AMRN Options History — April 2019

In April 2019, AMRN traded between $17.82 and $20.45. ATM implied volatility averaged 77.8%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 22.2%. IV traded above realized volatility by 22.6% (HV 20d: 55.2%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.39.

Notable Days

  • 2019-04-24: Highest Volume — 68,041 contracts
  • 2019-04-02: Largest IV spike — 10.8% change
  • 2019-04-02: Highest IV Rank — 26.6%
  • 2019-04-02: Largest Expected Move — 24.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.04$17.82$20.45$20.12$18.65
Max Pain$19.00$19.00$19.00$19.00$19.00
ATM IV77.8%72.0%85.4%77.0%72.9%
Expected Move22.2%20.5%24.1%21.3%22.6%
HV 20d55.2%32.1%63.9%63.9%32.1%
HV 60d62.5%58.2%73.9%73.9%58.2%
IV Rank24.2%22.3%26.6%23.9%22.6%
IV Percentile25.8%15.5%44.8%27.0%15.9%
Term Structure-1.7%-8.2%3.7%1.4%-0.6%
VWIV79.5%74.3%85.7%76.9%79.9%
Skew 25d-1.7%-9.0%5.5%5.5%2.4%
Skew 10d-3.3%-25.3%9.9%-10.0%6.8%
Call IV 25d80.8%70.1%92.7%79.3%70.1%
Put IV 25d79.1%72.5%97.5%84.8%72.5%
Bid-Ask Spread %29.729.4040.4229.3113.55
Gamma HHI0.120.070.170.130.09
Net GEX4.8M1.5M7.4M6.9M3.6M
Net DEX-173.0M-274.9M-91.8M-243.3M-158.1M
Net VEX-1.2M-1.3M-990.2K-1.3M-1.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.390.140.990.360.46
Total Volume27,061.95210,31868,04125,15945,870
Total OI421,248.048330,584458,991416,044417,827

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-04-01$20.12$19.0077.0%21.3%63.9%23.9%76.9%5.5%1.4%6.9M-243.3M-1.3M0.3629.3118,4366,723323,04193,003
2019-04-02$20.34$19.0085.4%24.1%60.7%26.6%85.7%4.7%-1.4%6.4M-265.2M-1.3M0.1628.4430,6584,929330,13596,810
2019-04-03$20.45$19.0079.3%23.4%58.4%24.6%82.6%1.1%-1.3%7.4M-274.9M-1.3M0.2331.1814,7563,390342,73699,477
2019-04-04$19.57$19.0085.2%24.0%60.2%26.5%83.7%-7.1%-1.1%6.5M-218.1M-1.2M0.2825.3518,1405,122345,531100,204
2019-04-05$19.70$19.0080.3%22.5%60.3%25.0%81.8%-9.0%-2.9%6.8M-222.3M-1.3M0.3132.1319,7136,104349,784103,507
2019-04-08$19.51$19.0081.9%22.8%59.4%25.5%82.1%-4.4%-2.8%6.3M-206.3M-1.2M0.3831.4511,6914,463332,28496,239
2019-04-09$19.12$19.0080.0%22.5%59.5%24.9%79.8%-4.6%-0.1%6.0M-178.5M-1.2M0.4937.5710,1655,002338,17598,904
2019-04-10$19.45$19.0078.7%21.7%57.6%24.5%79.1%-3.6%-3.3%6.7M-193.5M-1.2M0.5430.1612,6466,891340,907102,331
2019-04-11$18.87$19.0079.3%22.2%58.4%24.6%80.3%-2.5%-1.8%5.5M-157.2M-1.1M0.3139.1214,0324,289345,645106,809
2019-04-12$18.90$19.0075.0%21.0%58.3%23.3%75.4%-1.1%-2.3%5.6M-145.1M-1.1M0.3040.4218,6605,507348,044109,211
2019-04-15$18.31$19.0072.0%20.5%57.9%22.3%74.3%-1.8%-4.8%4.2M-109.2M-1.0M0.2535.858,2502,068336,420104,555
2019-04-16$18.30$19.0072.2%20.6%57.5%22.4%76.6%-2.3%-0.4%3.7M-105.2M-1.0M0.3926.2914,7145,803339,763105,349
2019-04-17$17.82$19.0075.9%21.8%58.2%23.6%80.5%-4.1%1.6%2.6M-91.8M-990.2K0.3839.1018,6777,068347,147105,577
2019-04-18$18.02$19.0080.0%22.9%58.3%24.9%83.3%-6.0%0.6%1.5M-100.3M-1.0M0.5939.2617,62210,389351,900107,091
2019-04-22$18.16$19.0076.1%22.1%53.4%23.6%77.8%1.5%-2.2%2.1M-116.9M-1.0M0.3438.6211,2193,787248,89181,693
2019-04-23$18.34$19.0076.5%21.7%53.3%23.8%75.5%-2.0%-2.7%2.4M-125.0M-1.0M0.4822.478,4664,076255,72784,826
2019-04-24$18.55$19.0081.3%22.2%53.4%25.3%78.0%1.8%-8.2%2.9M-135.3M-1.1M0.1432.4359,8278,214259,25786,237
2019-04-25$19.14$19.0077.4%23.1%52.9%24.0%82.6%-2.1%-3.9%4.7M-198.3M-1.2M0.5919.8727,76616,355303,84489,370
2019-04-26$19.38$19.0074.2%21.6%52.3%23.0%76.0%-1.0%-2.8%4.7M-208.2M-1.3M0.9922.2627,38627,195315,71698,472
2019-04-29$19.21$19.0072.4%22.0%32.3%22.4%77.5%-1.8%3.7%3.8M-180.5M-1.3M0.239.4018,0984,134298,425105,345
2019-04-30$18.65$19.0072.9%22.6%32.1%22.6%79.9%2.4%-0.6%3.6M-158.1M-1.3M0.4613.5531,52014,350308,921108,906