AMRN Options History — August 2022

In August 2022, AMRN traded between $1.17 and $1.65. ATM implied volatility averaged 135.8%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 29.9%. IV traded above realized volatility by 54.6% (HV 20d: 81.2%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.41.

Notable Days

  • 2022-08-12: Highest Volume — 9,663 contracts
  • 2022-08-25: Largest IV spike — 121.0% change
  • 2022-08-02: Highest IV Rank — 70.0%
  • 2022-08-02: Largest Expected Move — 43.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.41$1.17$1.65$1.30$1.17
Max Pain$1.87$1.00$2.00$1.00$2.00
ATM IV135.8%73.5%325.0%191.2%98.8%
Expected Move29.9%17.7%43.3%41.3%25.8%
HV 20d81.2%66.0%105.4%69.7%101.7%
HV 60d92.0%83.8%100.3%100.3%89.8%
IV Rank23.5%8.2%70.0%37.1%14.4%
IV Percentile75.8%32.5%98.8%92.9%67.1%
Term Structure12.3%-119.7%400.4%-22.4%113.6%
VWIV114.6%63.5%163.3%156.6%93.9%
Skew 25d0.4%-34.6%104.3%-15.4%19.4%
Skew 10d9.3%-26.0%119.9%15.0%18.4%
Call IV 25d99.7%64.4%181.6%131.0%77.4%
Put IV 25d100.1%58.3%187.4%115.5%96.8%
Bid-Ask Spread %48.6110.3494.8753.4943.06
Gamma HHI0.280.160.370.220.27
Net GEX27.4K11.9K48.6K17.4K19.5K
Net DEX-688.2K-2.1M843.6K634.1K-974.1K
Net VEX-24.9K-33.9K-17.0K-19.4K-24.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.003.340.241.66
Total Volume2,403.4781019,6631,5133,686
Total OI110,006.87101,647117,396102,479115,250

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$1.30$1.00191.2%41.3%69.7%37.1%156.6%-15.4%-22.4%17.4K634.1K-19.4K0.2453.491,21629780,80121,678
2022-08-02$1.37$1.00325.0%43.3%66.0%70.0%149.8%5.9%-20.6%18.3K-12.0K-20.7K0.6090.1564038481,07221,716
2022-08-03$1.28$1.00148.7%30.3%69.3%26.7%115.4%-30.9%-119.7%11.9K843.6K-17.8K0.1271.442,90736281,22321,560
2022-08-04$1.28$2.00122.1%27.8%69.3%20.1%131.8%-0.8%-34.3%12.9K582.4K-17.0K0.3026.571,22036183,34419,233
2022-08-05$1.29$2.00197.9%17.7%67.4%38.8%108.2%-6.1%400.4%14.4K557.2K-17.3K0.3120.501,26539083,71919,087
2022-08-08$1.45$2.00206.0%27.3%68.1%40.8%115.1%-34.6%30.9%23.4K401.9K-19.6K0.1248.663,22838182,97718,670
2022-08-09$1.41$2.0094.5%26.3%67.0%13.3%0.0%9.9%19.9%25.4K196.3K-19.9K0.0056.27566084,98218,824
2022-08-10$1.52$2.0080.5%18.9%71.4%9.9%63.5%19.5%-6.9%32.2K-119.6K-22.9K0.0227.861,1742985,13418,823
2022-08-11$1.62$2.0095.3%30.2%74.3%13.5%106.8%2.9%-2.0%28.1K-793.5K-26.1K0.0138.845,1885685,79118,847
2022-08-12$1.65$2.00115.1%29.7%72.6%18.4%103.9%7.7%-28.2%40.9K-1.2M-28.1K0.0052.319,6352887,94418,878
2022-08-15$1.65$2.0086.8%28.0%69.7%11.5%103.8%0.3%11.9%46.1K-1.6M-30.3K0.0645.224,94028191,62118,855
2022-08-16$1.64$2.00118.7%34.6%70.0%19.3%121.3%-6.3%-9.4%48.3K-2.0M-33.9K0.1314.241,76822394,72418,967
2022-08-17$1.65$2.00115.4%33.1%68.3%18.5%116.2%3.9%-3.0%38.9K-1.9M-32.3K0.1543.273,00644495,40219,180
2022-08-18$1.59$2.00111.5%32.1%68.3%17.5%111.7%-20.2%-11.6%48.6K-2.1M-33.4K0.0810.345814697,89519,171
2022-08-19$1.56$2.00122.8%32.6%68.1%20.3%115.7%-21.1%-0.7%40.0K-2.1M-32.9K0.0649.903,48121498,19419,202
2022-08-22$1.27$2.0087.9%32.1%100.9%11.7%82.2%-30.5%-44.6%23.6K-711.2K-23.8K1.7778.848311,47394,92019,117
2022-08-23$1.34$2.00112.7%32.3%102.8%17.8%111.5%-8.9%-8.5%27.2K-1.0M-26.6K0.2964.001123295,51320,343
2022-08-24$1.37$2.00113.7%27.4%102.9%18.1%97.3%-7.1%-8.5%28.1K-924.6K-28.6K0.0531.199004795,59120,357
2022-08-25$1.30$2.00251.2%24.0%104.6%51.9%117.1%27.5%0.0%23.8K-990.2K-25.5K0.0594.874552196,16020,373
2022-08-26$1.25$2.0073.5%27.0%105.4%8.2%130.4%-16.5%-10.9%22.9K-688.8K-23.8K0.1040.9492996,13420,419
2022-08-29$1.24$2.00162.0%25.3%105.3%30.0%105.9%7.5%0.0%19.5K-706.3K-23.3K0.0854.637886194,64519,262
2022-08-30$1.22$2.0091.7%41.5%103.4%12.7%163.3%104.3%113.6%19.4K-1.2M-24.8K3.3461.525671,89595,28919,271
2022-08-31$1.17$2.0098.8%25.8%101.7%14.4%93.9%19.4%0.0%19.5K-974.1K-24.4K1.6643.061,3852,30195,36019,890