AMRN Options History — June 2019

In June 2019, AMRN traded between $17.38 and $19.44. ATM implied volatility averaged 57.5%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 0.5% (HV 20d: 57.0%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.50.

Notable Days

  • 2019-06-20: Highest Volume — 41,896 contracts
  • 2019-06-04: Largest IV drop — 3.3% change
  • 2019-06-03: Highest IV Rank — 18.9%
  • 2019-06-03: Largest Expected Move — 17.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.40$17.38$19.44$17.52$19.30
Max Pain$19.70$18.00$20.00$18.00$20.00
ATM IV57.5%55.0%61.3%61.3%58.3%
Expected Move16.5%15.7%17.9%17.9%15.7%
HV 20d57.0%36.0%63.8%63.5%36.2%
HV 60d51.8%46.4%53.9%53.5%47.1%
IV Rank17.7%16.9%18.9%18.9%17.9%
IV Percentile3.0%1.2%6.7%3.2%6.0%
Term Structure2.1%-1.8%11.7%-1.8%8.6%
VWIV58.2%55.7%65.0%65.0%55.7%
Skew 25d0.5%-1.6%3.0%0.4%3.0%
Skew 10d-0.3%-12.9%4.4%3.7%3.4%
Call IV 25d58.0%54.5%62.2%62.2%54.5%
Put IV 25d58.5%55.4%62.6%62.6%57.6%
Bid-Ask Spread %23.938.8866.9810.1746.67
Gamma HHI0.180.110.720.120.17
Net GEX5.5M1.9M28.1M2.5M3.5M
Net DEX-142.2M-222.4M-91.2M-91.2M-179.2M
Net VEX-1.2M-1.2M-1.1M-1.2M-1.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.161.000.340.50
Total Volume20,793.8510,37241,89616,46019,427
Total OI465,393.7376,608520,079460,620408,387

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-06-03$17.52$18.0061.3%17.9%63.5%18.9%65.0%0.4%-1.8%2.5M-91.2M-1.2M0.3410.1712,2704,190328,644131,976
2019-06-04$17.80$18.0059.3%17.0%63.8%18.2%61.1%-0.5%-0.9%3.1M-108.2M-1.2M0.338.8814,6244,820333,101132,192
2019-06-05$17.38$18.0058.9%17.3%62.6%18.1%62.9%0.1%0.2%2.8M-93.0M-1.2M1.0014.0011,89011,902342,366133,597
2019-06-06$17.74$20.0058.4%17.4%63.1%18.0%59.7%0.2%-1.1%3.4M-105.9M-1.2M0.7812.159,1887,162346,804139,999
2019-06-07$18.18$20.0057.0%16.8%63.6%17.5%59.3%-1.0%1.2%4.6M-138.8M-1.2M0.3316.5418,5296,051348,668140,550
2019-06-10$18.14$20.0058.2%16.7%63.6%17.9%58.5%0.7%0.4%3.8M-131.1M-1.2M0.2713.9910,0852,721341,420134,557
2019-06-11$17.98$20.0056.9%16.6%59.2%17.5%58.5%-0.8%0.9%3.7M-120.3M-1.2M0.3512.1210,3123,647346,903136,437
2019-06-12$17.82$20.0056.7%16.1%58.7%17.4%56.5%-1.6%-0.7%3.4M-109.4M-1.1M0.5212.656,8023,570352,538138,518
2019-06-13$18.62$20.0055.1%16.2%60.4%16.9%56.9%0.7%1.2%5.7M-161.0M-1.2M0.4610.5412,3185,643353,881139,596
2019-06-14$18.12$20.0055.0%15.9%60.8%16.9%56.0%-0.3%0.7%4.3M-125.3M-1.2M0.3418.3016,2245,465357,240141,841
2019-06-17$18.80$20.0056.1%16.2%61.6%17.2%57.2%0.6%1.2%5.4M-169.2M-1.2M0.1612.1331,2754,960345,737135,281
2019-06-18$19.34$20.0055.4%15.9%58.5%17.0%57.3%2.6%2.6%7.8M-213.9M-1.2M0.4115.4815,9566,569359,278136,259
2019-06-19$19.44$20.0056.6%16.2%58.3%17.4%56.9%2.3%0.4%8.8M-222.4M-1.2M0.6916.4812,2268,477365,169138,297
2019-06-20$19.36$20.0057.9%16.6%58.2%17.8%57.9%-0.2%-1.3%8.7M-210.3M-1.2M0.5612.9626,81815,078367,282141,969
2019-06-21$18.99$20.0057.3%16.3%58.0%17.6%58.6%0.3%0.3%28.1M-181.7M-1.2M0.6520.9617,73311,488375,828144,251
2019-06-24$18.38$20.0058.0%16.8%58.9%17.8%57.6%1.7%6.4%2.3M-121.7M-1.1M0.6866.9812,9078,722269,635106,973
2019-06-25$18.16$20.0058.6%16.3%57.2%18.0%56.7%-0.4%4.9%1.9M-107.4M-1.1M0.5257.1612,4866,547276,587113,390
2019-06-26$18.28$20.0056.8%16.1%38.6%17.5%56.5%1.7%6.6%2.3M-116.9M-1.1M0.5751.609,0195,172282,472116,604
2019-06-27$18.72$20.0058.5%15.7%36.0%18.0%55.9%1.3%11.7%3.4M-138.0M-1.2M0.5348.778,9084,696285,491118,156
2019-06-28$19.30$20.0058.3%15.7%36.2%17.9%55.7%3.0%8.6%3.5M-179.2M-1.2M0.5046.6712,9416,486289,037119,350