AMRN Options History — July 2022

In July 2022, AMRN traded between $1.29 and $1.62. ATM implied volatility averaged 186.7%, placing in the 36.0% IV rank vs the trailing year. The 30-day expected move averaged 34.5%. IV traded above realized volatility by 91.6% (HV 20d: 95.1%). Max pain ranged from $1.00 to $1.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.35.

Notable Days

  • 2022-07-01: Highest Volume — 3,595 contracts
  • 2022-07-25: Largest IV spike — 155.8% change
  • 2022-07-11: Highest IV Rank — 91.0%
  • 2022-07-20: Largest Expected Move — 45.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.40$1.29$1.62$1.47$1.32
Max Pain$1.02$1.00$1.50$1.50$1.00
ATM IV186.7%86.2%410.4%269.2%173.4%
Expected Move34.5%24.8%45.6%43.5%34.6%
HV 20d95.1%70.3%109.2%109.2%70.3%
HV 60d150.1%147.3%151.6%147.3%150.9%
IV Rank36.0%11.3%91.0%56.3%32.8%
IV Percentile89.9%56.7%99.2%98.8%91.3%
Term Structure-31.3%-146.7%243.5%243.5%-98.1%
VWIV130.8%104.5%180.3%152.3%121.6%
Skew 25d-4.2%-82.3%66.9%63.5%-1.5%
Skew 10d-3.7%-105.9%95.8%47.2%10.9%
Call IV 25d118.2%66.7%175.9%87.4%112.3%
Put IV 25d114.1%84.5%157.1%150.9%110.8%
Bid-Ask Spread %61.9723.59110.7564.9044.21
Gamma HHI0.220.170.290.240.17
Net GEX17.0K12.4K25.6K19.5K15.6K
Net DEX1.2M433.8K1.9M1.5M433.8K
Net VEX-22.3K-30.7K-15.8K-27.3K-21.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.150.710.570.29
Total Volume1,900.351,2763,5953,5951,380
Total OI106,815.65100,630112,552111,455102,853

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-07-01$1.47$1.50269.2%43.5%109.2%56.3%152.3%63.5%243.5%19.5K1.5M-27.3K0.5764.902,2941,30180,64730,808
2022-07-05$1.59$1.00189.8%33.3%99.6%36.8%117.3%-22.0%47.9%22.9K1.3M-30.7K0.5961.611,7091,01680,41630,685
2022-07-06$1.56$1.00200.2%31.9%99.0%39.3%112.2%-1.8%1.4%24.6K1.5M-29.0K0.5592.471,40577780,76530,719
2022-07-07$1.56$1.00222.4%29.8%93.9%44.8%106.1%1.5%-108.0%25.1K1.5M-28.6K0.7180.441,08377481,09830,643
2022-07-08$1.62$1.00173.2%33.1%92.1%32.7%116.2%0.3%21.1%25.6K1.3M-30.5K0.5723.591,31775581,31330,645
2022-07-11$1.43$1.00410.4%25.4%100.2%91.0%122.2%-15.8%-73.1%15.6K1.9M-22.2K0.5751.641,27973180,81730,511
2022-07-12$1.37$1.0091.0%24.8%100.7%12.5%148.6%-43.2%-55.5%13.9K1.8M-22.3K0.4463.021,32758081,37530,528
2022-07-13$1.41$1.00170.9%29.6%100.4%32.1%127.8%-17.9%-146.7%17.1K1.8M-23.5K0.2945.821,30338281,90630,459
2022-07-14$1.40$1.00195.5%30.3%98.7%38.2%131.1%-23.8%-56.7%15.3K1.8M-22.4K0.2349.031,32830781,97630,448
2022-07-15$1.35$1.00161.6%29.5%98.7%29.8%104.5%38.2%12.2%13.2K1.8M-21.3K0.2336.971,47134382,10430,448
2022-07-18$1.29$1.00139.3%43.4%97.7%24.4%149.5%0.7%-52.2%13.8K1.0M-18.8K0.2282.991,37030277,19123,862
2022-07-19$1.30$1.00128.0%36.7%93.2%21.6%129.7%66.9%-49.3%14.1K1.0M-19.4K0.1970.111,40326077,89723,924
2022-07-20$1.37$1.00159.1%45.6%93.0%29.2%127.0%-13.1%-80.3%17.7K608.8K-21.4K0.2666.101,03726878,66721,963
2022-07-21$1.32$1.00189.1%41.6%93.3%36.6%138.2%-37.6%-58.0%13.1K938.9K-18.3K0.1557.131,71325779,06421,869
2022-07-22$1.29$1.00111.4%35.9%89.6%17.5%139.8%-7.3%33.0%12.4K845.4K-18.3K0.1546.141,75126380,04921,896
2022-07-25$1.35$1.00285.1%36.8%92.7%60.2%137.0%31.9%-8.0%14.1K747.0K-19.5K0.1789.761,50526179,93321,801
2022-07-26$1.33$1.00129.8%38.1%92.7%22.0%145.9%-34.9%1.7%16.4K851.6K-18.7K0.2537.121,27031780,09421,815
2022-07-27$1.35$1.00247.8%29.3%93.4%51.0%109.1%14.9%-108.8%13.8K1.0M-17.4K0.19110.751,58730580,53821,778
2022-07-28$1.34$1.0086.2%37.2%93.4%11.3%180.3%-82.3%-92.9%16.2K1.2M-15.8K0.2765.611,00427281,03221,776
2022-07-29$1.32$1.00173.4%34.6%70.3%32.8%121.6%-1.5%-98.1%15.6K433.8K-21.0K0.2944.211,06831281,09021,763