OPK Options History — December 2024

In December 2024, OPK traded between $1.48 and $1.63. ATM implied volatility averaged 56.8%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded above realized volatility by 23.8% (HV 20d: 32.9%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.23.

Notable Days

  • 2024-12-02: Highest Volume — 11,175 contracts
  • 2024-12-09: Largest IV spike — 38.2% change
  • 2024-12-18: Highest IV Rank — 29.9%
  • 2024-12-18: Largest Expected Move — 24.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.56$1.48$1.63$1.54$1.48
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV56.8%39.9%85.2%53.6%60.0%
Expected Move16.0%9.9%24.4%15.4%17.2%
HV 20d32.9%29.9%36.1%36.1%29.9%
HV 60d37.7%35.7%40.3%39.9%36.3%
IV Rank15.6%7.4%29.9%13.8%17.4%
IV Percentile32.0%6.7%70.2%25.0%40.9%
Term Structure1.3%-34.7%84.5%4.5%-17.8%
VWIV57.9%36.0%85.4%53.5%64.9%
Skew 25d28.7%-10.0%90.8%60.8%25.4%
Skew 10d59.6%9.9%176.9%113.3%46.0%
Call IV 25d53.7%33.9%69.2%62.5%69.2%
Put IV 25d82.5%49.9%152.1%123.3%94.6%
Bid-Ask Spread %55.3526.44111.4026.4455.20
Gamma HHI0.410.360.490.440.45
Net GEX139.2K123.3K151.4K125.0K134.1K
Net DEX-22.7M-30.9M-11.1M-21.2M-13.7M
Net VEX-106.3K-116.2K-98.0K-111.5K-98.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.230.002.160.060.26
Total Volume3,113.38136511,17511,1752,279
Total OI456,652352,987499,280482,796363,615

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$1.54$1.0053.6%15.4%36.1%13.8%53.5%60.8%4.5%125.0K-21.2M-111.5K0.0626.44N/AN/A10,543632321,428161,368
2024-12-03$1.58$1.0054.3%15.6%35.6%14.2%57.4%2.2%0.3%146.8K-26.0M-116.2K0.1727.82N/AN/A1,944332331,499161,402
2024-12-04$1.56$1.0060.4%17.3%35.6%17.1%73.8%1.3%-5.2%151.3K-25.1M-116.0K0.0231.70N/AN/A94816332,439161,403
2024-12-05$1.58$1.0048.4%9.9%35.7%11.3%0.0%38.7%35.8%151.4K-25.3M-113.3K0.0162.42N/AN/A4,49028332,740161,407
2024-12-06$1.58$1.0049.1%13.3%35.7%11.7%46.9%48.6%7.8%147.0K-25.8M-114.3K0.0066.85N/AN/A3,54612331,705161,410
2024-12-09$1.58$1.0067.9%15.9%33.0%20.8%63.3%58.6%8.5%146.8K-25.8M-114.0K0.0173.31N/AN/A3,89421333,147161,422
2024-12-10$1.56$1.0047.8%16.7%30.4%11.0%57.4%37.7%0.3%142.8K-25.5M-112.1K0.0477.91N/AN/A1,05237335,299161,443
2024-12-11$1.60$1.0049.9%14.3%31.4%12.0%51.1%1.8%21.7%146.9K-27.2M-111.4K0.0174.66N/AN/A1,29616335,101161,460
2024-12-12$1.63$1.0062.7%18.0%32.1%18.2%64.0%40.2%9.2%145.0K-29.0M-109.1K0.01111.40N/AN/A4,55358335,541161,466
2024-12-13$1.60$1.0055.8%16.0%32.1%15.3%59.5%12.5%-8.7%139.7K-30.9M-103.0K0.0358.64N/AN/A53416336,568161,477
2024-12-16$1.60$1.0064.3%18.4%31.7%19.5%62.5%45.5%-10.7%140.0K-28.6M-104.8K0.1645.95N/AN/A926146336,613161,493
2024-12-17$1.62$1.0067.5%19.3%32.1%21.1%55.0%41.8%3.8%145.4K-29.0M-103.9K0.0353.28N/AN/A1,16032336,521161,554
2024-12-18$1.56$1.0085.2%24.4%34.5%29.9%85.4%58.8%-21.4%137.0K-25.3M-105.1K0.0974.96N/AN/A1,586138336,342161,554
2024-12-19$1.58$1.0057.0%16.3%33.1%15.9%40.3%0.9%-34.7%142.8K-27.8M-100.3K2.1641.76N/AN/A1,7713,828336,664161,688
2024-12-20$1.56$1.0063.7%18.3%33.1%19.2%69.7%17.2%84.5%123.4K-27.6M-101.5K0.0337.44N/AN/A7,634226337,589161,691
2024-12-23$1.50$1.0055.9%16.0%35.5%15.3%59.0%5.4%-5.4%128.8K-12.3M-99.3K0.1036.81N/AN/A2,158206235,500117,487
2024-12-24$1.50$1.0048.5%13.9%33.2%11.6%36.0%90.8%-23.0%123.3K-13.7M-98.6K0.5381.27N/AN/A3,8212,043237,191117,644
2024-12-26$1.52$1.0039.9%11.4%30.2%7.4%59.1%-10.0%-13.2%132.7K-14.3M-100.9K0.6755.38N/AN/A1,138768241,459119,803
2024-12-27$1.48$1.0042.2%12.1%31.0%8.5%41.7%17.2%7.4%133.9K-11.5M-99.8K0.2033.01N/AN/A30461242,203120,446
2024-12-30$1.48$1.0058.3%16.7%29.9%16.5%56.9%8.2%-16.3%139.8K-11.1M-98.0K0.2936.08N/AN/A919269242,425120,485
2024-12-31$1.48$1.0060.0%17.2%29.9%17.4%64.9%25.4%-17.8%134.1K-13.7M-98.3K0.2655.20N/AN/A1,806473242,861120,754