OPK Options History — July 2021

In July 2021, OPK traded between $3.41 and $4.17. ATM implied volatility averaged 77.3%, placing in the 31.3% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 29.9% (HV 20d: 47.4%). Max pain ranged from $3.00 to $3.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.21.

Notable Days

  • 2021-07-28: Highest Volume — 12,011 contracts
  • 2021-07-08: Largest IV spike — 1349.5% change
  • 2021-07-27: Highest IV Rank — 86.9%
  • 2021-07-14: Largest Expected Move — 22.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.73$3.41$4.17$4.17$3.41
Max Pain$3.00$3.00$3.00$3.00$3.00
ATM IV77.3%6.1%203.1%74.5%50.2%
Expected Move17.6%7.3%22.5%15.5%13.7%
HV 20d47.4%43.0%55.2%43.3%55.2%
HV 60d48.3%46.3%53.4%46.3%53.4%
IV Rank31.3%0.0%86.9%30.0%19.4%
IV Percentile28.1%0.0%99.6%21.0%2.4%
Term Structure21.2%-113.7%125.1%-71.3%58.2%
VWIV69.5%47.1%92.4%54.0%49.5%
Skew 25d-0.2%-126.9%156.8%54.4%10.8%
Skew 10d11.3%-77.0%137.6%71.9%33.1%
Call IV 25d80.9%37.4%176.7%68.1%62.5%
Put IV 25d80.8%20.4%194.2%122.6%73.2%
Bid-Ask Spread %110.5986.93144.8996.22139.87
Gamma HHI0.250.220.310.220.23
Net GEX338.9K234.2K542.9K444.6K254.9K
Net DEX-16.3M-26.8M-11.3M-26.8M-13.3M
Net VEX-171.7K-210.5K-151.8K-210.5K-172.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.210.021.250.080.47
Total Volume4,079.7141,44412,0113,7725,904
Total OI225,785.714220,205236,334221,706236,334

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$4.17$3.0074.5%15.5%43.3%30.0%54.0%54.4%-71.3%444.6K-26.8M-210.5K0.0896.22N/AN/A3,500272176,65345,053
2021-07-02$4.03$3.0087.8%13.5%45.2%35.8%47.1%-10.5%125.1%476.5K-20.7M-187.2K0.05122.14N/AN/A6,232314178,04444,956
2021-07-06$3.94$3.0077.9%18.1%43.5%31.5%64.2%29.8%-6.4%390.7K-18.4M-186.0K0.1491.38N/AN/A2,212318176,66743,538
2021-07-07$3.85$3.006.1%17.9%44.4%0.0%52.8%-39.1%-5.3%317.8K-13.7M-162.8K0.12144.89N/AN/A1,912222177,75743,650
2021-07-08$3.90$3.0089.0%17.6%44.5%36.5%67.9%-126.9%56.7%391.4K-19.2M-182.5K0.06111.06N/AN/A1,808113178,05943,780
2021-07-09$4.02$3.00106.8%18.0%45.5%44.4%78.5%-60.0%42.3%542.9K-23.5M-207.2K0.0890.43N/AN/A4,446357178,83343,834
2021-07-12$3.77$3.0060.7%17.1%51.4%24.1%65.6%5.9%-29.6%324.1K-15.7M-170.3K0.2196.46N/AN/A5,5961,166177,39443,199
2021-07-13$3.68$3.00124.1%21.0%51.2%52.0%74.5%-13.6%-113.7%294.5K-15.2M-168.5K0.2299.45N/AN/A1,329289179,96744,311
2021-07-14$3.54$3.0056.4%22.5%52.2%22.2%73.4%-44.4%35.7%254.2K-11.7M-153.5K0.3993.54N/AN/A1,398552180,50644,482
2021-07-15$3.52$3.0069.6%18.1%52.1%28.0%66.7%1.9%-1.5%240.3K-11.8M-157.9K0.0398.25N/AN/A1,80048181,18444,883
2021-07-16$3.47$3.0072.9%20.7%51.6%29.4%71.8%16.8%20.3%234.2K-11.3M-151.8K0.1686.93N/AN/A7,1471,124181,94044,916
2021-07-19$3.52$3.0067.5%20.0%48.1%27.1%80.1%-6.3%118.8%269.2K-12.9M-161.5K0.02123.17N/AN/A5,404131178,68944,557
2021-07-20$3.60$3.0031.3%7.3%45.7%11.1%72.4%-15.3%44.4%298.2K-14.9M-162.1K0.64139.30N/AN/A2,5851,664182,26544,652
2021-07-21$3.69$3.0053.2%15.2%46.4%20.7%73.5%-8.8%-10.8%332.8K-15.7M-167.0K0.0696.75N/AN/A2,356136184,24845,118
2021-07-22$3.71$3.0093.8%21.5%45.1%38.6%75.9%5.2%-2.3%338.1K-17.5M-177.7K0.07122.83N/AN/A4,164273184,84745,182
2021-07-23$3.67$3.0078.3%15.8%44.9%31.8%92.4%-31.1%84.6%316.8K-15.2M-163.5K0.12108.67N/AN/A1,549191183,97445,266
2021-07-26$3.58$3.0079.7%21.3%45.4%32.4%80.3%49.9%92.1%299.8K-14.1M-158.6K0.0797.05N/AN/A1,831120182,32344,961
2021-07-27$3.62$3.00203.1%18.1%43.0%86.9%71.9%156.8%-26.2%338.0K-15.7M-162.4K0.09114.13N/AN/A1,330114182,88345,093
2021-07-28$3.86$3.0078.0%19.6%47.6%31.7%70.9%52.1%13.9%398.0K-19.1M-174.8K1.25119.86N/AN/A5,3296,682183,22145,194
2021-07-29$3.72$3.0061.5%16.3%49.0%24.4%75.9%-31.0%21.2%361.0K-16.1M-167.6K0.13130.04N/AN/A3,335421183,84245,245
2021-07-30$3.41$3.0050.2%13.7%55.2%19.4%49.5%10.8%58.2%254.9K-13.3M-172.5K0.47139.87N/AN/A4,0121,892185,31251,022