AMRN Options History — May 2019

In May 2019, AMRN traded between $16.32 and $19.05. ATM implied volatility averaged 64.7%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 18.2%. IV traded above realized volatility by 20.7% (HV 20d: 44.0%). Max pain ranged from $18.00 to $19.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.40.

Notable Days

  • 2019-05-29: Highest Volume — 84,149 contracts
  • 2019-05-14: Largest IV drop — 12.3% change
  • 2019-05-13: Highest IV Rank — 23.0%
  • 2019-05-13: Largest Expected Move — 20.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.50$16.32$19.05$17.66$17.79
Max Pain$18.14$18.00$19.00$19.00$18.00
ATM IV64.7%59.2%74.1%64.4%59.2%
Expected Move18.2%16.6%20.9%18.2%17.1%
HV 20d44.0%34.8%64.3%36.3%63.3%
HV 60d56.5%49.4%59.8%58.8%53.5%
IV Rank20.0%18.2%23.0%19.9%18.2%
IV Percentile7.7%1.6%16.7%8.7%1.6%
Term Structure0.3%-3.3%4.6%1.3%-0.8%
VWIV64.9%59.8%75.3%64.9%61.2%
Skew 25d-1.2%-10.1%5.8%-0.3%0.8%
Skew 10d1.6%-17.2%27.6%16.1%-3.9%
Call IV 25d65.7%59.3%73.0%64.2%60.8%
Put IV 25d64.5%60.7%71.5%63.9%61.5%
Bid-Ask Spread %27.195.4557.938.2311.08
Gamma HHI0.110.090.160.090.15
Net GEX2.8M1.5M6.5M2.4M4.4M
Net DEX-97.8M-198.4M-58.2M-99.1M-106.3M
Net VEX-1.1M-1.2M-1.0M-1.2M-1.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.181.060.290.34
Total Volume25,830.5918,47084,14937,04726,508
Total OI449,119.227401,420494,047436,340494,047

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-05-01$17.66$19.0064.4%18.2%36.3%19.9%64.9%-0.3%1.3%2.4M-99.1M-1.2M0.298.2328,6628,385320,683115,657
2019-05-02$18.09$19.0061.2%17.0%37.7%18.8%61.4%-0.1%1.3%2.7M-118.2M-1.2M0.387.1621,7498,234325,498119,012
2019-05-03$18.10$19.0062.0%16.9%35.0%19.1%59.8%-0.7%0.8%2.9M-115.9M-1.2M0.505.4517,3788,699332,196121,169
2019-05-06$18.14$18.0061.9%18.4%34.8%19.1%62.6%5.8%-0.4%3.1M-118.7M-1.2M0.3014.829,5252,832316,953113,622
2019-05-07$17.41$18.0066.3%18.5%37.2%20.5%64.8%-1.3%-1.4%2.4M-89.9M-1.1M0.4518.2210,6694,830323,559115,498
2019-05-08$17.41$18.0064.1%18.2%36.8%19.8%64.3%-2.3%2.6%2.3M-88.8M-1.1M0.5011.8913,4646,779326,079119,059
2019-05-09$17.32$18.0066.4%19.1%35.9%20.5%65.4%-7.7%-0.8%2.0M-83.3M-1.1M0.3032.5720,4266,130333,332122,159
2019-05-10$17.35$18.0072.1%20.2%34.8%22.3%73.1%-6.3%-1.3%2.5M-95.8M-1.2M0.2357.9327,8436,315341,079124,503
2019-05-13$16.32$18.0074.1%20.9%40.2%23.0%75.3%1.7%0.5%1.5M-58.2M-1.0M0.3247.1612,0343,839325,030118,317
2019-05-14$16.81$18.0065.0%17.9%41.1%20.1%64.8%2.7%-2.9%1.7M-65.6M-1.1M0.2542.7413,8673,410339,134124,702
2019-05-15$16.89$18.0067.5%18.1%41.2%20.9%63.7%-1.1%-2.3%1.7M-68.3M-1.1M0.4743.905,7732,697342,520124,325
2019-05-16$17.37$18.0066.0%18.0%41.8%20.4%64.5%3.0%-3.3%2.4M-88.7M-1.1M0.3136.099,5132,932345,193124,698
2019-05-17$17.80$18.0064.3%18.1%42.6%19.8%66.2%-10.1%-0.6%4.1M-117.3M-1.2M0.3844.0113,8135,299348,839124,665
2019-05-20$16.88$18.0066.8%18.9%46.3%20.6%66.7%-1.3%1.8%2.0M-75.9M-1.1M1.0632.359,44410,022294,166107,254
2019-05-21$17.21$18.0063.9%18.4%46.8%19.7%65.4%1.3%3.9%2.1M-82.1M-1.1M0.8345.458,6167,146300,713116,117
2019-05-22$17.53$18.0062.2%17.8%47.1%19.2%62.9%-0.2%1.7%2.5M-94.0M-1.1M0.4129.518,5773,497305,107120,861
2019-05-23$17.14$18.0065.8%18.7%45.8%20.3%67.5%-0.6%4.6%2.0M-77.4M-1.1M0.2937.4210,5953,031308,374121,694
2019-05-24$17.61$18.0063.5%18.1%46.9%19.6%65.1%-2.1%0.8%2.7M-104.2M-1.1M0.1826.0347,5558,684313,434122,656
2019-05-28$16.95$18.0066.8%18.3%48.3%20.7%65.6%-4.9%-0.2%2.0M-67.6M-1.0M0.3624.6622,1047,910327,034119,960
2019-05-29$19.05$18.0061.0%18.0%64.3%18.8%63.0%-2.8%0.2%6.5M-198.4M-1.2M0.3210.9563,59320,556334,992126,020
2019-05-30$18.20$18.0059.4%16.6%63.3%18.3%60.0%-1.0%1.7%4.9M-137.8M-1.2M0.2910.5027,3827,956345,636135,077
2019-05-31$17.79$18.0059.2%17.1%63.3%18.2%61.2%0.8%-0.8%4.4M-106.3M-1.2M0.3411.0819,7936,715352,879141,168