AMRN Options History — August 2019

In August 2019, AMRN traded between $13.82 and $17.91. ATM implied volatility averaged 63.2%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded below realized volatility by 11.5% (HV 20d: 74.7%). Max pain ranged from $17.00 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.55.

Notable Days

  • 2019-08-09: Highest Volume — 108,634 contracts
  • 2019-08-22: Largest IV spike — 17.8% change
  • 2019-08-27: Highest IV Rank — 21.6%
  • 2019-08-05: Largest Expected Move — 20.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.65$13.82$17.91$17.91$14.98
Max Pain$18.00$17.00$20.00$20.00$17.00
ATM IV63.2%53.8%69.7%56.2%58.8%
Expected Move17.6%15.4%20.5%17.4%16.2%
HV 20d74.7%50.7%86.9%51.2%84.9%
HV 60d67.1%58.9%72.2%59.5%68.2%
IV Rank19.4%16.2%21.6%17.3%16.2%
IV Percentile19.7%1.2%34.9%3.2%11.5%
Term Structure1.3%-5.2%16.1%-3.5%7.1%
VWIV61.6%54.4%72.9%61.1%57.2%
Skew 25d3.5%-1.4%8.8%1.1%4.9%
Skew 10d11.3%-12.7%53.0%10.6%11.9%
Call IV 25d62.0%52.5%69.5%57.1%57.3%
Put IV 25d65.4%57.0%72.3%58.2%62.2%
Bid-Ask Spread %40.138.0873.4230.7936.69
Gamma HHI0.080.070.140.080.14
Net GEX1.8M418.8K3.8M3.1M418.8K
Net DEX-53.5M-136.6M31.9M-103.9M-57.1M
Net VEX-1.2M-1.5M-969.8K-1.4M-1.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.132.720.642.72
Total Volume26,483.54510,039108,63434,56643,884
Total OI581,973.818533,344625,520557,568609,683

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-08-01$17.91$20.0056.2%17.4%51.2%17.3%61.1%1.1%-3.5%3.1M-103.9M-1.4M0.6430.7921,02813,538406,816150,752
2019-08-02$17.32$20.0060.7%18.5%51.4%18.7%65.5%-0.5%-1.6%2.4M-74.5M-1.4M0.3939.6016,8836,573414,019152,108
2019-08-05$16.79$20.0068.5%20.5%51.3%21.2%71.9%2.5%0.3%2.0M-64.7M-1.3M0.7150.7218,93313,409391,291142,053
2019-08-06$17.02$19.0065.8%19.4%50.8%20.3%69.8%2.3%2.2%2.1M-76.2M-1.3M0.1743.5114,1172,393403,658150,313
2019-08-07$16.91$19.0068.3%20.2%50.7%21.1%72.9%2.9%2.5%2.1M-75.2M-1.3M0.8634.849,9708,537408,307150,979
2019-08-08$17.78$19.0065.0%19.1%53.8%20.1%68.0%4.6%4.7%3.8M-136.6M-1.5M0.2441.2219,6354,630414,204151,288
2019-08-09$14.86$19.0059.9%16.4%80.2%18.4%57.4%-1.0%-0.4%843.8K18.5M-1.0M0.418.0876,79331,841420,299153,015
2019-08-12$13.82$18.0068.4%18.5%82.0%21.1%64.6%8.8%-1.5%704.9K31.9M-969.8K0.4723.0426,01312,249425,732158,972
2019-08-13$14.30$18.0067.0%17.7%84.4%20.7%60.9%4.1%-3.8%1.0M13.9M-1.1M0.4436.3211,8735,273438,259158,430
2019-08-14$14.86$18.0064.7%17.9%86.9%20.0%62.2%8.2%-4.3%1.4M-10.9M-1.1M0.3031.3416,8755,059443,988159,953
2019-08-15$14.39$18.0066.8%18.2%79.4%20.6%61.3%2.8%-3.5%1.5M-4.7M-1.1M0.4630.7917,1717,847450,076161,399
2019-08-16$15.16$18.0059.7%16.4%82.2%18.4%57.4%2.3%-3.5%2.1M-27.4M-1.2M0.4632.9021,1849,743460,060165,460
2019-08-19$15.61$17.0057.4%16.1%83.3%17.6%57.1%5.2%16.1%1.7M-68.1M-1.3M0.3952.8414,6165,646410,082150,796
2019-08-20$15.48$17.0064.3%18.2%83.3%19.9%60.1%3.2%-5.2%1.9M-62.7M-1.3M0.1370.4012,2241,622416,821152,574
2019-08-21$16.04$17.0053.8%15.4%83.0%16.5%54.4%4.4%5.9%2.5M-93.9M-1.3M0.2868.7516,1854,549425,493153,615
2019-08-22$15.61$17.0063.4%17.8%83.3%19.6%60.0%-1.1%5.7%2.2M-79.4M-1.3M0.3873.4210,3483,969432,902156,309
2019-08-23$15.22$17.0062.9%17.3%83.5%19.4%58.4%-1.4%8.7%1.7M-64.5M-1.3M0.7655.157,1265,420435,638157,979
2019-08-26$15.18$17.0063.2%16.4%83.6%19.5%57.3%6.2%0.0%1.5M-60.4M-1.2M0.6443.838,3445,319428,341151,867
2019-08-27$14.57$17.0069.7%17.5%83.9%21.6%62.8%1.3%1.0%1.3M-38.0M-1.2M0.3027.5220,1656,015438,432152,791
2019-08-28$15.05$17.0063.2%16.9%84.9%19.5%60.4%8.5%1.3%1.5M-61.1M-1.2M0.3126.297,6812,358442,048155,318
2019-08-29$15.44$17.0061.8%15.7%85.0%19.1%55.6%6.8%-0.4%2.0M-81.6M-1.2M0.6324.729,5476,053446,044155,260
2019-08-30$14.98$17.0058.8%16.2%84.9%16.2%57.2%4.9%7.1%418.8K-57.1M-1.2M2.7236.6911,80532,079449,614160,069