OPK Options History — December 2020 In December 2020, OPK traded between $3.95 and $4.78. ATM implied volatility averaged 93.6%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 27.2%. IV traded above realized volatility by 13.1% (HV 20d: 80.5%). 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 0.15.
Notable Days 2020-12-02 : Highest Volume — 52,437 contracts2020-12-24 : Largest IV spike — 1125.4% change2020-12-29 : Highest IV Rank — 38.6%2020-12-02 : Largest Expected Move — 37.1%Monthly Statistics Metric Avg Min Max Open Close Price $4.43 $3.95 $4.78 $4.28 $3.95 Max Pain $3.27 $3.00 $4.00 $3.00 $4.00 ATM IV 93.6% 6.7% 136.5% 109.0% 87.8% Expected Move 27.2% 21.5% 37.1% 26.9% 27.1% HV 20d 80.5% 47.4% 103.6% 95.5% 47.4% HV 60d 88.0% 86.1% 89.0% 86.1% 86.3% IV Rank 18.1% 0.0% 38.6% 18.2% 26.8% IV Percentile 27.0% 0.0% 64.3% 41.7% 15.9% Term Structure 6.6% -133.2% 127.8% -10.4% 106.6% VWIV 97.7% 76.6% 138.7% 98.5% 100.5% Skew 25d -16.5% -194.3% 38.7% -35.2% -5.4% Skew 10d -17.3% -107.7% 76.2% -69.7% -0.7% Call IV 25d 115.5% 81.2% 207.9% 100.3% 95.0% Put IV 25d 99.0% 13.7% 176.7% 65.1% 89.6% Bid-Ask Spread % 14.96 3.47 44.46 7.70 10.73 Gamma HHI 0.22 0.19 0.26 0.21 0.23 Net GEX 628.5K 422.4K 815.9K 632.9K 435.4K Net DEX -47.7M -64.6M -29.0M -45.4M -29.0M Net VEX -224.2K -247.9K -196.5K -219.5K -202.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.15 0.05 0.42 0.06 0.08 Total Volume 15,637 5,889 52,437 22,451 12,908 Total OI 303,225.864 269,995 320,695 301,578 298,181
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 2020-12-01 $4.28 $3.00 109.0% 26.9% 95.5% 18.2% 98.5% -35.2% -10.4% 632.9K -45.4M -219.5K 0.06 7.70 N/A N/A 21,134 1,317 248,419 53,159 2020-12-02 $4.78 $3.50 136.5% 37.1% 101.6% 29.5% 138.7% -11.8% -4.8% 683.3K -64.6M -247.9K 0.05 44.46 N/A N/A 50,144 2,293 253,242 54,034 2020-12-03 $4.62 $3.00 134.5% 31.5% 102.4% 28.6% 112.5% -4.5% -30.8% 783.2K -60.4M -242.5K 0.09 11.68 N/A N/A 21,265 1,815 265,143 54,969 2020-12-04 $4.78 $3.00 111.4% 29.0% 102.7% 19.2% 102.9% -38.3% -23.4% 693.4K -63.8M -243.7K 0.13 4.10 N/A N/A 19,655 2,638 265,274 55,421 2020-12-07 $4.59 $3.00 56.8% 28.4% 103.6% 0.0% 99.1% -194.3% 32.4% 700.7K -54.1M -230.8K 0.19 15.29 N/A N/A 9,795 1,905 253,555 53,237 2020-12-08 $4.72 $3.00 92.0% 27.3% 92.1% 14.0% 98.1% 23.3% 32.8% 752.9K -59.0M -233.0K 0.12 7.23 N/A N/A 10,326 1,274 255,989 53,799 2020-12-09 $4.60 $3.00 107.8% 27.6% 78.9% 20.3% 94.3% -46.8% -20.1% 730.4K -55.2M -233.7K 0.42 6.10 N/A N/A 9,024 3,831 259,901 54,682 2020-12-10 $4.65 $3.00 76.6% 30.4% 77.6% 7.9% 107.2% 32.2% 45.6% 761.8K -56.7M -238.6K 0.06 3.66 N/A N/A 7,301 432 260,738 56,966 2020-12-11 $4.45 $3.00 122.0% 25.9% 80.0% 25.9% 96.2% 32.2% -39.8% 625.7K -49.8M -226.7K 0.16 32.51 N/A N/A 8,051 1,253 262,502 57,062 2020-12-14 $4.57 $3.00 87.7% 25.9% 76.5% 12.3% 88.0% -19.6% 79.0% 686.8K -52.4M -229.2K 0.05 8.34 N/A N/A 10,583 560 255,107 55,331 2020-12-15 $4.53 $3.00 81.0% 23.3% 76.3% 9.6% 80.9% -3.1% 37.7% 714.2K -49.9M -225.9K 0.08 4.66 N/A N/A 5,505 434 258,764 55,628 2020-12-16 $4.49 $3.00 78.9% 22.6% 76.5% 8.8% 82.4% -3.0% -57.1% 663.5K -48.7M -221.0K 0.05 19.23 N/A N/A 6,713 351 258,604 55,727 2020-12-17 $4.46 $3.00 75.0% 21.5% 75.4% 7.2% 76.6% -6.4% -0.3% 639.5K -46.5M -220.1K 0.21 4.58 N/A N/A 7,090 1,493 258,333 55,798 2020-12-18 $4.49 $3.00 80.9% 25.4% 74.5% 9.6% 90.1% -4.3% -26.2% 815.9K -48.3M -222.5K 0.12 27.62 N/A N/A 20,244 2,408 259,436 56,572 2020-12-21 $4.48 $3.00 105.3% 23.4% 73.8% 19.2% 83.7% 38.7% -21.2% 554.7K -44.4M -220.3K 0.16 34.07 N/A N/A 6,794 1,097 222,060 47,935 2020-12-22 $4.58 $3.00 73.7% 28.8% 73.7% 6.7% 106.8% -78.6% -22.7% 581.7K -50.1M -230.9K 0.17 6.12 N/A N/A 19,400 3,205 225,072 48,725 2020-12-23 $4.30 $3.50 6.7% 29.1% 76.8% 0.0% 102.9% -26.4% 127.8% 531.3K -40.5M -221.4K 0.21 6.23 N/A N/A 18,465 3,900 233,787 51,575 2020-12-24 $4.22 $4.00 82.5% 24.9% 77.2% 25.1% 99.7% -6.1% 51.3% 492.6K -37.4M -218.6K 0.08 3.47 N/A N/A 5,432 457 235,702 54,215 2020-12-28 $3.96 $4.00 113.2% 26.8% 79.4% 35.2% 93.1% 14.6% -133.2% 426.8K -29.8M -196.5K 0.35 18.45 N/A N/A 13,027 4,608 228,225 52,653 2020-12-29 $3.95 $4.00 123.3% 27.8% 67.0% 38.6% 98.3% -21.1% -4.1% 422.4K -30.4M -199.3K 0.16 30.60 N/A N/A 13,430 2,146 232,566 56,105 2020-12-30 $4.06 $4.00 117.1% 28.0% 63.2% 36.5% 100.1% 1.1% 26.3% 498.2K -32.9M -208.1K 0.19 22.29 N/A N/A 8,655 1,656 239,085 57,691 2020-12-31 $3.95 $4.00 87.8% 27.1% 47.4% 26.8% 100.5% -5.4% 106.6% 435.4K -29.0M -202.6K 0.08 10.73 N/A N/A 11,932 976 239,593 58,588
« Nov 2020 | All History | Jan 2021 » Home OPK History December 2020