OPK Options History — September 2024

In September 2024, OPK traded between $1.48 and $1.69. ATM implied volatility averaged 44.3%, placing in the 7.2% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 3.1% (HV 20d: 41.2%). Max pain ranged from $0.50 to $1.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.34.

Notable Days

  • 2024-09-19: Highest Volume — 2,995 contracts
  • 2024-09-10: Largest IV drop — 39.0% change
  • 2024-09-09: Highest IV Rank — 19.3%
  • 2024-09-04: Largest Expected Move — 15.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.57$1.48$1.69$1.65$1.50
Max Pain$0.93$0.50$1.00$1.00$1.00
ATM IV44.3%33.7%68.7%39.9%46.7%
Expected Move11.8%9.7%15.4%11.4%13.4%
HV 20d41.2%33.8%50.6%50.4%40.7%
HV 60d46.7%45.7%48.3%46.7%48.3%
IV Rank7.2%1.9%19.3%5.0%8.4%
IV Percentile7.9%1.6%34.1%2.8%9.9%
Term Structure13.4%-6.8%33.0%-3.2%13.7%
VWIV44.0%27.9%55.2%39.1%55.2%
Skew 25d5.4%-33.3%57.6%-7.0%3.7%
Skew 10d25.5%-31.5%101.7%4.0%19.0%
Call IV 25d49.7%36.3%86.4%50.2%62.7%
Put IV 25d55.1%28.8%111.2%43.2%66.4%
Bid-Ask Spread %62.1927.13107.5755.4736.45
Gamma HHI0.310.280.340.290.34
Net GEX160.2K108.0K190.0K146.8K166.2K
Net DEX-25.1M-33.1M-19.2M-31.0M-19.8M
Net VEX-145.9K-159.5K-134.0K-148.9K-134.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.001.290.331.29
Total Volume1,332.15872,9952,220713
Total OI497,102.95476,777508,944502,535478,332

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$1.65$1.0039.9%11.4%50.4%5.0%39.1%-7.0%-3.2%146.8K-31.0M-148.9K0.3355.47N/AN/A1,668552343,946158,589
2024-09-04$1.63$1.0053.6%15.4%50.6%11.8%46.9%7.5%5.6%172.1K-28.1M-159.5K0.0057.54N/AN/A1,4802343,856159,140
2024-09-05$1.60$1.0046.9%11.5%49.5%8.5%33.3%4.4%29.5%179.2K-25.9M-149.8K0.4481.20N/AN/A1,141497344,718159,142
2024-09-06$1.58$1.0059.9%11.8%38.5%15.0%0.0%12.6%1.4%182.4K-24.7M-151.3K0.0070.21N/AN/A3980344,509159,618
2024-09-09$1.58$1.0068.7%11.9%33.8%19.3%50.6%12.1%22.7%174.1K-25.0M-148.5K0.5867.83N/AN/A903528344,521159,618
2024-09-10$1.62$1.0041.9%10.1%34.5%6.0%0.0%3.5%29.5%174.4K-27.3M-145.4K0.2358.81N/AN/A1,588372345,248160,123
2024-09-11$1.58$1.0037.4%10.7%35.7%3.8%0.0%0.7%22.3%190.0K-24.4M-143.3K0.1669.18N/AN/A40665344,998160,474
2024-09-12$1.56$1.0038.6%11.1%36.1%4.3%52.5%15.3%33.0%176.2K-23.7M-138.4K0.6976.17N/AN/A471326344,590160,465
2024-09-13$1.58$0.5037.2%10.7%35.2%3.7%37.8%1.2%16.2%162.1K-27.0M-152.0K0.2358.80N/AN/A7116344,995160,787
2024-09-16$1.65$0.5036.4%10.4%37.0%3.3%27.9%0.2%27.4%179.4K-30.8M-150.3K0.5057.28N/AN/A917462345,019160,763
2024-09-17$1.69$0.5042.0%12.0%37.5%6.1%38.3%16.6%11.3%131.5K-33.1M-144.1K0.3184.29N/AN/A2,257700345,243161,224
2024-09-18$1.63$1.0039.0%11.2%40.0%4.5%0.0%-11.5%12.4%164.3K-28.3M-149.9K0.06104.22N/AN/A2,341139346,491161,892
2024-09-19$1.60$1.0033.7%9.7%40.4%1.9%41.1%-26.6%19.7%169.6K-26.5M-144.7K0.2965.91N/AN/A2,315680346,917162,027
2024-09-20$1.50$1.0044.9%12.9%45.7%7.5%50.9%-33.3%15.9%178.3K-21.1M-147.7K0.90107.57N/AN/A393354346,652161,407
2024-09-23$1.52$1.0047.3%13.5%44.9%8.7%47.2%57.6%-6.8%108.0K-21.8M-138.0K0.0147.03N/AN/A6644315,957160,820
2024-09-24$1.48$1.0042.1%12.1%44.0%6.1%52.6%-0.8%4.0%147.5K-19.2M-144.9K0.1137.48N/AN/A46552316,290160,821
2024-09-25$1.50$1.0049.6%14.2%43.2%9.8%48.5%12.4%6.8%148.2K-20.2M-145.3K0.1640.61N/AN/A15825316,637160,873
2024-09-26$1.50$1.0042.2%12.1%43.1%6.2%49.7%3.5%-5.3%144.5K-21.1M-144.4K0.4640.59N/AN/A431200316,709160,898
2024-09-27$1.54$1.0037.4%10.7%43.3%3.8%33.3%36.1%11.1%109.4K-23.5M-137.0K0.0027.13N/AN/A2,87613316,752160,998
2024-09-30$1.50$1.0046.7%13.4%40.7%8.4%55.2%3.7%13.7%166.2K-19.8M-134.0K1.2936.45N/AN/A312401317,321161,011