OPK Options History — September 2022

In September 2022, OPK traded between $1.81 and $2.24. ATM implied volatility averaged 76.4%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded above realized volatility by 31.7% (HV 20d: 44.6%). Max pain ranged from $2.00 to $3.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 2.79.

Notable Days

  • 2022-09-09: Highest Volume — 15,539 contracts
  • 2022-09-29: Largest IV spike — 133.6% change
  • 2022-09-29: Highest IV Rank — 21.6%
  • 2022-09-15: Largest Expected Move — 22.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.03$1.81$2.24$2.18$1.88
Max Pain$2.29$2.00$3.00$3.00$2.00
ATM IV76.4%48.8%139.6%64.3%48.8%
Expected Move17.9%12.2%22.1%15.8%14.0%
HV 20d44.6%31.6%63.3%63.3%44.1%
HV 60d53.1%49.0%59.7%59.7%50.6%
IV Rank8.0%0.0%21.6%8.3%0.0%
IV Percentile27.5%0.0%82.9%9.1%0.0%
Term Structure4.6%-39.7%34.7%-29.8%33.4%
VWIV71.8%50.6%146.6%146.6%50.6%
Skew 25d20.9%-57.2%152.0%-37.7%9.9%
Skew 10d55.0%-57.4%222.7%-19.0%1.7%
Call IV 25d72.5%46.4%203.6%80.9%46.4%
Put IV 25d93.4%36.3%279.2%43.2%56.4%
Bid-Ask Spread %85.6026.94129.2996.8851.35
Gamma HHI0.480.380.540.440.48
Net GEX-26.1K-31.3K-18.9K-23.1K-24.3K
Net DEX5.7M5.3M6.1M5.8M5.7M
Net VEX-33.0K-42.1K-26.2K-36.7K-28.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.790.0036.620.111.04
Total Volume2,451.5718015,5391311,516
Total OI123,201.476119,203130,160123,994119,632

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$2.18$3.0064.3%15.8%63.3%8.3%146.6%-37.7%-29.8%-23.1K5.8M-36.7K0.1196.88N/AN/A1181374,43649,558
2022-09-02$2.14$3.0071.4%12.2%62.5%10.0%56.3%-12.9%-39.2%-25.8K6.1M-33.0K0.0826.94N/AN/A1301174,48449,563
2022-09-06$2.12$2.50109.9%18.5%58.0%19.0%79.9%7.6%-39.7%-25.6K5.7M-34.7K1.64110.06N/AN/A1,3762,25374,34249,457
2022-09-07$2.16$2.5094.8%19.9%57.6%15.5%66.4%-57.2%-14.2%-28.4K5.7M-34.9K1.8389.14N/AN/A1,2372,26174,49649,457
2022-09-08$2.23$2.5089.6%18.7%48.9%14.3%0.0%75.6%-10.4%-30.3K6.0M-34.3K0.00101.95N/AN/A208074,63649,386
2022-09-09$2.21$2.50112.3%14.5%40.3%16.5%57.0%-24.8%-12.0%-31.3K5.8M-34.5K36.62104.00N/AN/A41315,12674,83849,384
2022-09-12$2.24$2.5081.5%14.9%40.7%9.0%55.9%-5.7%1.2%-28.4K5.7M-42.1K1.02100.43N/AN/A949675,17354,188
2022-09-13$2.11$2.5052.8%17.0%43.0%2.0%80.6%-47.3%-9.2%-26.2K5.4M-41.1K6.09126.17N/AN/A1,77510,81275,21854,243
2022-09-14$2.08$2.5062.6%18.0%42.9%4.4%72.8%38.2%25.3%-30.2K6.1M-37.6K1.58129.29N/AN/A314975,95154,209
2022-09-15$2.05$2.5076.9%22.1%42.6%7.9%75.5%101.4%28.9%-30.0K5.9M-34.7K0.12106.92N/AN/A3504175,94453,065
2022-09-16$2.03$2.0075.4%21.6%41.1%7.5%76.3%82.5%11.2%-23.7K5.3M-35.0K1.68101.56N/AN/A1,8103,03775,96352,973
2022-09-19$1.98$2.0074.6%21.4%41.3%7.3%74.2%25.4%7.5%-31.3K6.0M-32.1K0.1151.51N/AN/A4915567,77252,300
2022-09-20$1.95$2.0069.4%19.9%41.2%6.0%69.8%12.0%20.8%-26.6K6.0M-31.6K0.22106.20N/AN/A2425367,95351,846
2022-09-21$1.90$2.0064.0%18.4%41.1%4.7%67.9%152.0%23.5%-26.8K5.7M-30.1K0.00114.62N/AN/A626368,16051,739
2022-09-22$1.90$2.0057.8%16.6%39.0%2.1%72.8%6.4%17.5%-24.6K5.5M-30.5K2.5396.13N/AN/A8922568,74250,924
2022-09-23$1.87$2.0059.2%17.0%39.0%1.6%62.2%7.1%34.7%-23.5K5.4M-30.2K0.0780.93N/AN/A5113868,80850,395
2022-09-26$1.81$2.0075.9%21.8%31.6%5.8%71.1%-13.1%5.6%-18.9K5.3M-27.2K0.9334.98N/AN/A83277669,11450,288
2022-09-27$1.86$2.0063.2%18.1%34.4%2.6%78.2%-5.6%7.4%-21.0K5.3M-29.4K0.9655.44N/AN/A81978669,17050,287
2022-09-28$1.97$2.0059.8%17.1%40.8%1.7%60.6%126.4%10.7%-26.0K5.9M-29.7K0.9561.42N/AN/A83378969,25050,287
2022-09-29$1.87$2.00139.6%17.6%43.9%21.6%61.8%-0.9%24.1%-21.0K5.8M-26.2K1.0351.74N/AN/A76779169,31550,285
2022-09-30$1.88$2.0048.8%14.0%44.1%0.0%50.6%9.9%33.4%-24.3K5.7M-28.4K1.0451.35N/AN/A74377369,32950,303