AMRN Options History — February 2019

In February 2019, AMRN traded between $16.14 and $21.24. ATM implied volatility averaged 83.9%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 24.0%. IV traded above realized volatility by 24.7% (HV 20d: 59.2%). Max pain ranged from $14.00 to $14.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.35.

Notable Days

  • 2019-02-22: Highest Volume — 163,082 contracts
  • 2019-02-04: Largest IV drop — 10.8% change
  • 2019-02-26: Highest IV Rank — 28.5%
  • 2019-02-22: Largest Expected Move — 27.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.83$16.14$21.24$16.86$20.45
Max Pain$14.00$14.00$14.00$14.00$14.00
ATM IV83.9%77.7%91.4%89.1%83.9%
Expected Move24.0%21.5%27.9%23.6%24.0%
HV 20d59.2%40.9%87.1%85.9%65.4%
HV 60d85.9%75.7%99.0%98.8%76.4%
IV Rank26.1%24.1%28.5%27.8%26.1%
IV Percentile37.1%27.0%50.0%45.6%37.3%
Term Structure-0.9%-5.6%6.5%-1.1%0.2%
VWIV87.2%78.1%100.0%88.6%90.4%
Skew 25d-3.5%-11.6%6.2%4.5%-10.1%
Skew 10d-6.7%-20.0%31.2%31.2%-7.6%
Call IV 25d88.5%81.9%101.1%84.6%92.3%
Put IV 25d85.1%77.8%92.7%89.1%82.2%
Bid-Ask Spread %43.2436.0254.0252.4940.34
Gamma HHI0.110.100.140.110.12
Net GEX4.0M2.7M7.5M3.1M7.5M
Net DEX-211.1M-394.5M-134.0M-166.8M-349.4M
Net VEX-857.5K-1.1M-774.7K-840.5K-1.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.090.650.240.58
Total Volume31,982.57910,064163,08218,75424,031
Total OI393,766.789338,440451,061381,917451,061

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-02-01$16.86$14.0089.1%23.6%85.9%27.8%88.6%4.5%-1.1%3.1M-166.8M-840.5K0.2452.4915,0773,677288,39893,519
2019-02-04$16.24$14.0079.5%23.1%87.1%24.7%85.6%4.5%1.9%2.7M-138.7M-774.7K0.3036.0213,8884,114281,01388,049
2019-02-05$16.14$14.0082.7%23.9%85.4%25.7%88.7%2.2%0.4%2.8M-137.9M-783.6K0.3043.979,8603,004288,37591,494
2019-02-06$16.21$14.0085.9%23.7%85.2%26.7%84.8%-1.9%-5.6%2.9M-136.5M-788.8K0.6538.426,1093,955290,34893,144
2019-02-07$16.16$14.0083.7%23.8%78.5%26.0%85.5%0.8%0.7%2.7M-134.0M-779.0K0.4442.088,0123,546292,28595,434
2019-02-08$16.85$14.0081.6%23.0%44.5%25.4%84.0%-1.9%-1.0%3.0M-163.1M-804.4K0.4136.4519,5167,923296,39895,993
2019-02-11$16.87$14.0080.7%23.0%44.1%25.1%81.2%-4.4%-1.9%3.4M-166.2M-782.1K0.2854.0214,8654,104295,14895,630
2019-02-12$17.66$14.0083.0%23.7%44.7%25.8%84.8%-6.5%-3.4%4.7M-212.5M-830.0K0.3939.7720,5747,960302,24399,165
2019-02-13$17.10$14.0082.3%23.6%42.2%25.6%85.5%-7.8%0.1%4.2M-182.3M-810.6K0.3948.4810,7724,186309,840105,175
2019-02-14$17.40$14.0081.8%23.5%42.2%25.4%86.4%-10.5%-1.8%4.6M-202.0M-824.6K0.3842.4812,4574,722310,387106,243
2019-02-15$17.62$14.0077.7%21.9%41.2%24.1%79.6%-10.8%6.5%2.8M-215.7M-830.0K0.2639.6322,1475,665315,604108,982
2019-02-19$17.45$14.0083.6%23.9%41.4%26.0%85.4%-3.9%-3.2%3.1M-166.8M-798.3K0.3437.2920,8687,016258,97579,465
2019-02-20$17.18$14.0081.3%22.3%40.9%25.3%81.2%-3.0%-1.2%3.1M-152.1M-798.9K0.4739.7314,5396,802271,01386,389
2019-02-21$17.36$14.0082.1%21.5%40.9%25.5%78.1%-3.4%-1.4%3.5M-159.2M-818.8K0.4248.7113,9565,812276,96090,137
2019-02-22$19.96$14.0087.0%27.9%64.6%27.1%99.9%-11.6%-0.6%4.0M-300.8M-909.5K0.0953.03149,03114,051282,45491,312
2019-02-25$19.74$14.0089.1%27.0%63.9%27.8%100.0%6.2%1.2%5.3M-307.1M-998.4K0.2448.4521,5955,269317,89491,646
2019-02-26$20.20$14.0091.4%27.8%63.0%28.5%99.3%-1.6%-3.4%5.2M-324.3M-1.0M0.1540.5345,1666,653316,44995,192
2019-02-27$21.24$14.0087.8%24.7%63.3%27.4%87.6%-6.9%-3.7%6.8M-394.5M-1.1M0.2639.7253,01613,731331,97897,777
2019-02-28$20.45$14.0083.9%24.0%65.4%26.1%90.4%-10.1%0.2%7.5M-349.4M-1.1M0.5840.3415,2078,824345,314105,747