AMRN Options History — May 2021

In May 2021, AMRN traded between $4.24 and $4.98. ATM implied volatility averaged 69.6%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 25.2% (HV 20d: 44.4%). Max pain ranged from $5.00 to $5.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.32.

Notable Days

  • 2021-05-24: Highest Volume — 6,782 contracts
  • 2021-05-13: Largest IV spike — 53.3% change
  • 2021-05-13: Highest IV Rank — 29.9%
  • 2021-05-14: Largest Expected Move — 26.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.54$4.24$4.98$4.98$4.54
Max Pain$5.08$5.00$5.50$5.50$5.00
ATM IV69.6%44.1%94.4%53.4%86.2%
Expected Move19.9%15.5%26.7%16.8%15.5%
HV 20d44.4%29.8%56.5%55.4%44.0%
HV 60d52.2%51.1%53.9%51.4%51.2%
IV Rank14.4%0.0%29.9%3.6%26.4%
IV Percentile20.9%0.0%69.8%1.6%57.5%
Term Structure2.0%-17.2%47.1%20.9%-8.2%
VWIV71.1%52.9%86.0%60.7%61.9%
Skew 25d-3.5%-23.1%22.5%-17.3%-8.5%
Skew 10d2.2%-40.4%37.1%-15.6%7.6%
Call IV 25d70.4%48.1%97.0%75.9%66.7%
Put IV 25d66.9%47.6%88.8%58.6%58.1%
Bid-Ask Spread %71.4931.67132.44121.3447.07
Gamma HHI0.160.110.270.120.20
Net GEX162.6K122.8K222.6K147.9K222.6K
Net DEX-4.3M-6.1M-2.5M-4.7M-4.8M
Net VEX-188.5K-202.2K-172.1K-194.9K-186.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.080.970.410.23
Total Volume4,618.32,1376,7826,2265,408
Total OI248,083.8229,479257,728245,462240,604

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-05-03$4.98$5.5053.4%16.8%55.4%3.6%60.7%-17.3%20.9%147.9K-4.7M-194.9K0.41121.344,4021,824179,58065,882
2021-05-04$4.80$5.5068.3%18.1%56.1%13.2%61.3%18.3%-17.2%153.7K-5.1M-195.4K0.26123.984,9721,296181,81466,699
2021-05-05$4.69$5.5068.1%18.2%54.8%13.0%59.6%-21.2%-3.5%169.4K-6.1M-202.2K0.51132.443,7991,924183,91367,323
2021-05-06$4.53$5.0062.2%22.0%55.3%9.2%78.5%-17.0%-12.0%159.5K-3.4M-197.8K0.1884.703,772696186,19668,376
2021-05-07$4.61$5.0062.5%19.6%56.4%9.5%74.4%-23.1%-15.5%153.5K-3.9M-200.0K0.1560.353,659538187,30568,064
2021-05-10$4.59$5.0068.5%20.1%56.5%13.3%75.9%-13.7%1.3%171.3K-5.6M-198.2K0.1858.654,894892183,02965,903
2021-05-11$4.60$5.0079.3%22.6%29.8%20.2%76.1%13.0%-14.0%203.9K-5.0M-194.9K0.3557.312,295800184,36265,876
2021-05-12$4.38$5.0061.6%21.1%33.3%8.8%82.7%-22.8%25.7%148.3K-2.9M-186.4K0.0872.274,669374184,67866,301
2021-05-13$4.24$5.0094.4%24.2%34.2%29.9%83.8%17.8%-8.8%142.4K-3.3M-174.6K0.4657.602,9411,366186,36066,370
2021-05-14$4.38$5.0079.6%26.7%36.9%20.4%81.9%7.3%47.1%151.0K-3.5M-181.9K0.2039.744,089798187,47665,384
2021-05-17$4.33$5.0085.1%24.2%36.9%23.9%86.0%-17.9%29.9%145.6K-2.9M-180.5K0.3466.222,845972185,16865,229
2021-05-18$4.58$5.0075.0%22.1%43.0%17.4%77.9%-4.7%-14.6%171.6K-4.3M-186.5K0.2660.825,1481,349186,49865,292
2021-05-19$4.51$5.0070.3%20.2%41.7%14.4%74.3%1.9%-13.2%177.7K-4.8M-189.6K0.9776.072,0041,934189,59665,650
2021-05-20$4.58$5.0072.8%20.9%41.1%16.0%74.0%-4.8%2.8%181.9K-4.4M-183.3K0.6253.361,342835189,97066,717
2021-05-21$4.58$5.0067.2%19.4%41.0%12.5%70.1%-3.1%2.7%143.0K-4.9M-190.2K0.3155.781,985618190,49067,238
2021-05-24$4.42$5.0069.2%16.4%41.7%13.7%52.9%-4.8%2.3%122.8K-2.5M-172.1K0.2869.045,3001,482166,67262,807
2021-05-25$4.38$5.0044.1%17.7%41.6%0.0%58.8%-5.6%26.0%140.2K-4.0M-185.2K0.2089.711,777360170,83663,820
2021-05-26$4.55$5.0053.4%15.6%44.3%5.8%64.8%13.4%-15.3%167.0K-4.9M-188.0K0.1171.625,108564172,32563,462
2021-05-27$4.60$5.0071.4%17.4%44.5%17.1%67.1%22.5%4.3%177.9K-4.6M-182.2K0.2031.672,776559174,66063,751
2021-05-28$4.54$5.0086.2%15.5%44.0%26.4%61.9%-8.5%-8.2%222.6K-4.8M-186.5K0.2347.074,3941,014176,35364,251