AMRN Options History — April 2022

In April 2022, AMRN traded between $2.69 and $3.69. ATM implied volatility averaged 72.6%, placing in the 13.6% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 26.5% (HV 20d: 46.1%). Max pain ranged from $2.00 to $3.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.39.

Notable Days

  • 2022-04-05: Highest Volume — 5,014 contracts
  • 2022-04-26: Largest IV spike — 33.7% change
  • 2022-04-26: Highest IV Rank — 26.1%
  • 2022-04-28: Largest Expected Move — 22.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.23$2.69$3.69$3.50$2.69
Max Pain$2.90$2.00$3.00$3.00$3.00
ATM IV72.6%60.6%102.5%64.8%77.1%
Expected Move19.9%17.0%22.9%19.9%17.2%
HV 20d46.1%44.1%50.6%45.7%50.6%
HV 60d50.5%43.8%53.4%52.4%46.0%
IV Rank13.6%8.5%26.1%10.3%15.5%
IV Percentile47.3%13.5%91.7%26.2%63.9%
Term Structure-5.2%-37.4%5.9%-8.7%-0.5%
VWIV69.7%58.6%87.2%58.6%82.5%
Skew 25d22.6%-24.3%203.3%37.8%156.8%
Skew 10d29.6%-27.5%200.9%65.1%200.9%
Call IV 25d66.1%42.9%90.5%42.9%90.5%
Put IV 25d88.7%51.0%262.1%80.6%247.3%
Bid-Ask Spread %51.8621.9889.3042.6367.22
Gamma HHI0.210.190.240.220.19
Net GEX69.0K33.8K123.3K123.3K33.8K
Net DEX628.7K-2.3M2.5M-1.3M2.4M
Net VEX-87.3K-105.9K-70.7K-101.2K-70.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.390.130.830.260.53
Total Volume2,865.251,3885,0143,3772,457
Total OI122,094.6119,868125,409121,488125,409

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$3.50$3.0064.8%19.9%45.7%10.3%58.6%37.8%-8.7%123.3K-1.3M-101.2K0.2642.632,67470379,84541,643
2022-04-04$3.63$3.0064.7%17.0%46.0%10.3%58.6%-2.4%-4.7%90.9K-1.9M-102.1K0.2926.402,73980578,77841,090
2022-04-05$3.61$3.0062.6%18.0%46.1%9.4%62.9%33.2%3.5%111.3K-1.8M-103.1K0.1640.834,32169379,54941,249
2022-04-06$3.69$3.0060.6%17.7%45.0%8.5%61.0%19.2%5.0%119.5K-2.3M-105.9K0.3038.212,64879880,39541,396
2022-04-07$3.52$2.0064.3%20.9%47.7%10.1%70.3%12.7%5.6%106.2K-1.1M-98.5K0.3548.642,47487681,67041,510
2022-04-08$3.44$3.0064.4%20.4%47.6%10.1%70.8%-0.3%1.6%81.6K131.0K-92.1K0.5431.031,9171,04181,71441,620
2022-04-11$3.34$3.0079.0%20.5%44.5%16.3%71.1%3.3%-5.2%75.2K673.6K-86.8K0.4239.071,42959780,65441,212
2022-04-12$3.26$3.0078.6%18.8%45.7%16.1%66.0%-13.0%-10.5%72.7K649.4K-89.0K0.4521.981,76279781,02541,492
2022-04-13$3.32$3.0074.3%20.0%44.1%14.3%71.8%10.7%-5.6%67.9K819.2K-87.5K0.3423.651,94266581,31241,710
2022-04-14$3.28$2.0064.5%18.1%44.3%10.2%65.1%11.6%1.0%71.1K357.9K-91.6K0.4137.752,18290581,78041,705
2022-04-18$3.14$3.0066.7%19.2%47.3%11.1%70.7%-14.4%-6.2%53.2K1.4M-85.9K0.3263.991,34542678,32741,555
2022-04-19$3.19$3.0071.5%21.1%47.5%13.1%69.8%-4.5%0.1%57.2K1.5M-84.1K0.1375.962,73435678,83841,609
2022-04-20$3.16$3.0068.9%19.8%44.5%12.0%68.8%-1.2%-12.4%52.5K2.2M-76.8K0.2286.181,63436779,97641,635
2022-04-21$3.06$3.0068.7%19.7%44.9%11.9%74.8%-24.3%-4.4%49.0K1.7M-81.7K0.2668.211,82948080,49941,678
2022-04-22$3.05$3.0071.1%21.4%44.9%12.9%70.2%-4.0%-11.5%47.1K1.9M-78.5K0.6638.671,45295381,11541,503
2022-04-25$3.04$3.0076.6%21.6%44.9%15.3%72.9%28.7%5.9%45.0K1.9M-78.8K0.8329.292,0031,66379,36241,348
2022-04-26$2.95$3.00102.5%22.4%45.8%26.1%77.9%-1.7%-37.4%41.9K1.8M-78.2K0.4489.301,77378380,03941,400
2022-04-27$3.00$3.0087.6%21.4%44.7%19.9%63.1%203.3%-11.8%44.4K1.1M-82.0K0.5887.4087651280,89141,780
2022-04-28$2.78$3.0084.1%22.9%50.4%18.4%87.2%1.1%-8.1%36.4K2.5M-72.5K0.2980.862,86682881,53942,040
2022-04-29$2.69$3.0077.1%17.2%50.6%15.5%82.5%156.8%-0.5%33.8K2.4M-70.7K0.5367.221,60984883,44941,960