OPK Options History — June 2019

In June 2019, OPK traded between $1.81 and $2.43. ATM implied volatility averaged 78.1%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded above realized volatility by 23.5% (HV 20d: 54.6%). Max pain ranged from $2.00 to $2.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.50.

Notable Days

  • 2019-06-21: Highest Volume — 9,240 contracts
  • 2019-06-19: Largest IV drop — 11.9% change
  • 2019-06-27: Highest IV Rank — 34.8%
  • 2019-06-13: Largest Expected Move — 24.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.00$1.81$2.43$1.81$2.43
Max Pain$2.00$2.00$2.00$2.00$2.00
ATM IV78.1%70.6%85.1%83.7%77.6%
Expected Move21.3%14.5%24.6%24.3%20.7%
HV 20d54.6%44.4%72.9%65.4%59.0%
HV 60d54.3%51.9%58.7%52.9%58.7%
IV Rank30.4%25.7%34.8%33.9%30.1%
IV Percentile56.1%31.0%77.0%74.2%51.2%
Term Structure0.4%-13.5%8.0%-0.2%2.6%
VWIV75.3%57.6%85.7%85.4%72.9%
Skew 25d12.1%-8.4%20.2%-8.4%2.9%
Skew 10d11.9%-8.8%59.6%59.6%7.9%
Call IV 25d56.2%51.4%68.1%68.1%56.7%
Put IV 25d68.3%59.3%80.7%59.8%59.6%
Bid-Ask Spread %35.1414.1590.7316.6114.15
Gamma HHI0.290.250.350.300.27
Net GEX16.9K-2.2K50.1K4.1K50.1K
Net DEX3.9M-285.2K5.8M5.8M-285.2K
Net VEX-57.1K-78.9K-45.2K-45.2K-78.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.011.450.160.29
Total Volume1,906.91819,2401816,831
Total OI132,201.95121,107138,749130,476123,946

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$1.81$2.0083.7%24.3%65.4%33.9%85.4%-8.4%-0.2%4.1K5.8M-45.2K0.1616.61N/AN/A1562570,19660,280
2019-06-04$1.97$2.0075.4%23.0%72.9%28.7%80.6%-3.0%2.8%3.6K5.2M-54.1K0.4417.79N/AN/A1,00944070,33260,280
2019-06-05$1.95$2.0077.2%18.7%72.1%29.9%65.1%17.9%-13.5%4.5K5.4M-52.6K1.4517.83N/AN/A45165471,19060,570
2019-06-06$1.95$2.0078.0%22.5%55.3%30.3%77.6%7.1%-4.7%9.6K5.3M-53.2K0.8519.08N/AN/A77766071,42260,594
2019-06-07$1.91$2.0074.3%21.3%55.6%28.0%74.4%1.5%0.6%5.6K5.5M-49.8K0.7727.35N/AN/A90670171,71860,612
2019-06-10$1.95$2.0075.7%23.7%55.9%28.9%0.0%17.4%8.0%7.3K5.6M-51.8K0.1019.43N/AN/A2842771,79560,647
2019-06-11$1.87$2.0080.6%22.5%54.6%32.0%78.7%6.0%-1.7%14.0K4.6M-54.7K0.1927.63N/AN/A1,62530377,90960,641
2019-06-12$1.91$2.0082.9%24.4%55.3%33.4%85.0%15.9%2.1%14.2K4.8M-54.3K0.4925.12N/AN/A66332277,17160,335
2019-06-13$1.94$2.0079.9%24.6%53.0%31.6%85.7%7.3%7.1%9.8K4.8M-54.4K0.8021.19N/AN/A44836077,39860,013
2019-06-14$1.92$2.0079.0%21.9%52.2%31.0%76.5%19.2%-3.7%2.6K5.0M-54.0K0.9624.12N/AN/A51249177,62860,051
2019-06-17$1.99$2.0078.0%22.9%53.1%30.4%79.6%12.0%-2.5%9.8K4.4M-56.1K0.0125.39N/AN/A1,6531977,23860,147
2019-06-18$2.02$2.0080.1%23.0%52.0%31.7%80.3%19.0%2.0%7.5K3.8M-57.5K0.5623.24N/AN/A1,14164177,99660,076
2019-06-19$2.03$2.0070.6%20.2%50.5%25.7%70.6%19.8%2.5%5.3K4.1M-54.8K0.8527.58N/AN/A76564778,56960,084
2019-06-20$2.03$2.0072.2%20.6%47.8%26.7%72.0%19.0%3.0%-2.2K3.9M-56.8K0.7525.05N/AN/A86165078,65260,097
2019-06-21$2.01$2.0077.7%22.6%46.5%30.2%80.1%19.6%-4.8%27.6K3.5M-58.1K0.0930.86N/AN/A8,49674478,56060,108
2019-06-24$2.04$2.0073.0%14.5%46.3%27.2%57.6%19.9%6.5%39.6K1.9M-62.5K0.4480.12N/AN/A36616073,07948,028
2019-06-25$2.01$2.0078.5%17.3%44.5%30.7%69.2%20.2%1.5%40.0K1.8M-60.7K0.1390.73N/AN/A1,43518773,23448,186
2019-06-26$2.01$2.0081.8%17.6%44.4%32.8%61.5%11.8%1.8%40.4K1.9M-61.0K0.5788.56N/AN/A38722274,32948,215
2019-06-27$2.22$2.0085.1%19.8%55.6%34.8%76.9%17.4%-2.1%44.0K998.4K-70.5K0.1380.98N/AN/A1,86925074,50148,212
2019-06-28$2.43$2.0077.6%20.7%59.0%30.1%72.9%2.9%2.6%50.1K-285.2K-78.9K0.2914.15N/AN/A5,2951,53675,70848,238