AMRN Options History — March 2019

In March 2019, AMRN traded between $17.40 and $22.55. ATM implied volatility averaged 75.3%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 22.6%. IV traded above realized volatility by 5.2% (HV 20d: 70.1%). Max pain ranged from $14.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.32.

Notable Days

  • 2019-03-04: Highest Volume — 68,103 contracts
  • 2019-03-27: Largest IV spike — 14.1% change
  • 2019-03-06: Highest IV Rank — 27.2%
  • 2019-03-06: Largest Expected Move — 24.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.00$17.40$22.55$22.30$20.76
Max Pain$17.83$14.00$20.00$14.00$19.00
ATM IV75.3%63.6%87.2%82.8%74.4%
Expected Move22.6%20.6%24.7%24.1%22.2%
HV 20d70.1%58.8%76.5%70.5%64.6%
HV 60d76.4%71.4%78.9%78.1%73.8%
IV Rank23.4%19.6%27.2%25.7%23.1%
IV Percentile27.3%17.1%46.4%35.3%24.2%
Term Structure1.7%-8.1%35.0%-2.9%8.4%
VWIV79.1%70.8%86.8%86.4%75.7%
Skew 25d-1.5%-4.5%3.5%-4.5%-4.4%
Skew 10d-3.6%-12.0%13.2%-2.0%-1.7%
Call IV 25d76.9%66.1%89.9%86.2%74.5%
Put IV 25d75.4%63.0%88.1%81.7%70.1%
Bid-Ask Spread %33.7416.9484.5428.9630.92
Gamma HHI0.150.110.560.120.12
Net GEX6.0M2.8M13.7M6.0M6.2M
Net DEX-286.6M-483.9M-89.8M-473.6M-311.3M
Net VEX-1.1M-1.3M-985.2K-1.1M-1.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.150.560.250.17
Total Volume34,982.6678,75168,10360,60059,991
Total OI440,593.333347,870513,865456,542433,671

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-03-01$22.30$14.0082.8%24.1%70.5%25.7%86.4%-4.5%-2.9%6.0M-473.6M-1.1M0.2528.9648,48812,112348,265108,277
2019-03-04$21.39$14.0084.5%24.2%70.8%26.3%70.8%-2.0%-0.8%6.5M-375.4M-1.1M0.1740.0158,3689,735330,29197,750
2019-03-05$22.55$14.5083.2%24.0%69.7%25.9%86.0%-0.6%-2.3%7.4M-483.9M-1.1M0.1541.2947,7647,320357,257104,395
2019-03-06$21.45$15.0087.2%24.7%73.2%27.2%86.8%-2.3%-1.9%7.4M-425.2M-1.2M0.3536.9420,3277,207375,316108,036
2019-03-07$21.30$15.0083.6%24.2%73.5%26.0%84.3%3.5%-2.2%7.6M-416.7M-1.2M0.4743.1012,2885,803383,297110,418
2019-03-08$21.26$15.0081.0%22.4%73.5%25.2%78.8%-1.0%0.5%7.3M-408.4M-1.2M0.3834.3319,8707,495387,065111,185
2019-03-11$21.79$19.0080.5%23.7%72.8%25.0%83.7%-2.3%-0.9%7.6M-446.9M-1.2M0.2316.9421,0524,934373,637103,617
2019-03-12$21.39$19.0082.0%23.4%73.6%25.5%84.6%-1.3%-5.4%8.0M-424.3M-1.2M0.5120.4213,7446,973382,951106,775
2019-03-13$20.35$19.0079.8%23.1%75.6%24.8%81.1%-2.7%-1.4%7.3M-348.6M-1.1M0.3221.1924,5657,820387,261112,871
2019-03-14$20.38$19.0076.1%22.7%74.2%23.6%79.6%-1.0%-2.2%7.3M-345.4M-1.1M0.3620.6415,7975,666394,043115,735
2019-03-15$20.11$19.0072.8%21.9%74.5%22.6%77.6%-1.7%-8.1%13.7M-331.6M-1.1M0.2233.5040,7488,976397,341116,524
2019-03-18$19.37$19.0072.1%21.4%76.1%22.3%76.9%-1.6%-0.2%4.2M-174.2M-1.1M0.3935.2327,40310,577269,12678,744
2019-03-19$18.96$19.0065.7%21.3%76.5%20.3%73.9%-3.3%-1.2%4.1M-155.3M-1.1M0.4530.5926,94111,998283,22486,100
2019-03-20$18.95$20.0065.1%20.7%76.2%20.1%74.0%-1.7%3.7%3.9M-152.2M-1.1M0.4836.4820,6559,821292,12993,088
2019-03-21$18.72$20.0063.8%20.6%76.4%19.7%74.1%-2.9%2.1%3.8M-143.6M-1.1M0.5626.0915,3788,640302,65595,008
2019-03-22$17.55$19.0063.6%21.1%61.1%19.6%75.4%0.4%2.2%2.8M-89.8M-1.0M0.4242.1925,03710,440308,45997,080
2019-03-25$17.40$19.0066.2%20.6%61.1%20.4%74.1%-3.0%6.7%2.9M-94.8M-985.2K0.1725.6814,4322,407297,16490,702
2019-03-26$17.41$19.0066.2%21.1%60.2%20.5%73.8%1.9%8.1%3.1M-99.2M-993.7K0.3629.256,4232,328305,74291,452
2019-03-27$18.09$19.0075.5%23.1%58.8%23.4%82.2%1.3%35.0%3.8M-148.2M-1.1M0.1784.5423,3494,066308,39692,255
2019-03-28$18.55$19.0074.8%23.3%58.8%23.2%80.8%-3.0%-2.8%4.7M-169.3M-1.2M0.1730.2040,7046,994320,13795,021
2019-03-29$20.76$19.0074.4%22.2%64.6%23.1%75.7%-4.4%8.4%6.2M-311.3M-1.3M0.1730.9251,1908,801335,34898,323