AMRN Options History — June 2022

In June 2022, AMRN traded between $1.46 and $1.97. ATM implied volatility averaged 141.9%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 26.0%. IV traded above realized volatility by 36.9% (HV 20d: 104.9%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.40.

Notable Days

  • 2022-06-03: Highest Volume — 7,464 contracts
  • 2022-06-24: Largest IV spike — 90.2% change
  • 2022-06-01: Highest IV Rank — 100.0%
  • 2022-06-15: Largest Expected Move — 30.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.76$1.46$1.97$1.46$1.52
Max Pain$1.05$1.00$2.00$2.00$1.00
ATM IV141.9%79.4%446.8%438.7%102.7%
Expected Move26.0%20.9%30.3%28.7%29.1%
HV 20d104.9%82.0%229.0%229.0%108.5%
HV 60d142.6%137.2%147.3%137.2%147.3%
IV Rank25.1%9.6%100.0%100.0%15.4%
IV Percentile83.9%54.4%100.0%100.0%82.5%
Term Structure-30.1%-173.7%60.7%-7.6%-4.5%
VWIV97.6%76.4%170.5%170.5%120.1%
Skew 25d23.6%-29.5%72.2%29.9%41.0%
Skew 10d42.4%-28.6%112.2%47.6%80.5%
Call IV 25d83.4%55.3%127.4%88.4%127.4%
Put IV 25d107.0%60.5%168.4%118.3%168.4%
Bid-Ask Spread %66.4416.33104.0545.98101.10
Gamma HHI0.300.180.430.180.27
Net GEX36.6K18.3K54.2K18.5K22.6K
Net DEX921.7K391.7K1.7M1.7M1.7M
Net VEX-177.0M-3.72B-26.8K-28.5K-26.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.101.120.371.12
Total Volume3,106.811,7877,4642,4362,161
Total OI122,260107,874133,446125,566110,400

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$1.46$2.00438.7%28.7%229.0%100.0%170.5%29.9%-7.6%18.5K1.7M-28.5K0.3745.981,77965792,91932,647
2022-06-02$1.47$1.00446.8%28.2%120.0%100.0%93.5%26.7%43.9%18.3K1.3M-30.8K0.4161.941,62466093,60232,590
2022-06-03$1.70$1.0093.3%21.9%119.1%13.1%84.6%26.7%-7.8%20.1K912.5K-38.2K0.10102.816,77469094,12132,603
2022-06-06$1.64$1.00170.2%21.3%119.9%32.0%86.0%55.1%-45.3%34.1K1.2M-33.9K0.1854.493,69066496,75032,526
2022-06-07$1.78$1.00106.3%27.0%119.4%16.3%96.6%41.1%-12.4%23.7K1.1M-36.7K0.39101.071,70566297,12232,566
2022-06-08$1.89$1.0099.8%24.0%120.1%14.6%83.8%49.8%-16.0%51.1K829.8K-38.6K0.3164.554,0941,27197,62232,549
2022-06-09$1.80$1.0095.9%27.8%114.5%13.7%96.9%54.9%-4.3%41.6K846.9K-37.6K0.6277.802,4991,55899,36833,141
2022-06-10$1.80$1.00108.4%29.0%112.4%16.8%107.0%72.2%-10.9%42.6K525.7K-40.4K0.27104.053,6851,001100,09133,355
2022-06-13$1.70$1.0094.8%23.3%97.0%13.4%84.6%-14.4%57.0%38.3K624.7K-39.9K0.5616.331,14464398,73332,726
2022-06-14$1.77$1.00103.9%29.9%97.7%15.7%105.1%3.0%-0.2%30.7K756.7K-37.5K0.2246.592,92263498,85532,726
2022-06-15$1.79$1.00105.8%30.3%90.4%16.1%107.9%46.3%-0.4%30.9K1.3M-33.5K0.5689.171,16065098,49632,149
2022-06-16$1.68$1.00111.1%26.9%83.0%17.4%99.0%15.2%60.7%27.7K854.4K-35.5K0.4323.881,51264598,56932,136
2022-06-17$1.80$1.00109.7%28.6%84.8%17.1%100.6%4.4%27.5%34.7K629.3K-40.2K0.3967.262,28688798,92132,140
2022-06-21$1.90$1.0087.2%24.4%85.2%11.5%90.9%-24.2%-144.7%45.3K391.7K-42.5K0.2457.142,61862677,81630,058
2022-06-22$1.87$1.00101.8%23.2%85.6%15.1%81.6%16.0%-99.2%49.7K495.7K-3.72B0.5946.031,27375379,12930,148
2022-06-23$1.97$1.0081.7%25.8%82.0%10.2%89.5%30.7%-169.5%54.2K1.2M-34.4K0.3485.601,95465679,55530,165
2022-06-24$1.94$1.00155.4%26.5%82.8%28.3%95.5%21.8%-129.4%46.5K996.7K-37.4K0.3468.461,58454680,50930,177
2022-06-27$1.90$1.00186.9%20.9%83.3%36.1%76.4%29.4%-14.2%51.7K700.0K-38.1K0.2683.621,97551779,52630,125
2022-06-28$1.86$1.0099.6%25.1%84.2%14.6%87.6%0.2%-173.7%48.2K440.3K-41.7K0.2035.592,67353680,31430,145
2022-06-29$1.82$1.0079.4%24.6%84.6%9.6%92.5%-29.5%19.1%37.3K889.8K-37.7K0.4161.881,33054580,16930,201
2022-06-30$1.52$1.00102.7%29.1%108.5%15.4%120.1%41.0%-4.5%22.6K1.7M-26.8K1.12101.101,0211,14080,18930,211