AMRN Options History — May 2022

In May 2022, AMRN traded between $1.14 and $2.73. ATM implied volatility averaged 123.8%, placing in the 35.1% IV rank vs the trailing year. The 30-day expected move averaged 30.3%. IV traded below realized volatility by 75.3% (HV 20d: 199.1%). Max pain ranged from $2.00 to $4.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.11.

Notable Days

  • 2022-05-04: Highest Volume — 17,038 contracts
  • 2022-05-09: Largest IV spike — 146.5% change
  • 2022-05-10: Highest IV Rank — 89.3%
  • 2022-05-13: Largest Expected Move — 40.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.52$1.14$2.73$2.73$1.43
Max Pain$3.62$2.00$4.00$3.00$2.00
ATM IV123.8%63.9%253.2%63.9%131.1%
Expected Move30.3%22.0%40.5%25.4%30.4%
HV 20d199.1%41.1%229.0%44.6%228.5%
HV 60d123.4%45.9%137.1%46.1%137.0%
IV Rank35.1%9.9%89.3%9.9%38.1%
IV Percentile84.1%23.8%99.6%24.2%92.5%
Term Structure-11.7%-378.5%331.5%93.7%232.3%
VWIV123.2%73.6%204.6%93.6%111.0%
Skew 25d21.2%-57.4%161.7%161.7%6.7%
Skew 10d24.9%-74.6%223.1%223.1%13.7%
Call IV 25d99.3%58.2%197.5%68.4%91.7%
Put IV 25d120.6%72.8%230.1%230.1%98.5%
Bid-Ask Spread %58.1143.9876.1976.1943.98
Gamma HHI0.190.160.210.190.18
Net GEX18.5K8.4K38.2K37.6K17.0K
Net DEX2.3M1.6M3.7M1.8M1.8M
Net VEX-33.7K-73.5K-24.2K-70.1K-28.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.110.213.900.370.32
Total Volume5,699.5711,71417,0382,2192,695
Total OI130,904.81124,034135,866124,034124,494

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$2.73$3.0063.9%25.4%44.6%9.9%93.6%161.7%93.7%37.6K1.8M-70.1K0.3776.191,62159883,08140,953
2022-05-03$2.73$3.0063.9%25.8%41.1%9.9%73.6%-3.7%9.6%38.2K2.0M-73.5K0.3157.782,12066283,76541,179
2022-05-04$1.57$3.00121.5%22.0%195.5%34.1%75.9%82.6%-117.8%11.8K3.7M-31.3K0.2659.0413,5333,50584,89841,401
2022-05-05$1.36$4.0090.9%37.1%197.2%21.3%126.9%-17.7%-17.8%13.0K2.6M-29.5K2.1563.954,0548,72393,41240,830
2022-05-06$1.34$4.0087.5%27.0%197.6%19.8%115.6%-56.4%5.9%13.9K2.5M-30.4K1.8850.064,0797,66394,77941,087
2022-05-09$1.26$4.00215.6%29.5%197.4%73.6%204.6%-57.4%-378.5%11.3K1.7M-32.4K2.0058.043,3886,77494,41839,659
2022-05-10$1.26$4.00253.2%37.5%198.1%89.3%184.3%42.5%40.9%10.7K2.6M-25.2K3.3851.991,9636,62794,69539,668
2022-05-11$1.14$4.00104.8%36.7%198.7%27.1%127.2%45.8%1.0%8.9K1.8M-25.8K3.5953.571,8426,61694,87739,240
2022-05-12$1.24$4.00198.6%40.3%203.1%66.4%169.3%30.6%-126.2%8.4K2.2M-26.0K3.9054.351,7806,94295,11138,947
2022-05-13$1.49$4.00141.6%40.5%219.1%42.5%159.7%79.4%-59.7%22.1K1.7M-36.5K1.6951.204,0186,80495,46638,674
2022-05-16$1.49$4.00133.4%31.8%219.5%39.1%108.7%55.8%331.5%24.1K2.2M-33.3K0.3562.401,75961495,17738,009
2022-05-17$1.66$4.0090.4%23.7%224.9%21.1%97.4%-14.4%21.8%29.4K2.1M-37.9K0.2164.112,75057095,53438,038
2022-05-18$1.48$4.00103.1%29.6%226.5%26.4%130.5%-54.3%-65.4%25.8K2.3M-31.8K0.2849.622,19262196,00738,061
2022-05-19$1.44$4.0097.6%28.5%226.6%24.1%85.4%-12.5%-55.1%27.1K2.1M-31.7K0.3848.141,96975096,64238,102
2022-05-20$1.41$4.0092.5%27.2%226.3%21.9%129.4%-23.4%39.3%15.1K2.6M-28.4K0.2949.922,29067596,98338,108
2022-05-23$1.40$4.0088.6%25.4%226.2%20.3%104.1%68.0%-7.5%15.4K2.5M-27.7K0.3666.141,41851591,04037,554
2022-05-24$1.32$4.00107.7%34.1%226.3%28.3%130.0%4.0%-8.7%13.3K2.4M-25.7K0.3367.711,49849391,43436,812
2022-05-25$1.36$4.00111.9%35.7%226.8%30.1%169.6%18.6%-8.6%14.4K2.7M-24.2K0.3867.011,27448891,72536,812
2022-05-26$1.42$3.00119.8%23.7%228.2%33.4%102.0%66.7%-8.3%15.9K2.5M-26.5K0.4754.301,16654891,89435,377
2022-05-27$1.45$2.00182.2%24.2%229.0%59.6%87.8%23.3%-169.1%15.2K1.6M-29.9K0.3570.871,55454092,30032,758
2022-05-31$1.43$2.00131.1%30.4%228.5%38.1%111.0%6.7%232.3%17.0K1.8M-28.8K0.3243.982,04465192,02132,473