AMRN Options History — September 2022

In September 2022, AMRN traded between $1.09 and $1.39. ATM implied volatility averaged 142.1%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 33.9%. IV traded above realized volatility by 64.8% (HV 20d: 77.2%). 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 7 of 21 days. Put/call ratio averaged 1.19.

Notable Days

  • 2022-09-09: Highest Volume — 8,046 contracts
  • 2022-09-30: Largest IV spike — 423.3% change
  • 2022-09-30: Highest IV Rank — 86.8%
  • 2022-09-06: Largest Expected Move — 58.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.21$1.09$1.39$1.17$1.10
Max Pain$1.10$1.00$2.00$2.00$1.00
ATM IV142.1%52.6%394.1%100.0%394.1%
Expected Move33.9%16.4%58.9%44.8%31.7%
HV 20d77.2%51.2%102.5%101.7%60.1%
HV 60d84.4%76.8%88.0%87.9%77.9%
IV Rank23.9%1.5%86.8%13.7%86.8%
IV Percentile72.9%1.2%98.8%67.9%98.8%
Term Structure-30.1%-252.4%170.7%170.7%13.3%
VWIV118.5%33.0%168.1%156.4%114.8%
Skew 25d19.7%-331.4%100.2%-15.2%69.1%
Skew 10d37.2%-331.4%178.4%33.4%138.0%
Call IV 25d112.1%33.0%403.9%142.5%80.6%
Put IV 25d131.7%72.6%205.3%127.3%149.7%
Bid-Ask Spread %98.5148.19154.47107.6748.19
Gamma HHI0.310.260.350.340.30
Net GEX15.6K7.7K28.1K16.6K10.9K
Net DEX-342.9K-1.4M433.7K-370.7K75.6K
Net VEX-22.2K-26.8K-18.3K-20.5K-18.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.190.033.630.170.31
Total Volume2,239.2862448,0464202,156
Total OI115,945109,027130,235115,265110,418

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$1.17$2.00100.0%44.8%101.7%13.7%156.4%-15.2%170.7%16.6K-370.7K-20.5K0.17107.673596195,36219,903
2022-09-02$1.21$2.0097.6%25.3%102.5%12.8%104.2%37.4%0.0%20.2K-1.4M-25.3K0.4974.541648095,66319,952
2022-09-06$1.27$1.0098.0%58.9%94.5%12.9%150.8%100.2%0.0%20.3K-948.9K-23.8K0.66154.472,6141,71595,35619,801
2022-09-07$1.32$1.0098.5%39.7%95.4%13.0%131.2%14.5%-240.6%24.0K-1.3M-26.6K1.16108.541,0691,23896,94520,169
2022-09-08$1.37$1.00205.8%21.9%92.2%39.8%125.0%46.8%0.0%25.3K-1.2M-26.8K0.0494.874391796,93920,172
2022-09-09$1.38$1.00176.7%20.4%88.7%32.5%124.8%32.0%-9.3%24.6K-885.1K-25.2K2.2274.582,5005,54697,17820,180
2022-09-12$1.39$1.00131.6%16.4%88.3%21.3%33.0%84.4%-47.1%28.1K-523.8K-25.5K3.6388.816402,32497,99825,391
2022-09-13$1.31$1.00155.0%32.3%90.1%27.1%85.4%-4.1%0.0%17.5K-456.3K-25.0K2.4281.961,1692,83298,27127,640
2022-09-14$1.23$1.0099.4%25.4%91.8%13.2%76.0%-10.1%0.0%12.7K176.2K-21.4K1.98116.791,3702,70998,24229,310
2022-09-15$1.25$1.00238.1%20.8%92.2%47.9%72.6%-331.4%-235.0%15.8K-313.0K-22.3K0.80144.9831825398,33731,859
2022-09-16$1.23$1.00148.3%42.5%91.8%25.4%168.1%37.6%-252.4%12.9K-114.6K-23.0K3.05107.311,0313,14198,52131,714
2022-09-19$1.19$1.00145.1%32.1%92.1%24.6%107.8%39.6%-37.8%12.4K-25.3K-21.9K0.07125.931,0968079,02930,469
2022-09-20$1.14$1.00138.3%39.7%59.3%22.9%132.6%-4.9%-88.2%15.2K-823.0K-24.0K0.14114.615657779,48230,415
2022-09-21$1.12$1.00140.2%40.2%55.2%23.4%142.0%11.5%-46.9%9.9K183.2K-19.0K0.90131.4626223580,03630,485
2022-09-22$1.12$1.00138.6%39.7%54.1%23.0%0.0%-9.0%-27.9%10.1K138.4K-19.7K0.62114.981569680,26930,495
2022-09-23$1.09$1.00114.4%30.3%52.2%17.0%145.0%80.1%5.2%7.7K433.7K-18.3K0.03118.848952980,32730,591
2022-09-26$1.10$1.00141.9%43.0%51.2%23.8%158.5%42.3%96.2%9.4K71.3K-20.0K2.8870.137102,04579,56829,723
2022-09-27$1.12$1.0052.6%30.8%51.9%1.5%104.0%51.1%64.5%9.2K252.3K-18.7K2.8980.557202,08279,62729,803
2022-09-28$1.19$1.0094.2%36.3%56.7%11.9%132.5%70.7%88.8%12.2K19.8K-20.8K0.2758.691,69746279,59329,434
2022-09-29$1.11$1.0075.3%40.2%60.1%7.2%105.5%69.9%65.6%12.7K-267.5K-21.0K0.2850.901,62145280,63829,540
2022-09-30$1.10$1.00394.1%31.7%60.1%86.8%114.8%69.1%13.3%10.9K75.6K-18.6K0.3148.191,64651080,87629,542