OPK Options History — November 2022

In November 2022, OPK traded between $1.38 and $1.91. ATM implied volatility averaged 68.7%, placing in the 5.1% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded below realized volatility by 7.2% (HV 20d: 75.9%). Max pain ranged from $2.00 to $3.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 2.87.

Notable Days

  • 2022-11-02: Highest Volume — 6,372 contracts
  • 2022-11-30: Largest IV spike — 68.9% change
  • 2022-11-07: Highest IV Rank — 14.8%
  • 2022-11-08: Largest Expected Move — 23.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.64$1.38$1.91$1.88$1.46
Max Pain$2.90$2.00$3.00$2.00$3.00
ATM IV68.7%41.2%109.1%71.0%69.6%
Expected Move18.7%11.8%23.2%20.3%20.0%
HV 20d75.9%47.4%90.2%51.7%89.0%
HV 60d58.2%46.3%64.6%51.6%64.6%
IV Rank5.1%0.0%14.8%5.5%6.9%
IV Percentile23.8%0.0%75.8%25.0%25.4%
Term Structure-1.8%-22.7%33.6%-10.9%3.8%
VWIV79.3%50.3%113.3%78.6%70.2%
Skew 25d29.6%-23.4%185.3%23.8%12.9%
Skew 10d42.7%-7.0%123.9%49.8%20.4%
Call IV 25d61.4%37.9%99.8%59.3%73.4%
Put IV 25d91.0%50.3%243.3%83.1%86.3%
Bid-Ask Spread %93.5152.60124.7472.77119.61
Gamma HHI0.380.230.590.520.23
Net GEX-5.4K-19.5K1.6K-19.5K1.6K
Net DEX4.1M1.7M6.3M5.9M1.7M
Net VEX-18.5K-26.5K-10.3K-26.5K-15.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.870.008.845.770.00
Total Volume2,784.3811316,3725,012588
Total OI115,172.714101,308126,703125,532101,308

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$1.88$2.0071.0%20.3%51.7%5.5%78.6%23.8%-10.9%-19.5K5.9M-26.5K5.7772.77N/AN/A7404,27273,65651,876
2022-11-02$1.91$2.0077.9%22.3%51.3%7.2%77.7%45.6%1.5%-16.7K6.3M-24.5K1.9187.17N/AN/A2,1924,18073,89851,995
2022-11-03$1.81$3.0079.0%20.8%52.7%7.4%109.4%185.3%-22.7%-10.0K6.1M-23.1K8.8470.12N/AN/A4734,18075,07951,488
2022-11-04$1.78$3.0089.9%21.3%49.0%10.1%111.6%12.3%-4.6%-10.8K5.8M-23.8K7.5660.45N/AN/A5534,18275,11151,493
2022-11-07$1.82$3.00109.1%21.4%48.6%14.8%94.8%4.2%2.1%-12.1K5.7M-24.7K7.6352.60N/AN/A5454,15775,21251,251
2022-11-08$1.86$3.0096.5%23.2%47.4%11.7%85.9%47.1%-13.7%-11.1K5.7M-24.7K8.6573.40N/AN/A4824,17175,34551,257
2022-11-09$1.54$3.0074.9%21.5%83.1%6.4%83.9%-0.4%-9.8%-3.5K6.1M-14.4K4.3375.96N/AN/A9924,29975,43151,272
2022-11-10$1.59$3.0069.7%20.0%83.3%5.2%68.6%50.4%-6.5%-5.9K5.9M-15.9K5.1194.34N/AN/A7323,74175,77749,492
2022-11-11$1.66$3.0075.6%21.7%84.3%6.6%106.2%63.7%-15.4%-4.7K5.2M-17.8K1.5190.47N/AN/A8501,28175,84146,682
2022-11-14$1.72$3.0057.1%16.4%84.1%2.0%67.1%40.6%33.6%-2.8K3.5M-20.6K1.4098.08N/AN/A56479175,96637,230
2022-11-15$1.76$3.0055.8%16.0%84.0%1.7%66.3%-5.1%8.4%-7.5K3.7M-18.2K1.2290.51N/AN/A65079176,07837,234
2022-11-16$1.70$3.0050.3%14.4%84.9%0.4%73.4%-23.4%-9.3%-4.3K3.3M-19.8K0.75102.62N/AN/A1,11784076,06237,234
2022-11-17$1.61$3.0072.6%20.8%86.9%5.8%113.3%18.8%-19.9%-2.1K3.6M-16.3K1.2589.86N/AN/A64480476,61837,264
2022-11-18$1.62$3.0063.4%18.2%86.8%3.6%77.0%-17.2%1.2%-6633.7M-17.9K1.24123.76N/AN/A60474776,71537,219
2022-11-21$1.58$3.0067.3%19.3%86.8%4.5%69.1%17.9%-9.1%-1.5K2.9M-15.6K0.88104.67N/AN/A82472675,43631,158
2022-11-22$1.46$3.0061.4%17.6%90.2%3.1%61.7%-7.0%-1.8%-1.8K2.4M-14.5K0.50124.74N/AN/A1,62280875,76626,858
2022-11-23$1.50$3.0050.0%14.3%88.6%0.3%50.3%11.4%4.6%-392.6M-10.3K0.58108.87N/AN/A1,58892576,63625,923
2022-11-25$1.47$3.0065.0%18.6%87.3%4.0%68.9%66.8%-7.5%-1.0K1.7M-14.6K1.15115.94N/AN/A617076,71725,137
2022-11-28$1.38$3.0045.3%13.0%87.3%0.0%52.3%37.3%7.8%281.9M-14.4K0.0199.55N/AN/A1,415876,74825,075
2022-11-29$1.40$3.0041.2%11.8%86.6%0.0%0.0%36.9%31.4%4531.9M-14.6K0.03108.20N/AN/A256777,05425,035
2022-11-30$1.46$3.0069.6%20.0%89.0%6.9%70.2%12.9%3.8%1.6K1.7M-15.8K0.00119.61N/AN/A586277,27224,036