OPK Options History — February 2021

In February 2021, OPK traded between $4.45 and $5.99. ATM implied volatility averaged 102.5%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 30.6%. IV traded above realized volatility by 15.9% (HV 20d: 86.5%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.15.

Notable Days

  • 2021-02-19: Highest Volume — 39,462 contracts
  • 2021-02-11: Largest IV spike — 184.3% change
  • 2021-02-08: Highest IV Rank — 49.6%
  • 2021-02-22: Largest Expected Move — 46.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.22$4.45$5.99$5.99$4.53
Max Pain$4.13$4.00$5.00$5.00$4.00
ATM IV102.5%42.6%156.7%62.8%71.1%
Expected Move30.6%21.5%46.0%37.1%28.6%
HV 20d86.5%66.4%102.8%66.4%86.5%
HV 60d74.8%70.5%81.2%76.9%72.9%
IV Rank31.7%11.9%49.6%18.5%21.3%
IV Percentile32.9%0.4%79.0%2.4%5.2%
Term Structure0.6%-116.3%144.1%55.2%-77.4%
VWIV100.9%74.7%137.9%137.9%100.8%
Skew 25d-8.7%-112.3%58.2%5.0%2.7%
Skew 10d-35.4%-103.8%52.4%-77.1%45.8%
Call IV 25d113.1%32.9%191.7%175.7%87.8%
Put IV 25d104.4%76.0%180.7%180.7%90.5%
Bid-Ask Spread %67.3531.84112.7381.6091.41
Gamma HHI0.170.140.210.140.20
Net GEX805.4K582.0K1.0M740.1K595.3K
Net DEX-63.9M-85.8M-37.5M-85.8M-41.2M
Net VEX-272.0K-297.6K-234.4K-297.6K-250.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.030.670.160.12
Total Volume14,888.9475,65039,46231,0405,650
Total OI289,923.526269,077309,704275,636286,229

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-02-01$5.99$5.0062.8%37.1%66.4%18.5%137.9%5.0%55.2%740.1K-85.8M-297.6K0.1681.60N/AN/A26,6834,357228,85846,778
2021-02-02$5.31$5.00136.6%33.9%81.8%43.0%114.1%-64.3%-72.3%773.8K-66.5M-287.3K0.12104.40N/AN/A19,3242,256239,70249,485
2021-02-03$5.35$4.5078.8%31.3%81.6%23.8%114.6%-12.8%13.2%791.4K-71.1M-289.4K0.0572.54N/AN/A12,966669244,54850,818
2021-02-04$5.14$4.0099.8%29.0%83.5%30.8%106.6%-7.2%-44.8%769.6K-61.0M-283.7K0.0836.94N/AN/A13,2661,028249,04951,280
2021-02-05$5.33$4.00135.9%27.5%84.0%42.7%103.4%15.4%47.4%787.8K-67.3M-289.4K0.0945.36N/AN/A10,9941,010252,33151,671
2021-02-08$5.57$4.00156.7%27.9%84.4%49.6%97.0%-60.3%-1.5%864.3K-74.2M-286.4K0.1931.93N/AN/A14,6372,785236,91847,465
2021-02-09$5.72$4.00106.6%26.7%84.0%33.0%94.2%30.0%15.2%990.4K-80.6M-292.5K0.1731.84N/AN/A10,6641,826243,09747,729
2021-02-10$5.67$4.0042.6%46.0%84.4%11.9%102.7%43.1%65.3%964.1K-83.2M-287.5K0.0453.51N/AN/A10,143389245,71449,161
2021-02-11$5.49$4.00121.2%27.2%85.9%37.9%99.2%-112.3%3.4%1.0M-76.7M-283.2K0.0349.66N/AN/A8,679219247,85949,325
2021-02-12$5.61$4.00126.4%28.7%86.0%39.6%92.3%36.7%0.1%945.5K-78.4M-288.8K0.0372.34N/AN/A10,226264248,42849,468
2021-02-16$5.65$4.0084.9%25.6%86.0%25.8%94.0%-11.1%-33.3%1.0M-76.6M-286.2K0.1546.01N/AN/A9,5871,441239,39947,834
2021-02-17$5.54$4.0093.8%26.9%86.3%28.8%96.0%-11.1%-11.1%1.0M-72.7M-277.7K0.1159.77N/AN/A10,6741,151243,61847,644
2021-02-18$5.39$4.0095.0%27.0%86.9%29.2%103.4%-28.5%3.6%928.3K-68.3M-263.0K0.3762.94N/AN/A13,9945,188247,87648,310
2021-02-19$4.66$4.0099.8%26.1%102.8%30.8%89.5%-22.6%23.7%620.0K-41.6M-241.5K0.2052.05N/AN/A32,8926,570255,93553,769
2021-02-22$4.72$4.00107.9%46.0%102.8%33.5%93.6%10.9%144.1%617.0K-47.4M-244.3K0.1390.40N/AN/A15,0211,972223,64745,430
2021-02-23$4.59$4.0086.8%30.6%93.6%26.5%74.7%-20.5%16.1%627.2K-45.8M-244.3K0.0993.62N/AN/A9,868889230,12346,632
2021-02-24$4.55$4.0094.4%21.5%91.0%29.0%101.1%-16.9%-19.1%631.7K-38.9M-240.9K0.1290.60N/AN/A6,221775233,34447,091
2021-02-25$4.45$4.00146.1%34.1%86.6%46.1%102.3%58.2%-116.3%582.0K-37.5M-234.4K0.67112.73N/AN/A5,1543,458234,36047,622
2021-02-26$4.53$4.0071.1%28.6%86.5%21.3%100.8%2.7%-77.4%595.3K-41.2M-250.4K0.1291.41N/AN/A5,062588235,67250,557