OPK Options History — June 2022

In June 2022, OPK traded between $2.33 and $3.06. ATM implied volatility averaged 121.2%, placing in the 38.0% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded above realized volatility by 47.1% (HV 20d: 74.1%). Max pain ranged from $2.50 to $3.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.95.

Notable Days

  • 2022-06-23: Highest Volume — 7,352 contracts
  • 2022-06-10: Largest IV spike — 94.6% change
  • 2022-06-23: Highest IV Rank — 91.4%
  • 2022-06-16: Largest Expected Move — 25.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.63$2.33$3.06$3.02$2.53
Max Pain$2.60$2.50$3.00$3.00$2.50
ATM IV121.2%63.6%282.6%90.6%118.6%
Expected Move20.9%16.9%25.4%22.6%19.3%
HV 20d74.1%60.2%97.2%97.2%70.7%
HV 60d72.4%68.6%74.9%71.0%74.2%
IV Rank38.0%19.0%91.4%27.9%37.2%
IV Percentile60.8%15.5%99.6%63.9%79.8%
Term Structure-19.4%-222.5%223.5%-0.8%-10.4%
VWIV74.0%54.6%89.4%85.6%67.6%
Skew 25d31.9%-96.8%246.7%43.2%-26.9%
Skew 10d3.6%-237.5%226.3%141.8%-237.5%
Call IV 25d102.2%44.1%231.1%44.1%102.1%
Put IV 25d134.1%62.1%362.2%87.2%75.3%
Bid-Ask Spread %90.3361.24117.5061.2498.08
Gamma HHI0.290.190.330.280.28
Net GEX56.9K-15.3K197.6K183.4K-615
Net DEX2.6M-1.7M4.7M-1.6M3.6M
Net VEX-69.0K-92.3K-55.5K-88.8K-61.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.950.303.763.041.07
Total Volume4,780.7143,0487,3524,5203,296
Total OI148,604.333117,888166,847165,521122,778

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$3.02$3.0090.6%22.6%97.2%27.9%85.6%43.2%-0.8%183.4K-1.6M-88.8K3.0461.24N/AN/A1,1203,400109,62055,901
2022-06-02$3.06$3.0080.0%19.8%95.9%24.4%81.1%14.0%-4.6%197.6K-1.7M-90.1K2.43102.94N/AN/A9792,382109,77656,031
2022-06-03$2.94$3.0076.3%16.9%88.3%23.2%70.8%-96.8%0.5%185.1K-1.1M-92.3K2.99107.69N/AN/A9092,718109,74656,036
2022-06-06$2.78$2.5067.8%22.1%90.1%20.4%77.6%15.1%13.5%127.7K1.9M-77.2K1.7489.62N/AN/A1,4902,597109,41255,798
2022-06-07$2.81$3.0076.1%20.4%87.9%23.1%81.8%51.5%-7.3%141.6K1.7M-80.0K1.4590.49N/AN/A1,8932,741109,88256,046
2022-06-08$2.84$2.5068.9%19.9%65.9%20.8%67.1%18.6%0.6%168.7K703.7K-80.7K3.6193.96N/AN/A1,1224,047110,69856,149
2022-06-09$2.77$2.5077.0%23.0%60.2%23.4%81.6%-12.1%1.7%159.3K1.1M-77.9K3.1187.62N/AN/A1,2403,852110,75055,161
2022-06-10$2.60$2.50149.7%22.3%63.8%47.5%80.8%33.1%-42.1%68.1K2.7M-69.7K1.9487.66N/AN/A2,0413,962111,13352,844
2022-06-13$2.34$2.5093.8%23.3%66.8%29.0%81.3%-26.0%30.9%10.0K4.1M-58.1K1.3889.42N/AN/A2,7793,828111,54852,866
2022-06-14$2.38$2.5083.1%23.7%67.5%25.4%84.8%0.3%223.5%6.0K4.4M-58.7K3.6484.60N/AN/A1,0633,870113,10852,906
2022-06-15$2.50$2.5074.4%21.3%69.4%22.6%75.1%-22.8%47.5%18.7K3.9M-60.9K2.0986.92N/AN/A1,7873,740113,17152,907
2022-06-16$2.33$2.5080.8%25.4%69.4%24.7%89.4%49.6%-78.3%-13.2K4.7M-55.5K3.7688.19N/AN/A9993,753112,81452,926
2022-06-17$2.40$2.5063.6%22.2%67.3%19.0%79.3%-11.1%-63.5%-13.8K4.3M-57.2K3.15117.50N/AN/A1,1753,701112,92652,717
2022-06-21$2.40$2.50117.2%24.0%66.0%36.7%84.4%-19.7%-38.7%-12.6K4.5M-57.7K1.2077.06N/AN/A2,4382,91666,03951,849
2022-06-22$2.46$2.50183.2%18.4%67.2%58.6%63.4%-3.1%62.8%-9.2K4.3M-57.1K0.4872.83N/AN/A3,5421,70767,60551,972
2022-06-23$2.63$2.50282.6%17.4%72.7%91.4%59.2%-60.3%-222.5%-15.3K4.1M-62.1K0.30100.93N/AN/A5,6721,68067,34952,006
2022-06-24$2.63$2.50275.8%19.1%72.5%89.2%56.9%195.1%-32.8%-4.6K3.4M-64.9K0.4183.58N/AN/A4,0611,68069,75952,009
2022-06-27$2.72$2.50170.4%19.1%72.8%54.3%54.6%167.7%-63.7%-2.5K2.6M-69.0K0.7685.87N/AN/A2,2271,68569,63051,932
2022-06-28$2.57$2.50225.4%19.5%72.9%72.5%68.4%113.5%-211.5%2.6K3.1M-67.2K1.3099.87N/AN/A1,3231,72570,43451,950
2022-06-29$2.58$2.5089.1%18.1%70.6%27.4%63.5%246.7%-11.9%-1.6K3.3M-63.3K1.1290.79N/AN/A1,5361,71970,48452,023
2022-06-30$2.53$2.50118.6%19.3%70.7%37.2%67.6%-26.9%-10.4%-6153.6M-61.0K1.0798.08N/AN/A1,5941,70270,75652,022