OPK Options History — May 2024 In May 2024, OPK traded between $1.21 and $1.40. ATM implied volatility averaged 77.1%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded above realized volatility by 30.7% (HV 20d: 46.4%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.18.
Notable Days 2024-05-17 : Highest Volume — 21,015 contracts2024-05-15 : Largest IV drop — 71.9% change2024-05-14 : Highest IV Rank — 60.6%2024-05-30 : Largest Expected Move — 27.1%Monthly Statistics Metric Avg Min Max Open Close Price $1.31 $1.21 $1.40 $1.27 $1.40 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 77.1% 43.4% 154.3% 64.2% 70.8% Expected Move 18.0% 11.3% 27.1% 18.4% 20.3% HV 20d 46.4% 40.7% 51.8% 50.1% 48.8% HV 60d 58.8% 56.1% 60.9% 57.7% 56.2% IV Rank 21.1% 3.9% 60.6% 14.5% 17.9% IV Percentile 39.8% 0.8% 94.8% 23.8% 37.3% Term Structure 18.2% -46.8% 220.6% -11.8% 13.1% VWIV 57.9% 36.0% 86.8% 61.9% 80.3% Skew 25d 13.6% -22.1% 44.1% 17.9% 44.1% Skew 10d 7.0% -3.1% 20.8% 9.6% 19.7% Call IV 25d 53.0% 36.5% 77.9% 58.7% 48.6% Put IV 25d 66.6% 43.8% 92.7% 76.6% 92.7% Bid-Ask Spread % 47.94 17.71 73.95 70.17 56.82 Gamma HHI 0.43 0.34 0.57 0.57 0.34 Net GEX 110.5K 98.3K 126.4K 126.4K 123.5K Net DEX -12.8M -15.2M -10.0M -10.0M -15.2M Net VEX -159.1K -165.4K -152.2K -152.2K -162.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.18 0.00 3.46 3.46 0.00 Total Volume 2,717.909 45 21,015 838 2,071 Total OI 450,877.091 445,667 456,075 449,976 456,075
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-05-01 $1.27 $1.00 64.2% 18.4% 50.1% 14.5% 61.9% 17.9% -11.8% 126.4K -10.0M -152.2K 3.46 70.17 N/A N/A 188 650 295,378 154,598 2024-05-02 $1.31 $1.00 72.2% 20.7% 51.5% 18.6% 77.2% 31.7% 16.8% 115.4K -12.3M -160.2K 0.01 31.74 N/A N/A 511 4 295,287 154,548 2024-05-03 $1.29 $1.00 70.3% 20.2% 51.8% 17.6% 62.1% 28.1% 12.1% 108.5K -12.2M -160.9K 0.02 46.52 N/A N/A 290 7 295,665 154,548 2024-05-06 $1.31 $1.00 108.5% 22.0% 50.2% 37.2% 55.7% -8.4% -14.0% 107.0K -13.5M -161.8K 0.02 27.08 N/A N/A 1,879 32 295,345 154,546 2024-05-07 $1.31 $1.00 69.5% 18.0% 49.7% 17.2% 47.2% -17.9% -0.0% 98.3K -12.6M -160.9K 0.02 43.89 N/A N/A 7,197 142 295,262 154,553 2024-05-08 $1.21 $1.00 110.4% 11.3% 42.2% 38.2% 36.0% 4.3% 22.9% 111.8K -11.2M -155.3K 0.01 47.08 N/A N/A 4,460 64 296,248 154,693 2024-05-09 $1.25 $1.00 106.8% 13.1% 42.3% 36.3% 44.2% 11.0% -9.5% 105.8K -10.9M -154.0K 0.17 45.85 N/A N/A 572 100 291,285 154,631 2024-05-10 $1.27 $1.00 96.8% 25.2% 41.0% 31.2% 86.8% -22.1% -20.2% 102.7K -10.9M -157.7K 0.00 54.45 N/A N/A 141 0 291,296 154,731 2024-05-13 $1.29 $1.00 105.4% 12.2% 41.3% 35.6% 0.0% 15.4% 33.2% 108.3K -11.8M -154.1K 0.01 51.20 N/A N/A 97 1 291,366 154,731 2024-05-14 $1.31 $1.00 154.3% 22.8% 40.9% 60.6% 47.6% -11.9% -46.8% 106.8K -12.6M -158.3K 0.01 17.71 N/A N/A 2,527 13 291,360 154,731 2024-05-15 $1.35 $1.00 43.4% 12.5% 40.7% 3.9% 0.0% 21.4% 39.4% 109.4K -13.9M -159.5K 0.01 73.95 N/A N/A 795 6 290,945 154,722 2024-05-16 $1.29 $1.00 44.1% 12.7% 44.3% 4.2% 56.1% 15.8% 220.6% 103.8K -11.7M -155.0K 0.01 19.72 N/A N/A 1,333 11 291,207 154,726 2024-05-17 $1.31 $1.00 61.7% 17.7% 44.0% 13.2% 50.3% 8.4% 39.7% 102.5K -12.5M -156.2K 0.00 64.60 N/A N/A 20,994 21 292,244 154,735 2024-05-20 $1.33 $1.00 48.7% 14.0% 44.2% 6.5% 49.3% 5.9% -2.4% 112.7K -15.1M -165.4K 0.00 51.83 N/A N/A 3,615 8 300,584 154,278 2024-05-21 $1.29 $1.00 56.0% 16.1% 45.6% 10.3% 65.8% 22.3% 14.1% 108.8K -12.4M -158.4K 0.01 28.37 N/A N/A 1,827 13 300,165 154,283 2024-05-22 $1.31 $1.00 57.6% 16.5% 45.3% 11.1% 53.6% 28.5% 1.9% 106.8K -13.4M -161.5K 0.00 46.70 N/A N/A 45 0 300,854 154,294 2024-05-23 $1.27 $1.00 57.1% 16.4% 46.9% 10.9% 45.1% 18.8% 0.8% 110.0K -12.0M -160.1K 0.06 61.80 N/A N/A 3,589 222 300,849 154,294 2024-05-24 $1.33 $1.00 60.2% 17.3% 49.3% 12.4% 50.6% 30.8% 36.8% 108.9K -13.5M -160.8K 0.01 53.81 N/A N/A 782 7 300,066 154,516 2024-05-28 $1.38 $1.00 66.4% 19.0% 50.7% 15.6% 51.4% 20.0% 29.1% 116.2K -14.9M -161.6K 0.04 46.91 N/A N/A 919 34 300,559 154,524 2024-05-29 $1.37 $1.00 76.8% 22.0% 50.3% 20.9% 58.6% 23.4% 29.8% 114.5K -14.9M -162.1K 0.00 69.41 N/A N/A 1,045 0 300,781 154,525 2024-05-30 $1.40 $1.00 94.4% 27.1% 49.7% 29.9% 79.1% 12.8% -4.1% 123.6K -15.0M -161.5K 0.16 45.18 N/A N/A 3,092 490 300,743 154,525 2024-05-31 $1.40 $1.00 70.8% 20.3% 48.8% 17.9% 80.3% 44.1% 13.1% 123.5K -15.2M -162.3K 0.00 56.82 N/A N/A 2,070 1 300,873 155,202
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