An episode with no opening segment lacks an opening credits segment, commonly known as OP. This means that, instead of an opening segment showing up, the main body of the episode plays while the credits show up on the screen, or there aren't opening credits to begin with; whether or not the song plays in the OP is not relevant for this tag.
This tag only applies to anime that ordinarily contain an OP; do not apply to anime that ordinarily do not have an OP.