OPK Options History — February 2022

In February 2022, OPK traded between $3.02 and $3.29. ATM implied volatility averaged 92.9%, placing in the 33.4% IV rank vs the trailing year. The 30-day expected move averaged 25.1%. IV traded below realized volatility by 3.7% (HV 20d: 96.5%). Max pain ranged from $3.50 to $4.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.87.

Notable Days

  • 2022-02-15: Highest Volume — 12,874 contracts
  • 2022-02-15: Largest IV spike — 90.0% change
  • 2022-02-08: Highest IV Rank — 59.9%
  • 2022-02-15: Largest Expected Move — 46.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.16$3.02$3.29$3.03$3.11
Max Pain$3.95$3.50$4.00$3.50$4.00
ATM IV92.9%77.7%161.8%92.1%93.2%
Expected Move25.1%20.6%46.4%25.4%24.1%
HV 20d96.5%52.2%112.8%109.9%54.2%
HV 60d81.5%79.9%82.8%80.9%82.8%
IV Rank33.4%27.5%59.9%33.1%33.5%
IV Percentile55.8%38.5%90.5%60.7%67.1%
Term Structure-2.1%-106.3%35.5%-22.0%-2.7%
VWIV79.1%62.7%93.9%68.7%74.5%
Skew 25d7.0%-32.3%41.2%3.4%-5.6%
Skew 10d-2.6%-177.4%201.7%201.7%-144.1%
Call IV 25d86.1%65.5%112.0%84.7%111.0%
Put IV 25d93.1%65.0%136.6%88.1%105.5%
Bid-Ask Spread %41.1220.3172.1872.1852.03
Gamma HHI0.170.160.190.160.17
Net GEX49.7K3.6K104.9K31.6K26.6K
Net DEX262.1K-1.8M2.6M2.1M1.0M
Net VEX-123.4K-130.5K-114.8K-118.6K-116.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.870.222.121.230.77
Total Volume6,479.4214,43212,8745,6006,106
Total OI218,016.105198,891233,032218,879199,938

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$3.03$3.5092.1%25.4%109.9%33.1%68.7%3.4%-22.0%31.6K2.1M-118.6K1.2372.18N/AN/A2,5073,093151,88466,995
2022-02-02$3.06$3.5080.3%24.8%110.5%28.5%79.4%4.2%4.7%20.8K2.6M-114.8K1.2168.61N/AN/A2,2912,780152,03667,464
2022-02-03$3.20$4.0084.0%23.7%112.7%30.0%81.1%6.9%-6.3%52.6K419.9K-126.2K0.3529.46N/AN/A7,6422,642152,02467,544
2022-02-04$3.23$4.0079.0%23.6%112.6%28.0%78.0%-3.2%5.6%57.8K-192.3K-127.2K0.8621.58N/AN/A2,9992,573156,47267,646
2022-02-07$3.24$4.0088.4%23.4%112.8%31.7%76.7%31.3%-7.1%77.3K-638.8K-129.3K0.6432.51N/AN/A3,9452,534153,12967,006
2022-02-08$3.20$4.00161.8%22.1%111.9%59.9%74.2%37.2%-106.3%51.9K-259.3K-129.9K1.2720.31N/AN/A1,9562,476154,89767,135
2022-02-09$3.25$4.0077.7%22.5%112.5%27.5%74.9%15.3%10.5%62.6K-534.3K-128.2K0.6041.85N/AN/A4,1412,500155,14867,195
2022-02-10$3.18$4.0085.1%23.8%112.5%30.4%68.4%16.5%-1.1%47.8K270.9K-124.6K0.9843.75N/AN/A2,5762,517157,24767,220
2022-02-11$3.09$4.0083.6%23.0%112.4%29.8%76.1%-17.0%0.1%34.1K1.3M-118.4K1.0848.03N/AN/A2,3692,553157,52567,257
2022-02-14$3.06$4.0084.5%24.3%110.3%30.2%93.9%2.4%-5.4%40.0K1.3M-119.1K1.0237.36N/AN/A2,3912,433156,39667,120
2022-02-15$3.28$4.00160.6%46.4%111.9%59.4%91.7%3.5%-2.5%85.7K-1.8M-130.5K0.2256.34N/AN/A10,5492,325157,20467,178
2022-02-16$3.29$4.0081.5%23.4%110.5%29.0%81.2%2.4%1.9%104.9K-1.4M-130.2K0.4226.15N/AN/A6,6202,750163,31367,160
2022-02-17$3.15$4.0079.5%22.4%110.9%28.2%82.0%7.5%23.0%58.9K-226.2K-126.7K0.7851.47N/AN/A3,1102,426165,49367,276
2022-02-18$3.19$4.0084.8%23.9%111.4%30.2%82.5%8.6%9.3%70.4K-1.4M-129.8K2.1226.49N/AN/A1,8533,920165,62467,408
2022-02-22$3.05$4.0088.6%27.3%58.8%31.7%93.4%-32.3%35.5%33.1K759.0K-116.1K0.9034.73N/AN/A2,6232,366132,90165,990
2022-02-23$3.02$4.0085.2%24.7%52.2%30.4%91.5%-5.3%-12.1%37.6K720.5K-114.9K0.9527.55N/AN/A2,7192,591134,12566,035
2022-02-24$3.17$4.0093.4%27.4%53.0%33.6%72.1%16.3%5.8%47.5K549.7K-119.7K0.7150.66N/AN/A3,5552,515134,94166,462
2022-02-25$3.20$4.0081.1%20.6%53.0%28.9%62.7%41.2%28.3%3.6K378.6K-123.1K0.5140.25N/AN/A5,4002,763135,33266,586
2022-02-28$3.11$4.0093.2%24.1%54.2%33.5%74.5%-5.6%-2.7%26.6K1.0M-116.9K0.7752.03N/AN/A3,4442,662134,04065,898