OPK Options History — November 2024

In November 2024, OPK traded between $1.46 and $1.65. ATM implied volatility averaged 65.4%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 21.6% (HV 20d: 43.8%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.14.

Notable Days

  • 2024-11-13: Highest Volume — 5,721 contracts
  • 2024-11-07: Largest IV spike — 93.4% change
  • 2024-11-07: Highest IV Rank — 70.0%
  • 2024-11-04: Largest Expected Move — 20.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.56$1.46$1.65$1.52$1.54
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV65.4%25.1%170.8%52.8%46.0%
Expected Move15.2%7.2%20.4%15.1%13.2%
HV 20d43.8%34.7%47.0%43.3%36.1%
HV 60d40.0%38.9%40.9%40.9%40.0%
IV Rank18.1%0.0%70.0%11.4%10.2%
IV Percentile34.8%0.0%99.2%19.8%13.1%
Term Structure-0.1%-25.0%17.8%14.1%6.2%
VWIV54.5%23.9%74.3%58.6%38.1%
Skew 25d18.4%-3.7%48.9%5.6%48.9%
Skew 10d41.2%-10.7%106.6%24.8%106.6%
Call IV 25d48.6%38.8%68.4%68.4%49.6%
Put IV 25d67.1%39.8%104.2%74.0%98.4%
Bid-Ask Spread %30.7018.5355.0655.0622.12
Gamma HHI0.350.300.460.300.46
Net GEX135.8K103.0K150.2K138.9K132.3K
Net DEX-23.4M-28.1M-17.4M-22.9M-22.3M
Net VEX-117.0K-127.4K-106.7K-127.4K-112.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.001.790.000.00
Total Volume1,895.55605,72160445
Total OI478,196.9469,864482,412478,057482,412

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$1.52$1.0052.8%15.1%43.3%11.4%58.6%5.6%14.1%138.9K-22.9M-127.4K0.0055.06N/AN/A600316,877161,180
2024-11-04$1.48$1.0096.5%20.4%43.3%33.1%67.5%16.6%-7.6%144.4K-18.6M-119.7K0.4331.38N/AN/A15567315,045161,180
2024-11-05$1.46$1.00102.8%15.0%43.6%36.2%51.9%48.0%-0.5%103.0K-18.5M-114.0K1.7929.61N/AN/A311558315,352161,246
2024-11-06$1.46$1.0088.3%18.9%42.4%29.1%64.4%48.2%-11.7%106.1K-18.7M-115.5K0.1544.40N/AN/A1,152170315,630161,275
2024-11-07$1.46$1.00170.8%16.5%42.1%70.0%67.4%-0.4%-2.6%140.4K-17.4M-119.1K0.0143.86N/AN/A3,42838316,168161,324
2024-11-08$1.52$1.0071.2%17.6%44.6%20.6%61.4%47.7%2.8%126.8K-20.8M-117.8K0.0337.95N/AN/A2,07268318,414161,360
2024-11-11$1.58$1.0051.9%13.8%46.5%11.0%52.9%10.6%14.8%144.1K-24.3M-115.8K0.0029.51N/AN/A1,2416318,615161,310
2024-11-12$1.60$1.0081.3%17.0%46.6%25.6%59.7%18.9%2.5%137.1K-24.8M-117.9K0.0020.64N/AN/A5,21023308,551161,313
2024-11-13$1.60$1.0060.2%17.3%46.5%15.1%60.3%19.1%10.2%138.2K-26.0M-120.7K0.0023.14N/AN/A5,70813311,647161,327
2024-11-14$1.63$1.0064.5%18.5%46.3%17.2%74.3%19.1%-12.0%146.1K-26.1M-124.5K0.0021.41N/AN/A1,9265314,520161,335
2024-11-15$1.65$1.0055.5%15.9%46.4%12.7%52.3%17.8%7.3%142.6K-26.7M-109.5K0.0018.53N/AN/A2,0628314,903161,340
2024-11-18$1.65$1.0044.0%12.6%44.8%7.1%43.6%5.4%-1.7%145.3K-28.1M-116.4K0.2423.30N/AN/A2,669638314,273161,138
2024-11-19$1.63$1.0046.5%13.3%45.2%8.3%47.5%0.6%5.9%144.4K-26.8M-117.3K0.0138.01N/AN/A5,45446315,670161,187
2024-11-20$1.58$1.0054.8%15.7%47.0%12.4%54.6%41.5%-13.0%134.0K-23.9M-120.0K0.0120.57N/AN/A6028320,006161,233
2024-11-21$1.56$1.0068.7%19.7%46.0%19.3%69.1%21.3%-25.0%150.2K-23.6M-120.3K0.0629.88N/AN/A19912320,063161,240
2024-11-22$1.58$1.0049.6%14.2%46.0%9.8%56.8%0.3%-16.4%138.1K-23.6M-118.5K0.0131.72N/AN/A3723320,093161,251
2024-11-25$1.63$1.0025.1%7.2%45.1%0.0%23.9%0.9%17.8%130.5K-27.7M-106.7K0.0029.47N/AN/A1,8528320,304161,251
2024-11-26$1.56$1.0030.9%8.8%39.2%2.8%37.1%-3.7%11.5%130.4K-23.5M-113.6K0.0334.71N/AN/A78425320,579161,201
2024-11-27$1.58$1.0046.5%13.3%34.7%10.4%47.7%1.8%-3.9%142.8K-23.7M-112.3K0.0128.68N/AN/A5094320,901161,224
2024-11-29$1.54$1.0046.0%13.2%36.1%10.2%38.1%48.9%6.2%132.3K-22.3M-112.1K0.0022.12N/AN/A4432321,184161,228