-----BEGIN PRIVACY-ENHANCED MESSAGE-----
Proc-Type: 2001,MIC-CLEAR
Originator-Name: webmaster@www.sec.gov
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MIC-Info: RSA-MD5,RSA,
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<SEC-DOCUMENT>0001368027-06-000002.txt : 20060628
<SEC-HEADER>0001368027-06-000002.hdr.sgml : 20060628
<ACCEPTANCE-DATETIME>20060628192138
ACCESSION NUMBER:		0001368027-06-000002
CONFORMED SUBMISSION TYPE:	4
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20060620
FILED AS OF DATE:		20060628
DATE AS OF CHANGE:		20060628

REPORTING-OWNER:	

	OWNER DATA:	
		COMPANY CONFORMED NAME:			Litowitz Alec N
		CENTRAL INDEX KEY:			0001368027

	FILING VALUES:
		FORM TYPE:		4
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	000-25513
		FILM NUMBER:		06931353

	BUSINESS ADDRESS:	
		BUSINESS PHONE:		(847) 905-4400

	MAIL ADDRESS:	
		STREET 1:		C/O MAGNETAR FINANCIAL LLC
		STREET 2:		1603 ORRINGTON AVENUE, 13TH FLOOR
		CITY:			EVANSTON
		STATE:			IL
		ZIP:			60201

ISSUER:		

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			Opexa Therapeutics, Inc.
		CENTRAL INDEX KEY:			0001069308
		STANDARD INDUSTRIAL CLASSIFICATION:	PHARMACEUTICAL PREPARATIONS [2834]
		IRS NUMBER:				760333165
		STATE OF INCORPORATION:			TX
		FISCAL YEAR END:			1231

	BUSINESS ADDRESS:	
		STREET 1:		2635 N. CRESCENT RIDGE DRIVE
		CITY:			THE WOODLANDS
		STATE:			TX
		ZIP:			77381
		BUSINESS PHONE:		(281) 272-9331

	MAIL ADDRESS:	
		STREET 1:		2635 N. CRESCENT RIDGE DRIVE
		CITY:			THE WOODLANDS
		STATE:			TX
		ZIP:			77381

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	PharmaFrontiers Corp.
		DATE OF NAME CHANGE:	20051011

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	PHARMAFRONTIERS CORP
		DATE OF NAME CHANGE:	20040816

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	SPORTAN UNITED INDUSTRIES INC
		DATE OF NAME CHANGE:	19990305

REPORTING-OWNER:	

	OWNER DATA:	
		COMPANY CONFORMED NAME:			Magnetar Capital Partners LLC
		CENTRAL INDEX KEY:			0001353085
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		4
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	000-25513
		FILM NUMBER:		06931355

	BUSINESS ADDRESS:	
		STREET 1:		1603 ORRINGTON AVE.
		STREET 2:		13TH FLOOR
		CITY:			EVANSTON
		STATE:			IL
		ZIP:			60201
		BUSINESS PHONE:		(847)905-4400

	MAIL ADDRESS:	
		STREET 1:		1603 ORRINGTON AVE.
		STREET 2:		13TH FLOOR
		CITY:			EVANSTON
		STATE:			IL
		ZIP:			60201

REPORTING-OWNER:	

	OWNER DATA:	
		COMPANY CONFORMED NAME:			Magnetar Financial LLC
		CENTRAL INDEX KEY:			0001352851
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		4
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	000-25513
		FILM NUMBER:		06931356

	BUSINESS ADDRESS:	
		STREET 1:		1603 ORRINGTON AVE.
		STREET 2:		13TH FLOOR
		CITY:			EVANSTON
		STATE:			IL
		ZIP:			60201
		BUSINESS PHONE:		(847)905-4400

	MAIL ADDRESS:	
		STREET 1:		1603 ORRINGTON AVE.
		STREET 2:		13TH FLOOR
		CITY:			EVANSTON
		STATE:			IL
		ZIP:			60201

REPORTING-OWNER:	

	OWNER DATA:	
		COMPANY CONFORMED NAME:			Supernova Management LLC
		CENTRAL INDEX KEY:			0001368026
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		4
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	000-25513
		FILM NUMBER:		06931354

	BUSINESS ADDRESS:	
		STREET 1:		1603 ORRINGTON AVENUE, 13TH FLOOR
		CITY:			EVANSTON
		STATE:			IL
		ZIP:			60201
		BUSINESS PHONE:		(847) 905-4400

