OPK Options History — April 2019

In April 2019, OPK traded between $2.30 and $2.60. ATM implied volatility averaged 71.9%, placing in the 26.5% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 29.5% (HV 20d: 42.4%). Max pain ranged from $2.00 to $2.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.23.

Notable Days

  • 2019-04-16: Highest Volume — 6,286 contracts
  • 2019-04-18: Largest IV spike — 54.0% change
  • 2019-04-03: Highest IV Rank — 35.8%
  • 2019-04-29: Largest Expected Move — 25.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.47$2.30$2.60$2.60$2.40
Max Pain$2.00$2.00$2.00$2.00$2.00
ATM IV71.9%51.8%86.6%67.3%79.1%
Expected Move19.9%14.6%25.7%19.6%25.1%
HV 20d42.4%30.8%49.5%48.0%40.1%
HV 60d59.5%57.2%61.7%61.7%57.9%
IV Rank26.5%13.9%35.8%23.6%31.1%
IV Percentile45.2%2.8%80.6%30.2%65.1%
Term Structure-4.4%-24.4%21.4%-10.5%0.7%
VWIV85.2%45.8%169.9%66.8%85.4%
Skew 25d-0.6%-27.3%23.2%23.2%8.4%
Skew 10d3.1%-30.3%26.8%5.3%13.4%
Call IV 25d62.7%38.9%93.6%38.9%56.0%
Put IV 25d62.1%51.4%76.7%62.1%64.4%
Bid-Ask Spread %35.3710.4985.8037.6421.46
Gamma HHI0.500.300.590.550.57
Net GEX-25.0K-44.3K-930-37.4K-20.1K
Net DEX7.9M6.7M8.9M8.9M6.8M
Net VEX-89.5K-96.4K-84.2K-96.1K-86.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.230.028.920.040.08
Total Volume1,5362096,286229930
Total OI130,932.524126,237135,135132,275130,893

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$2.60$2.0067.3%19.6%48.0%23.6%0.0%23.2%-10.5%-37.4K8.9M-96.1K0.0437.64N/AN/A220949,85782,418
2019-04-02$2.51$2.0067.4%18.9%49.5%23.7%66.8%12.7%-2.2%-44.3K8.5M-92.5K0.6475.80N/AN/A19912749,92482,253
2019-04-03$2.55$2.0086.6%17.9%48.1%35.8%63.1%1.4%-24.4%-38.8K8.4M-96.4K0.4885.80N/AN/A28513850,06182,113
2019-04-04$2.55$2.0061.6%20.0%48.0%20.1%69.7%14.5%1.7%-38.0K8.9M-90.1K0.2362.58N/AN/A62414350,28680,591
2019-04-05$2.59$2.0070.1%18.8%46.3%25.4%65.6%13.6%3.9%-23.4K8.0M-96.2K0.2176.42N/AN/A70214550,46380,606
2019-04-08$2.55$2.0071.8%19.2%45.7%26.5%0.0%-13.3%0.5%-24.6K7.8M-95.0K1.2278.11N/AN/A9411550,50280,187
2019-04-09$2.50$2.0072.2%15.6%46.3%26.7%135.2%-14.8%-8.2%-26.9K8.3M-92.2K1.1526.73N/AN/A27231450,56780,291
2019-04-10$2.52$2.0068.8%21.4%46.4%24.6%169.9%-19.9%1.0%-29.1K8.6M-91.1K1.7134.27N/AN/A29750950,67680,686
2019-04-11$2.47$2.0068.6%15.0%44.0%24.5%127.9%-17.0%-16.4%-33.8K8.0M-86.8K0.5512.23N/AN/A98353650,69278,366
2019-04-12$2.50$2.0059.0%14.6%42.7%18.4%68.9%4.5%-12.1%-22.2K8.2M-86.7K0.7111.87N/AN/A87562250,95278,375
2019-04-15$2.47$2.0056.9%15.9%42.8%17.1%79.2%-26.9%18.8%-18.9K8.1M-86.6K0.8314.39N/AN/A15713151,11677,928
2019-04-16$2.47$2.0070.1%20.7%42.8%25.4%45.8%4.0%-17.1%-18.1K7.6M-85.6K0.0311.94N/AN/A6,08120551,22575,012
2019-04-17$2.46$2.0051.8%14.8%42.8%13.9%47.2%9.8%21.4%-9306.7M-91.6K8.9210.49N/AN/A4293,82657,18775,048
2019-04-18$2.39$2.0079.8%23.1%32.6%31.5%92.2%-27.3%-22.2%-17.5K7.7M-84.2K4.9041.91N/AN/A6553,20857,41777,718
2019-04-22$2.30$2.0076.4%20.8%30.8%29.4%72.5%-13.3%-2.0%-21.6K7.6M-84.3K0.8619.55N/AN/A94080856,13674,568
2019-04-23$2.41$2.0082.2%22.4%35.8%33.0%74.9%15.0%-4.2%-25.5K7.6M-86.6K0.3324.88N/AN/A1,72557456,62774,384
2019-04-24$2.34$2.0078.3%25.6%37.0%30.5%105.5%-0.0%-4.4%-21.4K7.4M-86.2K0.8316.95N/AN/A89774257,32574,443
2019-04-25$2.31$2.0082.9%22.1%36.9%33.4%99.3%-4.7%-6.6%-19.9K7.5M-85.0K0.9520.27N/AN/A85680957,44874,423
2019-04-26$2.45$2.0079.4%21.1%43.1%31.3%66.5%8.9%-8.6%-22.4K7.1M-91.3K1.1030.60N/AN/A78185857,61172,743
2019-04-29$2.44$2.0079.5%25.7%39.8%31.3%83.7%8.5%-2.0%-20.1K7.0M-88.5K0.0228.84N/AN/A4251057,91672,549
2019-04-30$2.40$2.0079.1%25.1%40.1%31.1%85.4%8.4%0.7%-20.1K6.8M-86.5K0.0821.46N/AN/A8636758,33972,554