AMRN Options History — June 2021

In June 2021, AMRN traded between $4.40 and $4.97. ATM implied volatility averaged 68.5%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded above realized volatility by 27.8% (HV 20d: 40.7%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.24.

Notable Days

  • 2021-06-21: Highest Volume — 21,767 contracts
  • 2021-06-21: Largest IV spike — 52.5% change
  • 2021-06-21: Highest IV Rank — 36.9%
  • 2021-06-04: Largest Expected Move — 24.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.71$4.40$4.97$4.59$4.40
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV68.5%55.4%103.1%55.4%61.1%
Expected Move18.7%13.6%24.6%17.2%13.6%
HV 20d40.7%36.0%48.2%44.0%39.3%
HV 60d48.3%46.2%50.7%50.7%46.5%
IV Rank15.3%7.1%36.9%7.1%10.6%
IV Percentile18.8%3.2%81.3%3.2%9.1%
Term Structure-1.6%-35.7%26.3%26.3%11.4%
VWIV67.7%47.4%82.6%80.7%47.4%
Skew 25d5.8%-37.0%104.3%-1.2%4.0%
Skew 10d1.1%-33.8%52.4%-33.8%-7.4%
Call IV 25d69.6%50.8%109.7%78.7%60.9%
Put IV 25d75.3%45.8%160.8%77.5%64.9%
Bid-Ask Spread %76.8630.33133.8439.4868.61
Gamma HHI0.270.120.520.200.17
Net GEX266.9K137.1K603.1K137.1K156.5K
Net DEX-8.1M-13.7M-2.0M-5.5M-2.0M
Net VEX-197.3K-213.9K-174.5K-188.8K-174.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.240.050.670.170.22
Total Volume7,431.8182,30121,7676,7114,276
Total OI240,770.455205,530267,924237,012220,407

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-06-01$4.59$5.0055.4%17.2%44.0%7.1%80.7%-1.2%26.3%137.1K-5.5M-188.8K0.1739.485,737974173,73063,282
2021-06-02$4.59$5.0077.4%22.2%42.2%20.8%73.6%7.6%0.3%174.4K-7.5M-202.2K0.3290.055,9891,891177,45463,490
2021-06-03$4.62$5.0073.1%20.3%41.6%18.1%70.8%9.7%-35.7%183.1K-7.7M-201.6K0.0562.653,563169181,56063,155
2021-06-04$4.46$5.0070.5%24.6%41.7%16.5%82.6%6.1%18.5%179.2K-6.7M-189.4K0.0987.724,096355184,07363,184
2021-06-07$4.77$5.0065.4%19.7%47.8%13.3%76.7%-2.7%-1.3%243.1K-9.0M-198.0K0.2283.449,9062,169182,93162,397
2021-06-08$4.87$5.0076.5%21.4%48.2%20.3%76.4%-9.6%-1.0%327.6K-11.7M-209.0K0.0875.549,593773188,58463,871
2021-06-09$4.87$5.0056.8%18.7%48.2%7.9%74.6%-8.2%10.5%400.3K-12.3M-207.5K0.2976.288,0572,345191,19364,179
2021-06-10$4.88$5.0068.8%20.5%44.2%15.5%73.1%-3.7%-5.6%481.8K-11.7M-213.9K0.2494.631,853448195,36366,269
2021-06-11$4.91$5.0067.8%19.6%41.9%14.8%68.7%-37.0%-0.6%321.5K-10.9M-210.1K0.2070.643,972787195,81166,469
2021-06-14$4.97$5.0074.3%22.1%40.9%18.9%79.2%-1.9%-6.7%382.9K-13.7M-211.4K0.1430.337,1991,023192,96965,875
2021-06-15$4.90$5.0067.0%19.0%41.0%14.3%66.9%0.1%-11.7%463.5K-11.5M-211.2K0.2645.904,0361,050196,40865,914
2021-06-16$4.88$5.0061.6%17.7%36.6%11.0%70.9%0.4%9.0%441.4K-9.4M-196.8K0.1263.175,245628197,75066,189
2021-06-17$4.92$5.0065.3%18.4%36.0%13.3%70.7%-0.8%5.9%603.1K-10.2M-204.5K0.3953.535,0311,955199,84666,458
2021-06-18$4.85$5.0067.6%18.5%36.3%14.7%68.1%1.6%1.6%159.4K-7.9M-198.0K0.5590.386,5533,632201,81266,112
2021-06-21$4.72$5.00103.1%17.5%37.9%36.9%64.2%-9.9%-13.4%171.9K-7.1M-193.4K0.28128.1416,9574,810144,46261,068
2021-06-22$4.53$5.0066.9%16.8%38.6%14.3%54.2%11.3%-0.6%140.9K-5.2M-187.9K0.2376.643,860892153,42563,924
2021-06-23$4.55$5.0061.7%15.2%38.4%11.0%56.3%104.3%-23.3%149.2K-5.7M-192.6K0.6777.894,4802,987155,60064,054
2021-06-24$4.68$5.0064.5%16.7%37.4%12.7%58.5%12.9%-4.0%203.2K-7.5M-199.6K0.0886.385,364425157,11364,453
2021-06-25$4.64$5.0056.8%18.0%37.3%7.9%60.0%12.7%4.9%158.4K-5.1M-179.6K0.1281.913,095380157,77864,427
2021-06-28$4.63$5.0070.4%18.4%37.0%16.5%59.2%16.1%6.1%194.8K-5.8M-187.4K0.1573.694,624701148,50161,560
2021-06-29$4.47$5.0074.8%16.3%38.9%19.2%57.4%14.6%-26.8%198.0K-5.3M-184.2K0.44133.848,0963,524151,64262,208
2021-06-30$4.40$5.0061.1%13.6%39.3%10.6%47.4%4.0%11.4%156.5K-2.0M-174.5K0.2268.613,493783155,67264,735