AMRN Options History — April 2021

In April 2021, AMRN traded between $4.95 and $6.47. ATM implied volatility averaged 82.4%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 22.1%. IV traded above realized volatility by 25.8% (HV 20d: 56.6%). Max pain ranged from $5.50 to $6.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.33.

Notable Days

  • 2021-04-13: Highest Volume — 29,319 contracts
  • 2021-04-16: Largest IV spike — 31.7% change
  • 2021-04-05: Highest IV Rank — 32.2%
  • 2021-04-05: Largest Expected Move — 26.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.46$4.95$6.47$6.45$5.09
Max Pain$5.93$5.50$6.00$6.00$5.50
ATM IV82.4%60.3%98.0%87.9%60.3%
Expected Move22.1%12.8%26.4%19.3%12.8%
HV 20d56.6%43.8%65.0%51.7%55.6%
HV 60d60.5%51.6%66.3%63.3%51.6%
IV Rank22.2%8.0%32.2%25.7%8.0%
IV Percentile39.8%5.6%69.4%54.0%5.6%
Term Structure-0.7%-31.1%34.3%-5.7%4.0%
VWIV82.9%69.5%95.1%71.0%69.5%
Skew 25d-8.9%-27.9%8.0%6.1%-10.4%
Skew 10d-14.8%-42.6%16.4%-39.4%10.0%
Call IV 25d86.5%65.3%106.1%81.4%75.8%
Put IV 25d77.5%61.5%102.0%87.4%65.4%
Bid-Ask Spread %71.0629.19119.5029.19119.50
Gamma HHI0.140.120.250.250.12
Net GEX371.9K198.7K1.0M1.0M198.7K
Net DEX-19.9M-38.5M-10.8M-38.5M-10.8M
Net VEX-236.7K-277.3K-214.4K-277.3K-220.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.160.560.200.40
Total Volume9,022.5712,53729,31910,7646,397
Total OI255,828.571226,946285,040271,259255,799

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-04-01$6.45$6.0087.9%19.3%51.7%25.7%71.0%6.1%-5.7%1.0M-38.5M-277.3K0.2029.199,0021,762214,89756,362
2021-04-05$6.47$6.0098.0%26.4%50.7%32.2%90.8%-13.7%3.3%606.7K-37.7M-272.2K0.3163.898,7442,714202,38354,800
2021-04-06$6.39$6.0080.7%25.4%50.5%21.1%95.1%-7.8%-25.0%583.3K-35.4M-273.4K0.2057.706,0451,227204,38957,338
2021-04-07$6.09$6.0080.8%21.4%47.9%21.2%82.4%-10.8%-28.7%454.0K-29.3M-254.4K0.3859.063,8761,486206,43657,636
2021-04-08$5.99$6.0071.3%22.8%47.8%15.1%81.9%-10.9%34.3%436.5K-27.6M-253.3K0.1864.992,141396208,36958,095
2021-04-09$5.92$6.0081.3%24.7%44.5%21.5%84.2%-6.9%8.6%402.7K-24.8M-253.6K0.2857.742,575734208,81358,442
2021-04-12$5.86$6.0089.9%22.2%43.8%27.0%78.2%-10.9%-10.4%310.6K-23.8M-240.6K0.3258.645,2371,653202,29856,769
2021-04-13$5.09$6.0096.9%22.9%64.7%31.5%87.0%-8.7%-22.6%259.0K-15.3M-218.0K0.4351.8220,5478,772204,10557,754
2021-04-14$5.12$6.0097.7%21.9%65.0%32.0%87.8%-18.3%-31.1%321.6K-15.3M-220.5K0.1874.755,5481,014216,67962,830
2021-04-15$5.03$6.0067.5%22.7%63.2%12.6%86.7%-27.4%22.7%286.8K-13.1M-214.4K0.5378.458,5654,520218,09061,855
2021-04-16$5.06$6.0088.9%23.0%62.0%26.3%82.9%-17.1%-9.5%281.3K-15.8M-224.4K0.4076.488,7623,496220,98764,053
2021-04-19$5.04$6.0080.3%23.1%61.4%20.9%83.8%-11.8%7.0%289.4K-14.5M-222.0K0.5277.166,9323,575171,26755,679
2021-04-20$4.95$6.0088.4%25.5%61.4%26.0%91.8%-15.7%15.0%271.2K-14.0M-222.5K0.3866.424,9011,854175,59357,868
2021-04-21$5.08$6.0087.1%25.0%62.4%25.2%88.9%-27.9%-11.7%301.8K-14.6M-228.1K0.4070.745,8692,326177,89859,401
2021-04-22$5.20$6.0073.3%21.5%61.3%16.4%80.0%-0.8%-7.0%389.5K-16.4M-239.5K0.1879.788,9361,597180,45461,025
2021-04-23$5.13$6.0076.5%19.8%60.6%18.4%77.3%-10.3%28.4%265.5K-12.8M-219.9K0.2438.884,7951,174184,78461,987
2021-04-26$5.20$6.0093.9%22.3%59.8%29.6%83.9%2.6%-2.0%302.2K-16.3M-241.6K0.4093.106,3042,515176,88861,084
2021-04-27$5.13$6.0084.6%21.7%59.6%23.6%76.0%0.4%-11.9%279.8K-13.6M-225.4K0.3475.043,8481,323180,22062,977
2021-04-28$5.18$5.5078.4%22.4%57.0%19.6%82.8%8.0%21.7%298.0K-13.7M-223.5K0.1689.805,101820182,42163,922
2021-04-29$5.22$5.5066.6%17.9%57.3%12.0%78.4%4.4%6.3%255.8K-14.7M-227.0K0.56109.127,9354,456185,01564,738
2021-04-30$5.09$5.5060.3%12.8%55.6%8.0%69.5%-10.4%4.0%198.7K-10.8M-220.0K0.40119.504,5561,841187,74968,050