	MAIL ADDRESS:	
		STREET 1:		1603 ORRINGTON AVENUE, 13TH FLOOR
		CITY:			EVANSTON
		STATE:			IL
		ZIP:			60201
</SEC-HEADER>
<DOCUMENT>
<TYPE>4
<SEQUENCE>1
<FILENAME>primary_doc.xml
<DESCRIPTION>PRIMARY DOCUMENT
<TEXT>
<XML>
<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0202</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2006-06-20</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0001069308</issuerCik>
        <issuerName>Opexa Therapeutics, Inc.</issuerName>
        <issuerTradingSymbol>OPXA</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001352851</rptOwnerCik>
            <rptOwnerName>Magnetar Financial LLC</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>1603 ORRINGTON AVE.</rptOwnerStreet1>
            <rptOwnerStreet2>13TH FLOOR</rptOwnerStreet2>
            <rptOwnerCity>EVANSTON</rptOwnerCity>
            <rptOwnerState>IL</rptOwnerState>
            <rptOwnerZipCode>60201</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>1</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001353085</rptOwnerCik>
            <rptOwnerName>Magnetar Capital Partners LLC</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>1603 ORRINGTON AVE.</rptOwnerStreet1>
            <rptOwnerStreet2>13TH FLOOR</rptOwnerStreet2>
            <rptOwnerCity>EVANSTON</rptOwnerCity>
            <rptOwnerState>IL</rptOwnerState>
            <rptOwnerZipCode>60201</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>1</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001368026</rptOwnerCik>
            <rptOwnerName>Supernova Management LLC</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>1603 ORRINGTON AVENUE, 13TH FLOOR</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>EVANSTON</rptOwnerCity>
            <rptOwnerState>IL</rptOwnerState>
            <rptOwnerZipCode>60201</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>1</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001368027</rptOwnerCik>
            <rptOwnerName>Litowitz Alec N</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O MAGNETAR FINANCIAL LLC</rptOwnerStreet1>
            <rptOwnerStreet2>1603 ORRINGTON AVENUE, 13TH FLOOR</rptOwnerStreet2>
            <rptOwnerCity>EVANSTON</rptOwnerCity>
            <rptOwnerState>IL</rptOwnerState>
            <rptOwnerZipCode>60201</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>1</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2006-06-20</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>P</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>500</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>9.5</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>672685</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See Footnote</value>
                    <footnoteId id="F1"/>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2006-06-20</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>P</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>70</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>9.5</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>672755</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See Footnote</value>
                    <footnoteId id="F1"/>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2006-06-20</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>P</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>60</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>9.5</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>672815</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See Footnote</value>
                    <footnoteId id="F1"/>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2006-06-26</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>S</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>2000</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>8.5</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>670815</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See Footnote</value>
                    <footnoteId id="F1"/>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2006-06-26</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>S</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>2500</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>7.55</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>668315</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See Footnote</value>
                    <footnoteId id="F1"/>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">These shares of the Issuer's common stock, $.05 par value per share (&quot;Shares), are held for the account of Magnetar Capital Master Fund, Ltd., a Cayman Islands exempted company (&quot;Magnetar Capital Master Fund&quot;).  Magnetar Financial LLC, a Delaware limited liability company (&quot;Magnetar Financial&quot;), serves as the Investment Adviser to the Magnetar Capital Master Fund.  Magnetar Capital Partners LP, a Delaware limited partnership (&quot;Magnetar Capital Partners&quot;), serves as the sole member and parent holding company of Magnetar Financial.  Magnetar Financial is a registered investment adviser under Section 203 of the Investment Advisers Act of 1940, as amended.  In such capacity, Magnetar Financial exercises voting and investment power over the Shares held for the account of Magnetar Capital Master Fund. Supernova Management LLC, a Delaware limited liability company (&quot;Supernova&quot;), is the general partner of Magnetar Capital Partners.  The manager o
f Supernova is Mr. Alec N. Litowitz.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>By: /s/ Alec N. Litowitz, as Manager of Supernova Management LLC, as General Partner of Magnetar Capital Partners LP, as Sole Member of Magnetar Financial LLC</signatureName>
        <signatureDate>2006-06-28</signatureDate>
    </ownerSignature>

    <ownerSignature>
        <signatureName>By: /s/ Alec N. Litowitz, as Manager of Supernova Management LLC, as General Partner of Magnetar Capital Partners LP</signatureName>
        <signatureDate>2006-06-28</signatureDate>
    </ownerSignature>

    <ownerSignature>
        <signatureName>By: /s/ Alec N. Litowitz, as Manager of Supernova Management LLC</signatureName>
        <signatureDate>2006-06-28</signatureDate>
    </ownerSignature>

    <ownerSignature>
        <signatureName>/s/ Alec N. Litowitz</signatureName>
        <signatureDate>2006-06-28</signatureDate>
    </ownerSignature>
</ownershipDocument>
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</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
-----END PRIVACY-ENHANCED MESSAGE-----