AMRN Options History — March 2022

In March 2022, AMRN traded between $2.82 and $3.37. ATM implied volatility averaged 75.5%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 20.8%. IV traded above realized volatility by 31.0% (HV 20d: 44.5%). Max pain ranged from $3.00 to $3.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.46.

Notable Days

  • 2022-03-17: Highest Volume — 8,887 contracts
  • 2022-03-17: Largest IV drop — 24.8% change
  • 2022-03-04: Highest IV Rank — 22.2%
  • 2022-03-01: Largest Expected Move — 24.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.13$2.82$3.37$3.16$3.30
Max Pain$3.00$3.00$3.00$3.00$3.00
ATM IV75.5%55.0%93.2%90.7%57.0%
Expected Move20.8%18.5%24.5%24.5%19.0%
HV 20d44.5%42.0%47.5%44.6%42.9%
HV 60d52.3%50.8%52.7%52.3%52.2%
IV Rank14.8%6.2%22.2%21.2%7.0%
IV Percentile49.6%6.3%82.1%79.0%9.1%
Term Structure5.8%-14.7%164.8%6.9%1.0%
VWIV71.5%59.6%82.1%78.9%63.3%
Skew 25d14.0%-13.9%35.0%26.0%12.2%
Skew 10d34.4%-23.3%78.0%38.1%44.6%
Call IV 25d71.8%59.5%85.0%76.4%65.3%
Put IV 25d85.7%58.5%109.4%102.4%77.4%
Bid-Ask Spread %29.9315.2266.2862.4019.91
Gamma HHI0.200.160.300.170.22
Net GEX53.3K32.6K91.4K56.8K62.9K
Net DEX863.4K-57.5K2.0M-57.5K148.4K
Net VEX-89.7K-98.0K-80.9K-97.5K-94.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.460.170.880.210.26
Total Volume4,885.9132,4848,8876,4793,993
Total OI125,956.783111,055136,205130,706119,877

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-03-01$3.16$3.0090.7%24.5%44.6%21.2%78.9%26.0%6.9%56.8K-57.5K-97.5K0.2162.405,3741,10586,18044,526
2022-03-02$3.23$3.0090.2%22.8%44.1%21.0%78.6%21.2%3.4%64.4K115.1K-98.0K0.4419.043,1831,39187,16044,499
2022-03-03$3.15$3.0084.4%22.1%44.1%18.5%76.2%14.4%-8.2%47.8K930.4K-93.0K0.4566.282,2391,00987,70544,733
2022-03-04$3.06$3.0093.2%23.3%44.6%22.2%74.4%30.4%0.5%44.1K324.2K-93.2K0.6259.952,6911,68188,29644,782
2022-03-07$3.01$3.0082.2%23.8%43.7%17.6%77.3%35.0%7.5%39.4K1.1M-89.8K0.5825.102,2091,29185,15243,816
2022-03-08$3.00$3.0082.3%22.1%42.9%17.7%75.1%-4.2%-6.8%38.6K311.8K-94.8K0.6721.171,7191,15386,15743,982
2022-03-09$3.12$3.0078.5%21.3%46.1%16.1%71.0%5.3%-3.0%41.0K1.5M-87.2K0.8517.241,8671,59286,35844,032
2022-03-10$3.04$3.0076.8%19.5%42.0%15.3%68.6%-1.1%-6.1%32.6K1.3M-86.9K0.6016.572,1861,30586,35544,003
2022-03-11$2.97$3.0079.8%23.4%42.2%16.6%82.1%13.9%-2.4%36.4K1.5M-85.0K0.3464.394,4071,51687,27144,300
2022-03-14$2.82$3.0078.5%21.6%44.0%16.1%78.4%-13.9%-14.7%39.1K1.7M-83.4K0.3120.694,2721,31688,51344,028
2022-03-15$2.88$3.0082.5%22.2%45.2%17.8%81.2%20.6%-1.0%36.8K2.0M-80.9K0.8835.213,7113,28387,95644,335
2022-03-16$3.00$3.0091.4%21.3%45.3%21.5%78.4%33.4%164.8%80.6K1.3M-86.6K0.8632.913,9043,34289,57244,480
2022-03-17$3.05$3.0068.7%19.3%45.7%12.0%66.6%17.2%-4.6%91.4K1.1M-87.4K0.7515.225,0713,81691,12545,080
2022-03-18$3.08$3.0067.9%19.0%45.2%11.6%65.9%17.3%-4.1%38.7K858.3K-87.8K0.3636.216,5302,33890,60744,492
2022-03-21$3.08$3.0074.7%18.9%45.1%14.4%69.1%12.0%-4.8%41.6K1.9M-82.4K0.4821.822,4841,18769,78741,268
2022-03-22$3.23$3.0076.5%19.4%47.5%15.2%65.6%21.8%11.4%49.7K1.1M-90.5K0.2625.404,0931,05071,36841,588
2022-03-23$3.30$3.0070.1%19.2%46.2%12.5%70.3%22.3%1.1%53.7K272.2K-93.7K0.1924.173,96476873,54841,510
2022-03-24$3.31$3.0068.5%18.6%45.8%11.8%65.1%13.7%-7.6%61.2K246.1K-91.8K0.2215.763,34172775,23241,519
2022-03-25$3.29$3.0065.5%19.3%45.0%10.6%72.1%-1.2%-5.2%58.8K1.2M-85.2K0.2326.883,43579376,12441,647
2022-03-28$3.27$3.0062.8%18.5%44.8%9.5%61.4%1.5%1.1%61.4K136.9K-89.9K0.3320.332,53984375,60441,093
2022-03-29$3.37$3.0059.1%19.9%42.6%7.9%59.6%-1.4%7.9%74.6K267.1K-94.1K0.1721.104,42674876,50541,425
2022-03-30$3.26$3.0055.0%18.7%43.8%6.2%65.9%24.8%-4.2%73.8K588.7K-89.6K0.4920.631,66282277,95141,465
2022-03-31$3.30$3.0057.0%19.0%42.9%7.0%63.3%12.2%1.0%62.9K148.4K-94.1K0.2619.913,17382078,29641,581