AMRN Options History — January 2022

In January 2022, AMRN traded between $2.98 and $3.60. ATM implied volatility averaged 112.9%, placing in the 30.5% IV rank vs the trailing year. The 30-day expected move averaged 23.0%. IV traded above realized volatility by 63.8% (HV 20d: 49.2%). Max pain ranged from $2.00 to $5.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.42.

Notable Days

  • 2022-01-26: Highest Volume — 13,300 contracts
  • 2022-01-10: Largest IV spike — 181.1% change
  • 2022-01-10: Highest IV Rank — 69.9%
  • 2022-01-28: Largest Expected Move — 28.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.34$2.98$3.60$3.51$3.60
Max Pain$2.45$2.00$5.00$5.00$2.00
ATM IV112.9%67.7%206.8%101.1%94.6%
Expected Move23.0%19.4%28.1%20.1%25.6%
HV 20d49.2%42.0%67.7%44.9%67.7%
HV 60d48.9%45.4%54.9%45.5%51.8%
IV Rank30.5%11.5%69.9%25.5%22.8%
IV Percentile74.3%33.3%99.2%85.3%79.4%
Term Structure-1.2%-247.3%109.3%26.1%6.6%
VWIV81.5%69.2%99.3%71.4%85.5%
Skew 25d9.0%-54.5%62.6%-2.3%18.9%
Skew 10d1.3%-86.8%32.6%32.6%-11.5%
Call IV 25d87.4%58.3%127.1%85.6%88.1%
Put IV 25d96.4%57.8%163.9%83.3%106.9%
Bid-Ask Spread %35.9312.7072.8516.1429.87
Gamma HHI0.180.140.300.150.18
Net GEX46.4K-9.5K118.8K20.8K100.8K
Net DEX4.9M-3.8M9.3M8.3M-3.8M
Net VEX-99.0K-114.8K-85.9K-103.9K-114.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.080.770.320.25
Total Volume6,836.83,93413,3004,8987,412
Total OI202,681.35107,161242,801236,619120,066

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-01-03$3.51$5.00101.1%20.1%44.9%25.5%71.4%-2.3%26.1%20.8K8.3M-103.9K0.3216.143,7231,175157,22379,396
2022-01-04$3.45$5.0067.7%19.6%45.1%11.5%69.2%-4.8%1.2%21.8K8.3M-104.3K0.3112.703,6741,151158,59679,298
2022-01-05$3.27$5.0076.7%19.4%47.0%15.3%70.2%3.1%5.3%3.3K9.3M-96.8K0.5328.852,5721,362159,38679,366
2022-01-06$3.19$2.00143.6%20.7%46.8%43.3%83.3%31.5%-43.0%-9.5K8.8M-93.5K0.5349.273,7011,969159,90977,635
2022-01-07$3.23$2.0073.6%21.3%42.0%14.0%80.0%3.4%0.2%-2.5K9.0M-93.9K0.3746.473,1281,170161,53677,225
2022-01-10$3.32$2.00206.8%22.5%43.3%69.9%80.8%-9.5%6.1%9.5K7.9M-100.2K0.3545.293,9461,364159,88476,670
2022-01-11$3.45$2.00198.3%20.5%44.7%66.3%70.8%62.6%-247.3%55.0K8.0M-96.9K0.3656.027,3372,612161,74376,496
2022-01-12$3.41$2.0069.0%21.3%44.6%12.1%73.4%37.0%3.2%61.8K7.5M-100.3K0.7718.383,5172,700164,96676,329
2022-01-13$3.47$2.00137.7%21.5%44.7%40.9%73.8%59.7%-74.9%102.3K7.3M-101.3K0.4624.074,3221,990165,53276,403
2022-01-14$3.50$2.0071.4%22.0%43.9%13.1%73.3%-6.1%7.8%47.7K7.3M-102.5K0.7221.182,9662,130166,30576,496
2022-01-18$3.37$2.00107.6%22.7%43.6%28.3%81.6%-5.5%98.3%42.0K7.5M-95.2K0.5024.354,0902,031164,04875,414
2022-01-19$3.30$2.0081.1%23.3%43.8%17.2%78.0%8.4%109.3%48.1K6.8M-94.5K0.6917.483,4022,359166,16673,595
2022-01-20$3.20$2.0082.0%23.2%45.0%17.5%86.2%-1.0%11.3%1.0K7.0M-91.8K0.7016.503,9802,783166,56371,904
2022-01-21$3.08$2.0087.6%25.4%46.5%19.9%87.4%5.5%-15.8%37.3K6.9M-88.3K0.3145.216,0021,862167,49672,335
2022-01-24$2.98$2.00121.5%27.6%43.9%34.1%95.9%-34.6%1.5%33.5K804.3K-85.9K0.1533.058,6601,31067,29039,871
2022-01-25$3.31$2.0086.3%23.7%58.9%19.3%89.6%12.0%7.0%88.7K-931.8K-98.4K0.0867.9711,59896073,65140,101
2022-01-26$3.48$2.00168.6%25.5%61.7%53.9%88.2%-54.5%-15.6%118.8K-3.2M-106.2K0.1872.8511,2472,05376,92140,254
2022-01-27$3.33$2.0087.1%25.9%62.5%19.6%92.2%59.3%58.4%71.6K-1.9M-104.2K0.3225.014,2351,37081,91440,913
2022-01-28$3.34$2.00196.3%28.1%62.2%65.5%99.3%-3.7%29.4%74.9K-2.1M-106.6K0.5967.983,0581,81583,76940,962
2022-01-31$3.60$2.0094.6%25.6%67.7%22.8%85.5%18.9%6.6%100.8K-3.8M-114.8K0.2529.875,9101,50279,33040,736