 897.6K -127.3K 0.55 15.45 N/A N/A 3,693 2,033 128,199 48,958 2018-05-25 $3.69 $4.00 69.9% 19.8% 126.2% 39.5% 74.9% -6.7% 5.4% 213.5K 548.4K -128.5K 0.60 29.29 N/A N/A 3,584 2,138 128,836 48,959 2018-05-29 $3.72 $4.00 69.0% 19.5% 125.3% 38.9% 68.8% -7.2% -1.2% 219.0K 1.3M -130.7K 0.53 22.83 N/A N/A 3,308 1,747 126,538 48,672 2018-05-30 $3.88 $4.00 66.0% 21.4% 125.8% 37.0% 76.1% 1.1% 3.6% 253.4K -983.4K -139.0K 0.51 18.94 N/A N/A 3,523 1,810 126,886 48,702 2018-05-31 $3.87 $4.00 64.4% 19.5% 125.9% 36.0% 73.1% 8.9% 2.3% 257.3K -228.4K -134.5K 0.67 21.77 N/A N/A 3,027 2,043 127,485 48,793
« Apr 2018 | All History | Jun 2018 » Home OPK History May 2018