OPK Options History — October 2022

In October 2022, OPK traded between $1.73 and $1.98. ATM implied volatility averaged 74.4%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded above realized volatility by 24.1% (HV 20d: 50.3%). Max pain ranged from $1.50 to $2.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 3.11.

Notable Days

  • 2022-10-26: Highest Volume — 6,317 contracts
  • 2022-10-11: Largest IV spike — 62.7% change
  • 2022-10-11: Highest IV Rank — 11.4%
  • 2022-10-10: Largest Expected Move — 25.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.81$1.73$1.98$1.91$1.92
Max Pain$1.95$1.50$2.00$2.00$2.00
ATM IV74.4%58.5%95.2%61.6%62.3%
Expected Move21.8%17.7%25.6%17.7%17.9%
HV 20d50.3%44.7%53.5%44.7%52.9%
HV 60d51.6%50.6%53.1%50.7%53.1%
IV Rank6.3%2.4%11.4%3.1%3.3%
IV Percentile30.3%1.6%63.9%6.0%8.3%
Term Structure-5.5%-33.1%27.7%27.7%-11.5%
VWIV84.0%62.1%139.5%62.1%66.8%
Skew 25d7.4%-44.4%137.5%1.6%19.4%
Skew 10d10.7%-124.0%194.3%3.3%30.2%
Call IV 25d81.5%47.3%121.9%61.2%54.5%
Put IV 25d88.9%62.8%219.3%62.8%73.9%
Bid-Ask Spread %58.5015.61110.7869.4973.89
Gamma HHI0.460.410.570.480.57
Net GEX-19.9K-26.3K-16.5K-22.2K-21.7K
Net DEX5.7M4.8M6.2M6.1M5.8M
Net VEX-25.3K-32.8K-22.3K-27.0K-26.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.110.637.920.847.92
Total Volume3,026.7141,3296,3171,5674,703
Total OI121,360.476119,086125,369119,086125,369

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$1.91$2.0061.6%17.7%44.7%3.1%62.1%1.6%27.7%-22.2K6.1M-27.0K0.8469.49N/AN/A85271568,87850,208
2022-10-04$1.98$1.5065.5%18.8%47.0%4.1%69.1%6.7%14.0%-26.3K5.9M-27.9K0.8868.55N/AN/A80170769,16549,982
2022-10-05$1.93$1.5065.8%18.9%46.9%4.2%69.5%-25.4%21.6%-21.0K4.8M-32.8K0.8086.55N/AN/A86969969,16849,982
2022-10-06$1.85$2.0061.5%22.0%46.4%3.1%74.1%3.2%-9.2%-22.1K5.9M-25.0K0.8252.24N/AN/A85870269,33649,985
2022-10-07$1.75$2.0079.4%21.5%49.2%7.5%139.5%-44.4%8.1%-18.3K5.7M-23.9K0.9471.05N/AN/A75070569,54949,985
2022-10-10$1.80$2.0058.5%25.6%50.5%2.4%89.3%5.5%-13.1%-18.5K5.7M-24.9K0.9945.11N/AN/A71670669,73349,921
2022-10-11$1.74$2.0095.2%24.6%47.9%11.4%86.9%0.6%12.9%-17.1K5.2M-26.3K0.8334.60N/AN/A84870569,82149,921
2022-10-12$1.74$2.0087.1%25.0%48.0%9.4%88.1%0.6%-33.1%-16.5K5.6M-23.7K0.9032.52N/AN/A78470369,96349,872
2022-10-13$1.79$2.0088.5%25.4%49.7%9.8%90.0%-32.8%-21.4%-16.6K5.6M-24.7K0.6324.90N/AN/A1,12271169,96349,864
2022-10-14$1.73$2.0071.4%20.5%50.7%5.6%113.0%-38.9%-2.8%-16.8K5.3M-25.1K1.1568.17N/AN/A61771270,51949,866
2022-10-17$1.80$2.0067.4%19.3%52.9%4.6%76.7%-16.7%-6.1%-18.8K5.5M-26.0K3.1451.43N/AN/A9012,82970,69949,840
2022-10-18$1.75$2.0071.6%20.5%53.5%5.6%78.8%-4.4%-18.9%-22.0K5.6M-25.2K6.7350.51N/AN/A4773,21171,08751,687
2022-10-19$1.74$2.0083.7%24.0%52.9%8.6%92.9%-4.9%-11.7%-20.2K6.0M-23.0K6.1446.34N/AN/A5233,21071,13651,656
2022-10-20$1.74$2.0085.1%24.4%52.9%8.9%85.6%4.5%-0.2%-19.7K5.9M-23.1K7.2015.61N/AN/A4463,21071,09051,642
2022-10-21$1.76$2.0072.5%20.8%53.0%5.8%82.5%137.5%-5.7%-20.6K5.8M-23.9K5.8949.87N/AN/A5473,22271,11451,642
2022-10-24$1.79$2.0069.0%19.8%52.3%5.0%73.5%9.6%-11.3%-20.0K6.2M-22.3K2.95107.88N/AN/A1,0933,22470,47551,606
2022-10-25$1.81$2.0073.0%20.9%51.4%6.0%73.5%-4.6%-7.4%-22.8K5.9M-24.9K5.8651.10N/AN/A5503,22371,20751,625
2022-10-26$1.90$2.0087.2%25.0%50.1%9.4%87.8%81.5%-19.0%-22.6K5.9M-25.7K2.0838.29N/AN/A2,0524,26571,35650,444
2022-10-27$1.80$2.0073.4%21.1%50.4%6.1%80.9%28.4%-18.7%-17.0K5.9M-24.5K3.47110.78N/AN/A1,2604,36872,77551,495
2022-10-28$1.87$2.0082.3%23.6%52.3%8.2%83.4%28.4%-9.7%-18.2K5.1M-25.1K5.2179.59N/AN/A8004,16573,10351,841
2022-10-31$1.92$2.0062.3%17.9%52.9%3.3%66.8%19.4%-11.5%-21.7K5.8M-26.7K7.9273.89N/AN/A5274,17673,51251,857