OPK Options History — August 2021 In August 2021, OPK traded between $3.50 and $3.85. ATM implied volatility averaged 65.3%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded above realized volatility by 15.0% (HV 20d: 50.3%). 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 14 of 22 days. Put/call ratio averaged 0.24.
Notable Days 2021-08-23 : Highest Volume — 7,496 contracts2021-08-12 : Largest IV spike — 254.6% change2021-08-19 : Highest IV Rank — 55.1%2021-08-19 : Largest Expected Move — 37.6%Monthly Statistics Metric Avg Min Max Open Close Price $3.71 $3.50 $3.85 $3.52 $3.83 Max Pain $3.86 $3.00 $4.00 $3.00 $4.00 ATM IV 65.3% 22.3% 131.1% 67.6% 46.3% Expected Move 17.3% 12.6% 37.6% 15.2% 12.6% HV 20d 50.3% 34.7% 57.8% 56.3% 34.7% HV 60d 49.0% 45.4% 53.8% 53.8% 45.4% IV Rank 26.1% 7.1% 55.1% 27.1% 17.7% IV Percentile 20.1% 0.8% 89.7% 17.1% 2.8% Term Structure 9.6% -63.4% 117.0% 111.9% -4.9% VWIV 59.0% 50.7% 90.2% 51.7% 50.7% Skew 25d 2.9% -83.4% 51.1% 26.4% -83.4% Skew 10d 5.2% -43.8% 112.4% 16.3% -43.6% Call IV 25d 61.7% 37.2% 104.3% 37.2% 104.3% Put IV 25d 64.5% 5.9% 122.7% 63.5% 20.9% Bid-Ask Spread % 83.88 40.81 137.35 113.11 40.81 Gamma HHI 0.30 0.24 0.35 0.24 0.34 Net GEX 353.6K 251.9K 457.6K 272.2K 457.6K Net DEX -13.6M -17.2M -10.1M -12.0M -17.2M Net VEX -157.7K -169.9K -141.6K -160.3K -166.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.24 0.04 1.11 0.04 0.05 Total Volume 2,249.818 911 7,496 4,204 1,600 Total OI 233,642.455 228,707 237,735 228,707 233,824
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 2021-08-02 $3.52 $3.00 67.6% 15.2% 56.3% 27.1% 51.7% 26.4% 111.9% 272.2K -12.0M -160.3K 0.04 113.11 N/A N/A 4,050 154 179,154 49,553 2021-08-03 $3.58 $3.00 63.1% 14.8% 56.6% 25.1% 52.2% 9.2% 25.3% 308.8K -13.0M -169.9K 0.09 107.13 N/A N/A 1,947 177 179,737 49,851 2021-08-04 $3.61 $3.00 56.9% 16.2% 56.4% 22.4% 61.1% 3.1% -63.4% 322.8K -13.3M -159.4K 0.05 97.92 N/A N/A 920 49 182,470 50,694 2021-08-05 $3.74 $4.00 56.8% 14.9% 57.8% 22.3% 55.6% -64.2% -42.8% 371.8K -15.1M -169.2K 0.06 57.95 N/A N/A 1,974 126 183,714 50,760 2021-08-06 $3.82 $4.00 83.6% 14.7% 57.2% 34.1% 52.3% -8.5% 39.0% 407.3K -15.7M -163.9K 0.08 56.27 N/A N/A 2,732 214 183,795 50,781 2021-08-09 $3.74 $4.00 36.8% 15.8% 52.9% 13.5% 58.9% -12.0% 4.7% 384.8K -14.1M -163.3K 0.16 53.84 N/A N/A 1,536 253 181,835 50,281 2021-08-10 $3.71 $4.00 57.3% 17.9% 52.2% 22.6% 64.9% -10.2% 6.8% 363.0K -15.4M -168.4K 0.08 93.79 N/A N/A 842 69 183,193 50,477 2021-08-11 $3.73 $4.00 22.3% 16.1% 50.2% 7.1% 52.7% 11.3% 32.9% 383.6K -14.0M -161.1K 0.05 89.68 N/A N/A 1,888 87 183,603 50,629 2021-08-12 $3.74 $4.00 79.1% 16.7% 50.1% 32.2% 58.3% 8.7% -27.1% 361.1K -13.3M -153.3K 0.24 71.62 N/A N/A 1,144 274 183,828 50,680 2021-08-13 $3.72 $4.00 84.0% 17.0% 49.7% 34.3% 62.7% 51.1% -2.5% 343.4K -12.3M -153.0K 0.13 78.01 N/A N/A 1,193 152 184,864 50,725 2021-08-16 $3.67 $4.00 59.7% 16.6% 49.9% 23.6% 57.9% 3.7% 12.3% 332.2K -11.4M -150.5K 0.27 76.28 N/A N/A 1,279 344 183,038 50,466 2021-08-17 $3.69 $4.00 64.2% 17.6% 49.4% 25.6% 67.9% -7.7% -4.8% 330.9K -13.5M -158.5K 0.31 93.31 N/A N/A 1,324 413 183,512 50,567 2021-08-18 $3.58 $4.00 65.2% 18.7% 49.8% 26.0% 64.0% -27.5% 117.0% 279.1K -10.1M -144.3K 1.11 81.49 N/A N/A 1,236 1,376 184,162 50,709 2021-08-19 $3.50 $4.00 131.1% 37.6% 50.2% 55.1% 69.2% -12.3% -47.9% 251.9K -10.3M -141.6K 0.29 137.35 N/A N/A 1,381 399 184,601 51,090 2021-08-20 $3.65 $4.00 51.9% 16.6% 52.6% 20.2% 53.9% 2.0% 21.1% 293.2K -12.3M -153.7K 0.12 76.06 N/A N/A 1,691 196 185,311 52,424 2021-08-23 $3.85 $4.00 53.8% 15.2% 55.0% 21.0% 53.4% 49.0% 21.2% 390.5K -15.4M -162.0K 0.34 89.38 N/A N/A 5,587 1,909 178,851 52,246 2021-08-24 $3.80 $4.00 80.0% 15.4% 55.2% 32.6% 53.6% 32.6% -37.1% 370.3K -13.5M -153.6K 0.29 88.47 N/A N/A 1,790 512 179,441 52,298 2021-08-25 $3.79 $4.00 56.4% 15.6% 50.2% 22.2% 57.1% 39.0% 7.1% 421.6K -14.1M -151.9K 0.09 98.78 N/A N/A 2,800 265 182,513 51,731 2021-08-26 $3.76 $4.00 75.6% 17.4% 48.4% 30.6% 56.7% -9.0% 29.6% 391.3K -14.2M -156.3K 0.35 56.34 N/A N/A 881 309 183,059 51,688 2021-08-27 $3.84 $4.00 58.3% 15.2% 36.2% 23.0% 52.9% 37.9% 12.6% 408.7K -14.8M -156.0K 0.56 72.28 N/A N/A 1,383 779 184,037 51,585 2021-08-30 $3.83 $4.00 85.5% 23.2% 35.0% 35.0% 90.2% 24.3% 1.4% 332.6K -15.1M -152.5K 0.44 115.47 N/A N/A 1,566 695 181,940 50,417 2021-08-31 $3.83 $4.00 46.3% 12.6% 34.7% 17.7% 50.7% -83.4% -4.9% 457.6K -17.2M -166.4K 0.05 40.81 N/A N/A 1,525 75 182,782 51,042
« Jul 2021 | All History | Sep 2021 » Home OPK History August 2021