OPK Options History — June 2024

In June 2024, OPK traded between $1.23 and $1.42. ATM implied volatility averaged 80.3%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 22.2%. IV traded above realized volatility by 39.2% (HV 20d: 41.1%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.19.

Notable Days

  • 2024-06-04: Highest Volume — 4,339 contracts
  • 2024-06-25: Largest IV spike — 71.1% change
  • 2024-06-04: Highest IV Rank — 35.8%
  • 2024-06-04: Largest Expected Move — 30.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.30$1.23$1.42$1.42$1.23
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV80.3%48.9%105.8%92.7%96.0%
Expected Move22.2%14.0%30.3%26.6%27.5%
HV 20d41.1%35.8%48.7%48.4%35.8%
HV 60d54.3%45.4%57.5%56.2%45.5%
IV Rank22.7%6.7%35.8%29.1%30.8%
IV Percentile48.1%6.3%76.6%60.7%67.9%
Term Structure16.5%-85.0%201.1%-20.1%-44.9%
VWIV96.8%76.0%121.9%76.0%91.6%
Skew 25d11.9%-97.9%107.4%13.9%21.2%
Skew 10d12.9%-97.9%86.9%13.4%25.4%
Call IV 25d79.3%43.0%415.0%81.3%57.7%
Put IV 25d91.2%46.5%317.1%95.2%78.9%
Bid-Ask Spread %101.3168.39148.3276.94133.21
Gamma HHI0.380.310.430.340.43
Net GEX111.3K95.7K128.9K128.9K108.7K
Net DEX-11.8M-17.4M-8.6M-16.7M-8.6M
Net VEX-153.6K-168.0K-143.2K-164.3K-143.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.190.000.830.260.83
Total Volume1,410.947344,3393,365317
Total OI457,870.895442,748465,434458,784444,072

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$1.42$1.0092.7%26.6%48.4%29.1%76.0%13.9%-20.1%128.9K-16.7M-164.3K0.2676.94N/AN/A2,680685303,581155,203
2024-06-04$1.42$1.00105.8%30.3%48.3%35.8%78.1%22.7%-9.4%122.5K-17.4M-168.0K0.2874.48N/AN/A3,394945303,377156,107
2024-06-05$1.40$1.0048.9%14.0%48.7%6.7%92.5%39.6%10.8%127.4K-15.5M-163.8K0.0568.39N/AN/A2,774151304,887156,981
2024-06-06$1.35$1.0082.7%20.0%40.7%23.9%82.3%42.0%1.5%115.6K-15.7M-167.7K0.0675.12N/AN/A43725304,827157,231
2024-06-07$1.29$1.0070.3%18.1%43.2%17.6%95.9%12.2%36.0%109.5K-11.3M-157.1K0.16109.97N/AN/A648104304,926157,256
2024-06-10$1.29$1.0079.3%14.3%42.9%22.2%0.0%-11.5%50.3%110.6K-12.8M-158.6K0.7070.06N/AN/A748527305,341157,356
2024-06-11$1.31$1.0084.8%23.9%42.8%25.0%97.5%-3.4%7.1%117.1K-11.6M-154.3K0.00106.19N/AN/A9180305,942157,854
2024-06-12$1.31$1.0076.8%22.0%42.5%21.0%0.0%28.8%3.0%111.2K-12.9M-156.3K0.00148.32N/AN/A9031306,187157,854
2024-06-13$1.29$1.0075.3%21.6%41.3%20.2%0.0%1.1%76.8%109.5K-11.5M-153.2K0.02112.57N/AN/A2,29256306,264157,829
2024-06-14$1.25$1.00102.9%29.5%39.6%34.3%0.0%-97.9%-85.0%106.7K-9.7M-148.6K0.01101.46N/AN/A3882305,641157,885
2024-06-17$1.25$1.0064.7%18.5%39.1%14.7%98.2%-0.4%-5.0%106.1K-10.2M-148.0K0.56115.79N/AN/A1,280711305,579157,886
2024-06-18$1.25$1.0065.7%18.8%38.6%15.3%0.0%-10.3%-34.0%101.4K-10.5M-150.0K0.01119.87N/AN/A1,05014305,847158,577
2024-06-20$1.25$1.00101.7%29.2%37.2%33.7%0.0%107.4%43.9%100.2K-10.9M-148.7K0.01123.67N/AN/A8887306,854158,580
2024-06-21$1.23$1.0059.8%17.1%37.0%12.2%119.4%14.3%201.1%95.7K-11.1M-150.0K0.0276.10N/AN/A1,05324306,403158,582
2024-06-24$1.31$1.0053.8%15.4%42.2%9.2%111.8%6.2%40.7%119.0K-10.2M-147.9K0.08147.82N/AN/A3,032238294,607148,141
2024-06-25$1.29$1.0092.1%26.4%39.2%28.8%121.9%12.6%42.1%108.6K-10.0M-147.4K0.3493.44N/AN/A25787295,387148,375
2024-06-26$1.27$1.0093.6%26.8%36.7%29.5%0.0%1.9%30.1%106.0K-9.5M-145.8K0.0092.00N/AN/A340295,588148,486
2024-06-27$1.25$1.0078.2%22.4%36.9%21.6%91.6%26.2%-31.6%110.6K-8.9M-144.9K0.2079.39N/AN/A11523295,568148,486
2024-06-28$1.23$1.0096.0%27.5%35.8%30.8%0.0%21.2%-44.9%108.7K-8.6M-143.2K0.83133.21N/AN/A173144295,578148,494