OPK Options History — June 2023

In June 2023, OPK traded between $1.40 and $2.17. ATM implied volatility averaged 96.3%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 21.4%. IV traded above realized volatility by 44.3% (HV 20d: 52.0%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.11.

Notable Days

  • 2023-06-13: Highest Volume — 5,488 contracts
  • 2023-06-28: Largest IV spike — 97.2% change
  • 2023-06-13: Highest IV Rank — 39.7%
  • 2023-06-07: Largest Expected Move — 43.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.61$1.40$2.17$1.40$2.17
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV96.3%48.2%205.6%96.4%68.1%
Expected Move21.4%13.8%43.2%27.6%19.5%
HV 20d52.0%38.2%67.9%67.9%65.9%
HV 60d60.5%59.1%66.9%63.0%66.9%
IV Rank13.3%1.7%39.7%13.3%6.5%
IV Percentile43.0%1.6%95.6%59.9%21.4%
Term Structure6.3%-42.9%37.6%-7.3%5.7%
VWIV87.8%55.6%180.2%95.6%67.7%
Skew 25d19.3%-33.8%58.3%-26.9%14.0%
Skew 10d20.2%-72.2%63.9%-72.2%47.8%
Call IV 25d76.2%46.0%179.6%173.6%64.0%
Put IV 25d95.5%66.6%146.7%146.7%78.0%
Bid-Ask Spread %25.3813.6564.0416.9815.33
Gamma HHI0.280.220.340.240.32
Net GEX26.5K13.7K59.5K13.7K59.5K
Net DEX-2.9M-5.6M-1.5M-2.2M-5.6M
Net VEX-21.7K-31.2K-16.3K-16.3K-31.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.110.001.300.000.03
Total Volume1,042.429235,488393,065
Total OI70,101.47659,64781,14773,34966,332

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$1.40$1.0096.4%27.6%67.9%13.3%95.6%-26.9%-7.3%13.7K-2.2M-16.3K0.0016.98N/AN/A39059,41113,938
2023-06-02$1.44$1.00108.4%31.1%61.3%16.2%112.4%-33.8%-16.1%14.1K-2.4M-17.0K0.0122.56N/AN/A92159,43013,938
2023-06-05$1.46$1.00156.5%32.6%49.9%27.9%60.4%58.3%-19.4%15.3K-2.5M-17.8K0.0055.69N/AN/A80059,45113,939
2023-06-06$1.52$1.00186.9%23.5%51.9%35.2%84.9%23.4%-11.7%17.7K-3.0M-19.4K0.0047.29N/AN/A2,222059,43713,939
2023-06-07$1.58$1.00123.9%43.2%54.7%20.0%0.0%3.7%-22.1%20.6K-3.7M-21.0K0.5639.16N/AN/A181061,63013,939
2023-06-08$1.60$1.00103.6%25.1%55.2%15.1%79.3%35.5%2.6%19.9K-3.7M-21.0K0.0064.04N/AN/A168061,71613,956
2023-06-09$1.56$1.00104.8%16.4%54.8%15.4%55.6%36.2%22.4%20.1K-3.5M-20.7K1.3021.69N/AN/A101361,94913,956
2023-06-12$1.54$1.00178.2%14.6%53.8%33.1%0.0%12.3%37.6%18.7K-3.3M-19.2K0.0324.73N/AN/A64261,96113,963
2023-06-13$1.54$1.00205.6%18.9%53.5%39.7%61.1%24.7%9.6%19.2K-3.1M-18.8K0.0019.66N/AN/A5,486261,98213,964
2023-06-14$1.52$1.0066.1%18.9%49.7%6.0%73.7%37.9%20.2%24.6K-3.5M-21.2K0.0118.10N/AN/A989566,94913,965
2023-06-15$1.50$1.0080.5%23.1%49.8%9.5%91.1%13.8%-42.9%24.4K-3.4M-21.0K0.0019.12N/AN/A83067,15413,970
2023-06-16$1.56$1.0054.9%15.7%49.7%3.3%92.0%20.5%32.6%26.0K-3.6M-21.9K0.0019.72N/AN/A448167,17713,970
2023-06-20$1.65$1.0048.6%13.9%53.6%1.8%82.5%31.1%30.2%29.8K-1.7M-23.4K0.0415.94N/AN/A6743045,97713,670
2023-06-21$1.65$1.0049.4%14.2%51.3%2.0%110.7%28.0%30.2%29.4K-1.6M-22.7K0.0518.46N/AN/A3621946,54313,700
2023-06-22$1.60$1.0054.9%15.7%49.5%3.3%0.0%24.0%-1.8%29.9K-1.8M-22.7K0.0318.78N/AN/A35146,87113,719
2023-06-23$1.58$1.0054.5%15.6%45.8%3.2%180.2%5.2%26.8%29.4K-1.5M-21.3K0.0418.78N/AN/A109446,90513,720
2023-06-26$1.63$1.0060.7%17.4%38.2%4.7%103.3%34.4%27.4%30.1K-1.7M-22.5K0.0025.67N/AN/A959046,95113,724
2023-06-27$1.67$1.0048.2%13.8%38.6%1.7%56.5%35.4%27.5%32.0K-1.9M-23.1K0.0413.65N/AN/A3741447,87313,724
2023-06-28$1.71$1.0095.1%27.3%38.8%13.0%96.7%5.0%-13.9%33.5K-2.4M-24.2K0.0217.44N/AN/A3,9206248,22413,626
2023-06-29$1.96$1.0076.9%22.1%59.0%8.6%76.9%23.2%-6.2%48.9K-4.0M-29.0K0.0520.29N/AN/A2,39913151,20513,683
2023-06-30$2.17$1.0068.1%19.5%65.9%6.5%67.7%14.0%5.7%59.5K-5.6M-31.2K0.0315.33N/AN/A2,9778852,56313,769