AMRN Options History — October 2021

In October 2021, AMRN traded between $4.60 and $5.18. ATM implied volatility averaged 62.9%, placing in the 13.9% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 35.9% (HV 20d: 27.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.41.

Notable Days

  • 2021-10-29: Highest Volume — 9,303 contracts
  • 2021-10-06: Largest IV spike — 32.8% change
  • 2021-10-06: Highest IV Rank — 30.0%
  • 2021-10-26: Largest Expected Move — 20.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.95$4.60$5.18$5.13$4.76
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV62.9%46.5%89.4%46.5%58.1%
Expected Move18.3%15.2%20.0%15.2%19.2%
HV 20d27.0%22.8%29.3%28.4%28.2%
HV 60d48.5%44.6%50.6%50.6%44.6%
IV Rank13.9%3.8%30.0%3.8%10.9%
IV Percentile17.0%1.2%73.4%1.2%7.9%
Term Structure-4.9%-36.1%24.7%-12.4%-4.5%
VWIV65.7%53.7%71.9%53.7%66.6%
Skew 25d1.1%-56.8%41.8%41.8%-1.1%
Skew 10d4.5%-35.1%49.5%7.3%-34.8%
Call IV 25d66.3%38.5%123.3%38.5%63.1%
Put IV 25d67.4%55.0%80.4%80.4%62.0%
Bid-Ask Spread %22.1310.7350.0550.0515.46
Gamma HHI0.160.140.210.150.18
Net GEX210.3K162.9K265.7K229.3K203.5K
Net DEX-6.2M-9.5M-798.9K-7.5M-4.2M
Net VEX-158.7K-168.5K-135.8K-168.5K-150.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.101.891.890.23
Total Volume5,172.3812,3169,3037,2069,303
Total OI229,865.381220,784236,970232,239236,055

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$5.13$5.0046.5%15.2%28.4%3.8%53.7%41.8%-12.4%229.3K-7.5M-168.5K1.8950.052,4964,710163,59668,643
2021-10-04$4.97$5.0053.2%19.6%29.3%7.9%68.5%2.3%-4.1%240.4K-7.3M-163.1K0.2047.233,429673158,45565,583
2021-10-05$4.91$5.0067.3%18.3%29.0%16.6%66.9%2.6%-0.7%234.0K-6.2M-163.6K0.2848.612,485706159,54867,320
2021-10-06$4.86$5.0089.4%19.0%28.9%30.0%67.0%2.0%-36.1%224.5K-5.4M-164.0K0.2018.752,113423161,77667,765
2021-10-07$4.93$5.0069.3%18.6%26.9%17.8%67.8%1.8%2.1%251.5K-6.2M-162.7K0.8916.192,7862,470162,57767,955
2021-10-08$4.99$5.0060.0%18.3%27.0%12.1%65.9%1.9%-20.0%207.7K-6.8M-164.1K0.1114.785,028562163,05468,260
2021-10-11$5.10$5.0068.1%17.9%28.4%17.0%67.1%6.1%-7.9%224.5K-8.2M-165.7K0.2614.613,767970160,56969,530
2021-10-12$5.16$5.0062.5%18.2%27.8%13.6%67.5%1.6%-1.5%265.7K-9.3M-166.6K0.2310.781,912434162,48769,774
2021-10-13$5.18$5.0061.8%17.6%27.7%13.2%63.7%2.7%-2.2%255.3K-9.5M-166.2K0.1323.603,735501164,14170,303
2021-10-14$5.14$5.0057.3%18.0%27.9%10.4%70.8%19.5%24.7%254.0K-9.4M-166.7K0.1011.923,476341164,96370,291
2021-10-15$5.15$5.0062.7%17.9%27.8%13.7%62.5%10.2%-1.2%211.6K-9.1M-160.6K0.2525.282,907736166,61970,351
2021-10-18$5.03$5.0061.1%17.4%27.8%12.8%62.8%-5.8%3.0%186.5K-6.3M-155.6K0.2831.763,481965152,84767,937
2021-10-19$5.03$5.0061.4%17.6%26.8%13.0%60.4%0.3%-0.7%184.5K-5.8M-153.2K0.2512.961,852464153,96068,101
2021-10-20$4.99$5.0063.0%18.1%24.5%14.0%65.7%-2.3%-4.2%183.4K-6.2M-156.8K0.4213.353,8961,632157,39568,500
2021-10-21$5.01$5.0059.9%17.2%22.8%12.0%59.8%1.0%-1.4%180.6K-5.8M-154.3K0.4810.733,2311,550158,64468,783
2021-10-22$4.97$5.0062.0%18.2%22.8%13.3%65.2%-2.5%-4.5%166.8K-6.2M-158.9K0.3618.194,4991,620159,50068,768
2021-10-25$4.76$5.0070.1%18.9%26.7%18.3%68.3%-0.1%-10.3%182.8K-4.3M-149.8K0.6813.665,4433,678157,92468,025
2021-10-26$4.68$5.0064.5%20.0%26.1%14.8%68.4%-56.8%-3.0%175.9K-3.3M-153.2K0.3127.714,9761,563159,92870,698
2021-10-27$4.60$5.0060.0%19.3%25.7%12.1%69.1%0.7%-12.7%162.9K-798.9K-135.8K0.4319.114,2081,802162,04970,625
2021-10-28$4.63$5.0063.5%19.2%26.0%14.2%71.9%-2.0%-5.5%190.8K-3.3M-152.7K0.5719.914,9802,817163,33370,541
2021-10-29$4.76$5.0058.1%19.2%28.2%10.9%66.6%-1.1%-4.5%203.5K-4.2M-150.5K0.2315.467,5461,757164,72071,335