AMRN Options History — October 2022

In October 2022, AMRN traded between $1.07 and $1.30. ATM implied volatility averaged 164.1%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 40.5%. IV traded above realized volatility by 97.3% (HV 20d: 66.8%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.42.

Notable Days

  • 2022-10-28: Highest Volume — 3,001 contracts
  • 2022-10-12: Largest IV spike — 758.8% change
  • 2022-10-12: Highest IV Rank — 95.5%
  • 2022-10-19: Largest Expected Move — 51.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.17$1.07$1.30$1.12$1.24
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV164.1%47.9%429.1%263.7%85.7%
Expected Move40.5%24.0%51.8%33.3%41.6%
HV 20d66.8%59.1%75.7%59.1%71.8%
HV 60d76.9%74.6%79.4%77.5%78.8%
IV Rank28.8%0.0%95.5%54.3%9.5%
IV Percentile65.5%0.0%99.2%96.8%37.7%
Term Structure-36.6%-395.4%70.4%-32.6%-28.7%
VWIV165.7%95.0%425.8%116.1%95.0%
Skew 25d13.8%-108.8%82.1%-2.8%74.7%
Skew 10d19.7%-131.0%148.2%54.0%69.1%
Call IV 25d128.3%62.7%268.0%161.6%90.7%
Put IV 25d142.2%90.1%165.3%158.8%165.3%
Bid-Ask Spread %113.8569.78150.2899.3591.46
Gamma HHI0.320.170.390.340.38
Net GEX10.7K5.3K17.2K9.6K14.0K
Net DEX144.2K-672.3K553.5K366.7K-175.7K
Net VEX-17.2K-23.5K-9.6K-17.3K-17.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.150.670.290.44
Total Volume1,655.2861,1043,0012,0872,594
Total OI110,242106,792112,144110,094107,838

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$1.12$1.00263.7%33.3%59.1%54.3%116.1%-2.8%-32.6%9.6K366.7K-17.3K0.2999.351,61846980,88229,212
2022-10-04$1.20$1.00178.3%47.1%61.9%32.1%132.5%82.1%-1.4%13.4K114.4K-19.8K0.2869.781,30037080,94429,347
2022-10-05$1.21$1.00169.5%24.0%60.1%29.9%425.8%51.9%-10.5%10.3K314.5K-18.9K0.4873.9677536981,20229,348
2022-10-06$1.30$1.00257.3%38.3%64.4%52.1%114.5%21.7%-395.4%17.2K-358.3K-23.0K0.15122.391,86128381,20429,348
2022-10-07$1.23$1.0053.6%48.2%66.9%0.6%241.9%-86.4%-11.2%16.4K-672.3K-23.5K0.34130.3882228282,41429,291
2022-10-10$1.19$1.00241.3%42.5%67.4%48.0%176.2%52.5%45.2%13.4K-83.6K-19.1K0.65110.5881852882,50129,193
2022-10-11$1.20$1.0050.0%42.6%64.8%0.0%143.6%65.4%36.8%16.2K-597.7K-21.6K0.35108.7897133682,55329,007
2022-10-12$1.18$1.00429.1%43.8%61.2%95.5%153.9%54.7%45.8%11.3K33.1K-18.8K0.44104.5181235782,83629,067
2022-10-13$1.21$1.0079.2%43.8%61.6%7.4%182.0%-68.7%70.4%5.3K383.8K-9.6K0.3285.631,07834482,84228,515
2022-10-14$1.15$1.0093.3%42.3%63.9%10.9%131.3%60.6%45.3%9.5K-92.5K-18.3K0.38120.8295536082,98928,509
2022-10-17$1.15$1.00142.0%46.0%62.9%23.2%173.4%-6.1%-84.5%8.8K322.2K-15.4K0.39130.2580331282,63328,522
2022-10-18$1.18$1.00149.9%45.3%61.7%25.2%229.5%-108.8%0.0%7.7K550.2K-15.4K0.30150.281,03631382,84228,581
2022-10-19$1.07$1.00180.8%51.8%70.9%33.0%219.8%-2.8%-30.9%8.4K218.8K-15.8K0.45136.5792842083,10528,582
2022-10-20$1.09$1.00109.0%33.6%71.3%14.9%128.8%-19.7%0.0%6.8K259.1K-13.2K0.54128.911,19664783,20228,688
2022-10-21$1.12$1.00152.8%39.6%71.3%25.9%138.0%28.9%32.5%6.2K537.3K-15.4K0.59143.031,14867683,24928,895
2022-10-24$1.08$1.00168.7%39.2%72.5%29.9%146.5%-3.8%-137.0%9.2K424.0K-14.9K0.65112.1595561679,38427,408
2022-10-25$1.15$1.00191.8%39.2%75.7%35.7%128.1%7.2%40.6%10.6K244.4K-16.9K0.3695.111,29347079,62027,590
2022-10-26$1.18$1.0047.9%45.3%73.0%0.0%147.1%19.5%-136.8%11.2K235.8K-16.7K0.36123.541,21243580,08027,646
2022-10-27$1.15$1.00324.3%34.1%69.1%69.3%146.6%43.2%-72.7%9.0K553.5K-14.5K0.67122.201,19680280,25427,658
2022-10-28$1.22$1.0078.1%28.3%71.8%7.6%108.4%27.4%-69.9%11.0K451.1K-15.2K0.36131.262,21378880,39727,704
2022-10-31$1.24$1.0085.7%41.6%71.8%9.5%95.0%74.7%-28.7%14.0K-175.7K-17.4K0.4491.461,80279280,33127,507