AMRN Options History — January 2019

In January 2019, AMRN traded between $12.62 and $18.35. ATM implied volatility averaged 83.1%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 22.5%. IV traded below realized volatility by 8.9% (HV 20d: 91.9%). Max pain ranged from $14.00 to $14.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.35.

Notable Days

  • 2019-01-10: Highest Volume — 89,101 contracts
  • 2019-01-10: Largest IV spike — 33.1% change
  • 2019-01-11: Highest IV Rank — 32.1%
  • 2019-01-10: Largest Expected Move — 26.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.22$12.62$18.35$12.94$17.53
Max Pain$14.00$14.00$14.00$14.00$14.00
ATM IV83.1%72.1%102.7%86.5%84.0%
Expected Move22.5%20.3%26.2%25.1%24.6%
HV 20d91.9%72.2%108.3%72.5%84.9%
HV 60d98.0%90.7%100.8%95.1%98.6%
IV Rank25.8%22.3%32.1%26.9%26.2%
IV Percentile37.9%27.0%60.7%44.0%36.9%
Term Structure-2.7%-29.7%10.1%-6.3%-0.6%
VWIV82.4%72.1%98.8%88.8%87.1%
Skew 25d1.2%-30.6%24.3%4.7%-4.3%
Skew 10d0.3%-109.2%69.7%69.7%-9.5%
Call IV 25d88.0%62.3%167.0%90.9%92.6%
Put IV 25d89.2%72.9%160.0%95.6%88.2%
Bid-Ask Spread %33.8412.3661.6017.2435.52
Gamma HHI0.110.090.170.100.12
Net GEX2.8M899.4K5.1M899.4K3.9M
Net DEX-166.0M-327.0M-32.2M-32.2M-204.8M
Net VEX-676.3K-894.1K-407.8K-407.8K-894.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.130.740.210.33
Total Volume33,126.1435,33189,10132,79125,701
Total OI456,329.905278,134589,448478,918370,849

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-01-02$12.94$14.0086.5%25.1%72.5%26.9%88.8%4.7%-6.3%899.4K-32.2M-407.8K0.2117.2427,0725,719307,773171,145
2019-01-03$12.62$14.0092.2%23.7%72.2%28.7%98.8%18.0%-14.9%1.0M-42.7M-454.9K0.3032.6416,3964,992323,474172,148
2019-01-04$13.18$14.0087.8%23.3%75.1%27.3%80.9%14.7%-4.0%1.2M-51.9M-473.1K0.4842.5520,5299,915329,758172,713
2019-01-07$13.98$14.0074.6%20.3%75.3%23.1%84.6%2.8%-2.3%1.6M-69.4M-478.7K0.7418.065,1043,763332,475175,863
2019-01-08$13.89$14.0074.7%20.3%75.2%23.2%72.1%24.3%-7.4%1.9M-62.8M-473.3K0.3912.3621,5358,365336,325175,508
2019-01-09$15.30$14.0072.1%21.0%83.1%22.3%74.6%7.0%-2.7%2.6M-130.5M-563.0K0.3423.6733,35611,364347,472178,152
2019-01-10$18.35$14.0096.0%26.2%106.1%30.0%89.6%-30.6%-10.1%3.7M-327.0M-791.0K0.1661.6076,75612,345361,739180,926
2019-01-11$17.96$14.00102.7%24.2%106.3%32.1%89.3%-7.0%-29.7%5.1M-307.5M-821.0K0.3549.2635,26512,215385,482185,241
2019-01-14$17.20$14.0087.5%24.5%107.5%27.3%87.6%-2.2%-2.8%4.0M-235.8M-753.1K0.1941.7320,2033,886381,908177,260
2019-01-15$16.35$14.0073.9%21.2%108.3%22.9%76.5%-1.9%0.8%3.4M-177.9M-677.0K0.1850.1324,2054,463392,094179,726
2019-01-16$16.64$14.0073.7%21.1%107.2%22.8%82.6%-3.0%0.0%2.9M-185.9M-685.0K0.4537.9710,4944,766393,701180,067
2019-01-17$17.13$14.0081.7%23.6%106.1%25.4%82.9%-0.2%-6.9%3.7M-220.5M-724.2K0.1448.3944,3326,044394,926180,879
2019-01-18$17.12$14.0075.6%21.0%106.1%23.5%74.4%-3.3%8.4%2.6M-222.1M-716.9K0.3153.4120,4026,418405,803183,645
2019-01-22$17.52$14.0084.1%22.8%106.0%26.2%81.7%-2.9%4.2%2.7M-179.5M-722.5K0.1345.1735,7494,718224,00354,131
2019-01-23$17.70$14.0079.1%21.5%95.6%24.6%76.6%-0.8%7.9%3.2M-200.8M-750.1K0.1538.5740,6826,059240,89457,627
2019-01-24$17.70$14.0083.1%22.3%92.3%25.9%85.1%-0.1%10.1%4.1M-199.9M-769.2K0.6732.3116,06010,757249,12361,302
2019-01-25$17.28$14.0080.7%20.9%87.4%25.1%74.2%-1.5%9.5%2.7M-174.8M-738.4K0.2912.8929,6278,576251,58169,396
2019-01-28$16.85$14.0089.3%22.8%87.7%27.8%84.7%4.0%-13.0%2.6M-154.1M-734.8K0.7217.163,1052,226241,16265,713
2019-01-29$16.44$14.0080.1%20.8%87.6%24.9%74.0%5.8%1.7%2.5M-139.1M-738.8K0.5319.9726,54913,969252,81679,062
2019-01-30$16.95$14.0085.0%22.4%87.6%26.5%85.5%1.1%1.1%2.9M-166.1M-834.6K0.2020.1018,3223,645269,27689,790
2019-01-31$17.53$14.0084.0%24.6%84.9%26.2%87.1%-4.3%-0.6%3.9M-204.8M-894.1K0.3335.5219,2756,426280,25190,598