OPK Options History — October 2024

In October 2024, OPK traded between $1.42 and $1.60. ATM implied volatility averaged 53.1%, placing in the 11.6% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 16.5% (HV 20d: 36.6%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.06.

Notable Days

  • 2024-10-25: Highest Volume — 3,423 contracts
  • 2024-10-21: Largest IV spike — 59.5% change
  • 2024-10-10: Highest IV Rank — 21.9%
  • 2024-10-10: Largest Expected Move — 21.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.48$1.42$1.60$1.48$1.52
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV53.1%37.5%73.9%50.2%58.7%
Expected Move15.5%10.9%21.2%14.4%16.8%
HV 20d36.6%26.1%43.6%40.8%43.6%
HV 60d45.4%43.1%47.8%47.5%45.3%
IV Rank11.6%3.8%21.9%10.1%14.3%
IV Percentile19.7%4.4%43.7%13.9%28.6%
Term Structure2.1%-24.7%33.8%-15.2%-17.8%
VWIV61.0%34.1%99.8%64.8%73.3%
Skew 25d36.8%-20.9%117.5%-1.2%-0.3%
Skew 10d66.2%7.4%171.4%15.2%21.9%
Call IV 25d57.5%39.2%75.2%69.2%72.6%
Put IV 25d94.3%36.8%161.6%67.9%72.4%
Bid-Ask Spread %66.9424.78114.6544.6665.48
Gamma HHI0.330.300.360.310.35
Net GEX134.6K102.0K160.6K141.1K108.2K
Net DEX-19.5M-24.7M-15.0M-20.3M-20.9M
Net VEX-128.0K-142.8K-113.9K-141.9K-120.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.060.000.460.000.04
Total Volume575.696143,423344157
Total OI477,859.348476,359478,939478,664478,194

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$1.48$1.0050.2%14.4%40.8%10.1%64.8%-1.2%-15.2%141.1K-20.3M-141.9K0.0044.66N/AN/A3440317,551161,113
2024-10-02$1.52$1.0068.8%19.7%42.2%19.3%68.8%14.6%-24.1%130.0K-22.3M-138.1K0.0248.13N/AN/A5048317,826161,113
2024-10-03$1.52$1.0048.4%13.9%41.9%9.2%0.0%77.7%20.8%143.1K-22.1M-142.8K0.46114.65N/AN/A2411317,746161,114
2024-10-04$1.50$1.0053.1%12.4%41.9%11.5%36.1%86.6%6.9%127.5K-21.0M-134.9K0.0095.46N/AN/A300317,760161,124
2024-10-07$1.46$1.0048.2%18.4%42.8%9.1%64.2%93.3%-2.6%147.6K-17.8M-135.7K0.0076.52N/AN/A1,1501317,522161,124
2024-10-08$1.46$1.0037.5%14.3%41.4%3.8%43.7%13.7%18.3%141.4K-18.3M-135.8K0.2784.60N/AN/A113317,387161,125
2024-10-09$1.50$1.0046.4%13.3%42.2%8.2%63.8%83.0%23.2%156.8K-20.5M-132.8K0.0089.37N/AN/A3190317,392161,128
2024-10-10$1.48$1.0073.9%21.2%42.2%21.9%73.9%88.1%-24.7%134.9K-19.1M-131.3K0.0171.95N/AN/A1482317,212161,128
2024-10-11$1.48$1.0053.4%15.3%41.9%11.7%99.8%61.7%16.6%142.7K-20.2M-134.8K0.0076.41N/AN/A4780317,294161,128
2024-10-14$1.48$1.0055.9%16.0%38.1%13.0%57.1%58.2%0.5%144.4K-19.1M-128.6K0.1060.07N/AN/A10811317,544161,128
2024-10-15$1.48$1.0051.5%14.8%36.6%10.8%44.6%90.0%-2.5%123.3K-19.2M-125.2K0.0586.09N/AN/A1699317,579161,133
2024-10-16$1.50$1.0050.7%14.5%35.5%10.4%56.7%4.6%8.4%160.6K-19.8M-127.6K0.0052.64N/AN/A820316,126161,136
2024-10-17$1.48$1.0044.8%12.8%35.3%7.4%0.0%117.5%30.0%145.7K-18.4M-121.7K0.0197.45N/AN/A6295316,148161,132
2024-10-18$1.48$1.0037.9%10.9%27.0%4.0%34.1%16.6%33.8%147.8K-18.5M-129.2K0.0224.78N/AN/A69213316,180161,137
2024-10-21$1.44$1.0060.5%17.3%28.1%15.2%65.2%4.1%-13.4%129.0K-16.6M-122.9K0.0866.34N/AN/A47036315,385161,113
2024-10-22$1.46$1.0051.9%14.9%27.2%11.0%60.4%2.3%-8.1%140.3K-17.4M-120.6K0.0447.09N/AN/A54323315,334161,149
2024-10-23$1.46$1.0053.1%15.2%26.7%11.5%62.1%2.2%-9.0%128.3K-19.6M-124.3K0.2133.50N/AN/A579124315,227161,132
2024-10-24$1.42$1.0042.3%12.1%28.2%6.2%55.9%33.2%22.8%104.1K-16.3M-117.5K0.0866.38N/AN/A42032315,237161,136
2024-10-25$1.42$1.0067.4%19.3%26.1%18.7%77.6%-2.2%-21.4%102.0K-15.0M-113.9K0.0099.80N/AN/A3,4185315,344161,162
2024-10-28$1.48$1.0056.2%16.1%29.3%13.1%56.2%12.7%6.1%133.6K-19.2M-124.5K0.0644.23N/AN/A38825316,427161,164
2024-10-29$1.60$1.0044.0%12.6%40.0%7.1%53.4%-20.9%8.7%131.3K-24.7M-116.0K0.0340.04N/AN/A1,19538316,614161,179
2024-10-30$1.52$1.0066.8%19.1%43.6%18.3%69.7%11.4%-9.5%133.0K-22.7M-124.2K0.0053.96N/AN/A1,0343316,765161,173
2024-10-31$1.52$1.0058.7%16.8%43.6%14.3%73.3%-0.3%-17.8%108.2K-20.9M-120.0K0.0465.48N/AN/A1516317,018161,176