OPK Options History — July 2019 In July 2019, OPK traded between $2.07 and $2.47. ATM implied volatility averaged 96.9%, placing in the 42.3% IV rank vs the trailing year. The 30-day expected move averaged 28.0%. IV traded above realized volatility by 41.9% (HV 20d: 55.0%). Max pain ranged from $2.00 to $2.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.57.
Notable Days 2019-07-05 : Highest Volume — 3,087 contracts2019-07-08 : Largest IV spike — 19.1% change2019-07-10 : Highest IV Rank — 53.9%2019-07-30 : Largest Expected Move — 33.4%Monthly Statistics Metric Avg Min Max Open Close Price $2.18 $2.07 $2.47 $2.47 $2.14 Max Pain $2.00 $2.00 $2.00 $2.00 $2.00 ATM IV 96.9% 73.6% 115.4% 76.6% 92.2% Expected Move 28.0% 19.5% 33.4% 24.4% 31.9% HV 20d 55.0% 34.8% 61.0% 59.0% 34.9% HV 60d 59.1% 57.2% 60.7% 58.8% 57.2% IV Rank 42.3% 27.6% 53.9% 29.5% 39.3% IV Percentile 87.8% 36.5% 98.4% 48.8% 90.1% Term Structure 0.5% -19.3% 32.6% 11.9% -1.7% VWIV 89.8% 58.5% 116.7% 85.1% 109.4% Skew 25d 14.1% -9.0% 45.5% 32.5% 5.0% Skew 10d 15.3% 4.9% 37.7% 37.7% 13.4% Call IV 25d 77.5% 51.6% 96.8% 51.6% 81.3% Put IV 25d 91.6% 81.3% 107.5% 84.1% 86.3% Bid-Ask Spread % 27.91 14.33 74.67 74.67 35.13 Gamma HHI 0.24 0.22 0.27 0.23 0.26 Net GEX 59.5K 46.5K 67.0K 56.7K 67.0K Net DEX 871.6K -864.1K 1.7M -864.1K 1.6M Net VEX -69.1K -83.9K -61.7K -83.9K -61.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.02 2.94 0.08 0.22 Total Volume 1,225.045 241 3,087 1,381 1,049 Total OI 131,757.591 127,761 134,215 127,761 132,423
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 2019-07-01 $2.47 $2.00 76.6% 24.4% 59.0% 29.5% 85.1% 32.5% 11.9% 56.7K -864.1K -83.9K 0.08 74.67 N/A N/A 1,282 99 78,730 49,031 2019-07-02 $2.42 $2.00 73.6% 19.5% 54.3% 27.6% 67.8% 31.9% 20.0% 60.8K -656.5K -82.3K 0.12 63.13 N/A N/A 831 99 79,218 49,083 2019-07-03 $2.35 $2.00 78.1% 20.4% 55.6% 30.4% 71.4% 19.5% 32.6% 57.4K -321.4K -80.2K 0.06 63.17 N/A N/A 1,601 101 79,593 49,083 2019-07-05 $2.36 $2.00 88.9% 28.3% 55.6% 37.2% 96.9% 20.2% 22.7% 57.1K -156.6K -78.3K 0.03 25.58 N/A N/A 2,986 101 80,224 49,084 2019-07-08 $2.22 $2.00 106.0% 28.6% 60.1% 47.9% 0.0% 31.5% -14.1% 59.9K 583.7K -73.2K 0.18 16.38 N/A N/A 619 110 81,437 49,073 2019-07-09 $2.25 $2.00 112.5% 28.5% 60.0% 52.1% 0.0% 45.5% -19.3% 62.5K 554.3K -72.0K 0.13 15.96 N/A N/A 946 121 81,974 49,210 2019-07-10 $2.25 $2.00 115.4% 31.3% 57.2% 53.9% 0.0% 34.2% -12.3% 60.9K -91.8K -74.1K 0.18 15.34 N/A N/A 1,039 190 82,650 49,219 2019-07-11 $2.16 $2.00 106.3% 28.0% 59.7% 48.2% 59.1% 24.4% -7.4% 61.7K 602.3K -70.3K 0.23 16.47 N/A N/A 1,240 280 83,002 49,259 2019-07-12 $2.18 $2.00 98.4% 28.2% 59.6% 43.2% 59.9% 11.0% 0.3% 65.0K 728.3K -71.0K 0.25 16.40 N/A N/A 910 226 83,533 49,358 2019-07-15 $2.15 $2.00 107.8% 31.6% 59.7% 49.1% 110.1% 2.2% -7.7% 61.9K 987.1K -69.1K 0.02 20.76 N/A N/A 256 6 83,306 49,386 2019-07-16 $2.11 $2.00 98.2% 28.0% 59.2% 43.1% 97.5% 3.8% 5.2% 64.7K 1.3M -66.6K 0.10 17.47 N/A N/A 220 21 83,422 49,389 2019-07-17 $2.10 $2.00 94.8% 27.2% 59.1% 40.9% 94.8% 8.8% 0.5% 63.7K 1.3M -66.3K 1.25 14.33 N/A N/A 399 500 83,441 49,396 2019-07-18 $2.07 $2.00 102.4% 29.6% 59.4% 45.7% 103.3% 6.1% -4.3% 64.1K 1.4M -64.3K 0.42 23.71 N/A N/A 1,464 610 83,351 49,856 2019-07-19 $2.08 $2.00 98.6% 28.3% 59.4% 43.3% 99.8% 2.6% -1.4% 51.8K 1.1M -64.9K 0.61 15.46 N/A N/A 1,022 626 83,923 50,292 2019-07-22 $2.07 $2.00 102.6% 28.5% 59.3% 45.8% 0.0% 8.9% -10.0% 46.5K 1.6M -62.4K 1.15 20.50 N/A N/A 158 181 82,059 50,144 2019-07-23 $2.09 $2.00 103.1% 26.9% 59.2% 46.2% 105.6% 7.5% -8.5% 48.3K 1.6M -64.8K 0.45 31.62 N/A N/A 1,184 531 82,117 50,291 2019-07-24 $2.15 $2.00 91.5% 26.3% 59.6% 38.9% 100.0% 7.3% 12.8% 61.5K 1.7M -64.7K 0.43 37.32 N/A N/A 532 228 82,873 50,588 2019-07-25 $2.08 $2.00 92.6% 28.2% 61.0% 39.6% 58.5% -9.0% 9.0% 50.5K 1.5M -62.1K 2.18 25.43 N/A N/A 683 1,490 83,104 49,680 2019-07-26 $2.11 $2.00 96.7% 28.6% 49.3% 42.1% 72.5% 6.6% -0.2% 62.6K 1.5M -64.4K 2.94 24.81 N/A N/A 490 1,440 83,309 49,754 2019-07-29 $2.09 $2.00 103.2% 31.0% 34.9% 46.2% 108.3% 7.0% -8.2% 60.3K 1.7M -62.0K 1.13 21.95 N/A N/A 147 166 82,825 49,039 2019-07-30 $2.12 $2.00 93.0% 33.4% 34.8% 39.8% 116.7% 2.5% -7.9% 64.3K 1.5M -62.3K 0.32 18.44 N/A N/A 580 187 82,951 48,987 2019-07-31 $2.14 $2.00 92.2% 31.9% 34.9% 39.3% 109.4% 5.0% -1.7% 67.0K 1.6M -61.7K 0.22 35.13 N/A N/A 861 188 83,386 49,037
« Jun 2019 | All History | Aug 2019 » Home OPK History July 2019