OPK Options History — July 2022

In July 2022, OPK traded between $2.37 and $2.82. ATM implied volatility averaged 124.0%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 22.2%. IV traded above realized volatility by 65.7% (HV 20d: 58.3%). Max pain ranged from $1.50 to $2.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.26.

Notable Days

  • 2022-07-21: Highest Volume — 5,069 contracts
  • 2022-07-27: Largest IV spike — 231.7% change
  • 2022-07-06: Highest IV Rank — 100.0%
  • 2022-07-19: Largest Expected Move — 26.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.61$2.37$2.82$2.64$2.37
Max Pain$1.55$1.50$2.50$2.50$1.50
ATM IV124.0%63.9%329.6%91.6%104.4%
Expected Move22.2%19.5%26.3%19.5%22.1%
HV 20d58.3%48.1%72.6%72.6%49.1%
HV 60d74.4%73.3%75.4%74.8%74.0%
IV Rank33.7%13.5%100.0%28.3%26.7%
IV Percentile62.9%14.3%100.0%64.3%71.4%
Term Structure-28.4%-402.2%80.1%-37.9%-28.5%
VWIV76.3%60.6%90.8%68.0%90.8%
Skew 25d24.4%-348.1%389.3%-348.1%37.1%
Skew 10d53.8%-348.1%383.7%-348.1%62.2%
Call IV 25d96.1%42.4%351.9%351.9%59.8%
Put IV 25d120.5%3.8%462.0%3.8%96.9%
Bid-Ask Spread %90.2879.50110.4083.3385.91
Gamma HHI0.350.280.440.280.40
Net GEX-16.3K-28.5K-2.7K-2.7K-23.0K
Net DEX3.6M2.3M5.0M3.3M4.6M
Net VEX-60.3K-67.6K-50.7K-63.4K-52.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.260.622.580.911.17
Total Volume3,480.62,6235,0693,6603,216
Total OI122,637.7120,494124,515122,534124,515

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$2.64$2.5091.6%19.5%72.6%28.3%68.0%-348.1%-37.9%-2.7K3.3M-63.4K0.9183.33N/AN/A1,9141,74670,68051,854
2022-07-05$2.63$1.50100.8%21.6%71.6%31.3%79.9%-38.9%-23.7%-17.5K3.1M-63.5K1.1581.10N/AN/A1,4881,70871,32151,860
2022-07-06$2.71$1.50329.6%20.5%70.1%100.0%66.8%42.9%-143.3%-6.0K2.7M-66.4K1.0888.61N/AN/A1,5651,69671,44751,872
2022-07-07$2.79$1.50291.8%20.9%70.8%88.3%73.5%-24.9%-402.2%-9.8K2.7M-65.8K1.0182.01N/AN/A1,6791,70171,13851,872
2022-07-08$2.82$1.5063.9%20.3%70.8%13.5%71.5%389.3%5.4%-4.0K2.3M-67.6K1.1385.82N/AN/A1,5101,70971,41851,878
2022-07-11$2.72$1.50123.7%21.6%71.4%33.0%60.6%53.5%-36.2%-5.7K2.6M-66.2K1.5485.45N/AN/A1,0941,68271,09351,828
2022-07-12$2.74$1.5083.9%21.9%67.5%20.0%75.3%37.7%8.4%-17.3K2.7M-66.1K1.1787.66N/AN/A1,4371,68271,12651,847
2022-07-13$2.76$1.5068.2%22.2%54.1%14.9%60.8%-5.7%8.2%-17.0K2.7M-65.4K1.3785.96N/AN/A1,2911,77371,18751,851
2022-07-14$2.69$1.5093.5%22.5%55.3%23.2%80.4%86.2%-14.8%-22.1K3.3M-61.1K1.32110.40N/AN/A1,4671,93271,32551,906
2022-07-15$2.75$1.5095.3%22.9%53.3%23.7%74.2%46.4%-17.2%-14.0K2.7M-64.6K1.1097.36N/AN/A1,7551,93471,25951,711
2022-07-18$2.57$1.5078.0%21.1%52.8%18.1%80.0%2.2%4.9%-20.5K3.9M-57.1K1.4781.13N/AN/A1,3772,02068,92651,568
2022-07-19$2.63$1.50102.4%26.3%52.5%26.1%78.4%27.8%-17.5%-16.8K3.7M-60.0K1.46105.67N/AN/A1,3141,92269,67451,270
2022-07-20$2.64$1.5082.8%23.7%52.4%19.7%83.9%77.4%-2.2%-19.7K3.6M-63.3K0.6596.44N/AN/A3,0121,95170,36451,335
2022-07-21$2.53$1.5083.8%22.8%54.5%20.0%78.3%-8.9%30.6%-17.9K3.9M-59.1K0.6689.15N/AN/A3,0612,00870,41751,395
2022-07-22$2.42$1.5081.5%20.7%50.9%19.3%76.9%16.9%32.7%-17.9K4.4M-55.1K1.8888.97N/AN/A9981,87970,58451,492
2022-07-25$2.43$1.50100.1%23.5%51.0%25.3%77.5%21.6%20.2%-16.9K4.4M-54.5K2.1479.50N/AN/A9061,93770,58651,457
2022-07-26$2.39$1.5092.1%22.5%49.2%22.7%85.0%0.5%-17.3%-22.0K5.0M-51.7K2.5897.93N/AN/A7331,89070,71151,578
2022-07-27$2.49$1.50305.4%25.9%48.1%92.1%73.2%29.9%80.1%-28.5K5.0M-50.7K0.84100.51N/AN/A2,2391,88770,76651,687
2022-07-28$2.44$1.50107.2%22.0%48.5%27.6%90.2%45.4%-16.9%-26.2K4.7M-51.5K0.6292.73N/AN/A2,7711,72872,25651,700
2022-07-29$2.37$1.50104.4%22.1%49.1%26.7%90.8%37.1%-28.5%-23.0K4.6M-52.5K1.1785.91N/AN/A1,4821,73472,80151,714