AMRN Options History — November 2022

In November 2022, AMRN traded between $1.13 and $1.36. ATM implied volatility averaged 135.8%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 31.0%. IV traded above realized volatility by 62.0% (HV 20d: 73.7%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.30.

Notable Days

  • 2022-11-21: Highest Volume — 3,544 contracts
  • 2022-11-28: Largest IV spike — 248.5% change
  • 2022-11-28: Highest IV Rank — 68.0%
  • 2022-11-07: Largest Expected Move — 86.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.22$1.13$1.36$1.30$1.15
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV135.8%84.7%319.2%91.2%236.5%
Expected Move31.0%17.2%86.3%25.1%17.4%
HV 20d73.7%66.2%80.9%69.6%66.2%
HV 60d71.4%65.2%79.2%75.6%65.2%
IV Rank22.0%9.2%68.0%10.9%47.3%
IV Percentile65.1%32.9%97.2%48.0%92.5%
Term Structure-10.1%-113.6%46.7%-27.7%-8.7%
VWIV136.1%80.1%264.9%82.6%124.5%
Skew 25d5.2%-50.2%86.0%86.0%-11.8%
Skew 10d18.4%-29.3%153.5%74.1%-14.8%
Call IV 25d93.7%58.7%168.0%91.7%73.0%
Put IV 25d98.9%54.7%198.4%177.8%61.2%
Bid-Ask Spread %99.6368.48128.61109.70124.66
Gamma HHI0.360.280.410.380.33
Net GEX11.9K-124.2K16.1K6.4K
Net DEX-16.8K-413.4K552.7K114.4K-244.1K
Net VEX-13.8K-17.7K-7.3K-15.9K-12.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.000.510.280.03
Total Volume2,158.429203,5443,385563
Total OI105,839.143101,894108,685106,380102,894

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$1.30$1.0091.2%25.1%69.6%10.9%82.6%86.0%-27.7%16.1K114.4K-15.9K0.28109.702,63575081,10825,272
2022-11-02$1.28$1.00105.0%33.9%69.9%14.3%160.2%17.5%-60.3%15.6K52.3K-15.7K0.37110.372,00474880,64025,252
2022-11-03$1.18$1.00100.5%31.0%71.0%13.2%113.6%19.2%-32.8%11.2K131.7K-14.6K0.3068.482,49273980,76825,256
2022-11-04$1.18$1.00155.0%28.0%68.5%26.9%98.1%-8.1%40.1%11.7K247.8K-12.9K0.3890.432,45693181,67825,047
2022-11-07$1.30$1.00183.5%86.3%75.8%34.0%194.1%30.4%-8.8%16.6K-413.4K-17.7K0.3671.372,15278281,99125,005
2022-11-08$1.28$1.0085.8%26.8%76.1%9.5%105.9%-6.4%14.1%13.7K-279.5K-16.8K0.38104.342,02277882,95725,089
2022-11-09$1.23$1.00109.5%38.5%77.3%15.4%156.5%72.7%-10.6%16.7K-310.2K-16.1K0.4391.311,99585783,12824,792
2022-11-10$1.28$1.00162.3%24.4%78.1%28.7%80.1%23.1%-113.6%13.7K148.7K-14.0K0.4487.801,89083583,25324,892
2022-11-11$1.36$1.0093.3%26.7%78.0%11.4%91.0%9.1%4.0%24.2K-212.1K-15.9K0.5184.171,51778083,74324,942
2022-11-14$1.29$1.0098.7%28.7%80.9%12.8%88.8%-5.6%35.5%15.2K-177.7K-15.4K0.4299.021,43860983,68924,527
2022-11-15$1.28$1.00135.7%38.9%80.7%22.0%128.6%7.8%46.7%15.0K-125.8K-15.0K0.3788.751,06539683,65524,442
2022-11-16$1.24$1.0084.7%24.3%72.6%9.2%95.9%-23.5%30.9%12.2K47.8K-14.3K0.3778.501,09740883,66624,502
2022-11-17$1.16$1.00134.0%40.0%77.1%21.6%263.0%-25.7%-75.5%9.8K-21.0K-13.1K0.45108.2292941883,70823,124
2022-11-18$1.17$1.00127.0%27.9%76.6%19.8%121.3%-50.2%-43.6%9.3K111.4K-12.3K0.27102.192,02155583,65723,130
2022-11-21$1.16$1.00148.3%35.1%75.3%25.2%145.4%-13.2%-57.3%6.3K137.7K-12.0K0.20103.262,96158380,22021,674
2022-11-22$1.19$1.0096.7%27.7%72.6%12.2%264.9%42.8%45.1%11.4K-33.6K-13.0K0.29114.321,94456981,29221,616
2022-11-23$1.16$1.0094.3%31.8%72.6%11.6%124.5%7.3%-8.6%11.8K-140.1K-12.7K0.46121.331,22956681,42021,632
2022-11-25$1.15$1.0091.6%19.0%72.1%11.0%0.0%-15.3%-9.5%7.5K-124.6K-12.6K0.0078.8620081,53221,637
2022-11-28$1.13$1.00319.2%17.2%68.8%68.0%0.0%-18.6%37.8%5.6K184.3K-11.1K0.03128.616782181,29221,318
2022-11-29$1.13$1.00198.0%22.7%68.4%37.6%0.0%-27.2%-8.5%-1552.7K-7.3K0.01126.578821281,87721,305
2022-11-30$1.15$1.00236.5%17.4%66.2%47.3%0.0%-11.8%-8.7%6.4K-244.1K-12.4K0.03124.665441982,66220,232