AMRN Options History — December 2022

In December 2022, AMRN traded between $1.15 and $1.29. ATM implied volatility averaged 96.1%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 27.3%. IV traded above realized volatility by 44.6% (HV 20d: 51.5%). 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 8 of 21 days. Put/call ratio averaged 0.36.

Notable Days

  • 2022-12-12: Highest Volume — 1,895 contracts
  • 2022-12-22: Largest IV spike — 186.6% change
  • 2022-12-22: Highest IV Rank — 36.0%
  • 2022-12-22: Largest Expected Move — 58.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.21$1.15$1.29$1.17$1.19
Max Pain$1.64$1.00$2.00$1.00$1.50
ATM IV96.1%52.8%191.3%124.9%72.8%
Expected Move27.3%19.1%58.9%29.1%21.8%
HV 20d51.5%38.1%66.6%66.6%60.0%
HV 60d64.3%62.8%66.0%64.8%64.7%
IV Rank12.1%1.2%36.0%19.3%6.2%
IV Percentile37.8%1.2%87.3%68.7%13.9%
Term Structure-3.6%-210.9%258.0%258.0%-16.0%
VWIV104.1%54.0%151.1%136.2%94.2%
Skew 25d-1.7%-43.0%61.7%-13.2%-3.8%
Skew 10d50.0%-104.4%241.6%194.0%-20.3%
Call IV 25d84.9%45.3%113.4%79.7%65.5%
Put IV 25d83.2%61.5%138.0%66.5%61.7%
Bid-Ask Spread %52.7622.0591.1991.1936.39
Gamma HHI0.320.270.340.340.30
Net GEX9.4K22618.2K9.9K1.5K
Net DEX-320.4K-682.1K-55.6K-306.7K-123.4K
Net VEX-11.7K-13.8K-9.3K-13.1K-9.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.360.004.190.100.49
Total Volume750.0481681,895551402
Total OI105,586.476103,422107,641103,422106,551

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-12-01$1.17$1.00124.9%29.1%66.6%19.3%136.2%-13.2%258.0%9.9K-306.7K-13.1K0.1091.195015083,17520,247
2022-12-02$1.21$1.00172.1%20.3%61.3%31.1%66.6%61.7%-8.9%10.6K-334.0K-13.0K0.1286.6291711383,60020,296
2022-12-05$1.17$2.00110.8%24.2%62.5%15.8%106.7%-19.6%0.0%9.1K-213.4K-12.3K0.0748.347345084,12420,145
2022-12-06$1.19$2.00112.1%32.3%51.5%16.1%107.6%44.8%-7.9%7.9K-68.7K-11.6K0.2850.1737810584,67520,183
2022-12-07$1.17$2.0052.8%25.1%51.5%1.2%116.5%-15.2%40.9%7.9K-154.9K-12.0K0.0055.65181084,84020,254
2022-12-08$1.19$2.00124.4%20.4%50.3%19.2%101.2%-35.7%-8.7%6.3K-474.9K-12.6K4.1922.0514058684,89020,054
2022-12-09$1.17$2.0095.6%25.4%48.1%12.0%105.6%-6.2%-9.4%6.7K-55.6K-10.7K0.0266.39164484,95620,054
2022-12-12$1.17$2.0064.6%23.5%41.6%4.2%113.2%-41.7%20.5%6.5K-106.4K-11.0K0.0170.761,8791685,03719,916
2022-12-13$1.21$2.0075.1%26.8%40.4%6.8%106.2%-27.4%-210.9%9.3K-336.9K-12.4K0.1155.995205986,68019,931
2022-12-14$1.27$2.0057.7%29.4%44.3%2.5%103.7%-17.7%0.0%13.9K-682.1K-13.8K0.0675.391,6479587,18819,884
2022-12-15$1.23$1.5086.4%33.5%44.3%9.7%116.8%23.7%36.4%12.2K-535.1K-13.0K0.3327.0953817888,13519,183
2022-12-16$1.27$1.5088.0%27.1%38.1%10.1%103.6%-7.3%18.6%13.4K-612.3K-13.0K0.0766.209986888,30719,334
2022-12-19$1.19$1.5082.4%23.9%45.4%8.7%0.0%-43.0%-3.3%9.0K-299.1K-11.7K0.3437.5645415685,64919,032
2022-12-20$1.27$1.5099.5%28.8%50.6%13.0%93.1%-7.8%-35.6%14.5K-499.3K-12.2K0.0746.788375686,02219,184
2022-12-21$1.25$1.5066.8%19.1%50.4%4.7%54.0%34.4%34.6%7.9K-260.2K-10.3K0.0134.681,3982086,42219,240
2022-12-22$1.29$1.50191.3%58.9%50.3%36.0%0.0%46.2%6.8%18.2K-569.1K-12.2K0.0161.36321286,73919,260
2022-12-23$1.27$1.5081.1%24.0%50.6%8.3%109.1%-0.4%25.7%14.6K-583.1K-11.8K1.0357.3825726587,04318,951
2022-12-27$1.19$1.5093.8%27.7%55.9%11.5%112.3%0.8%-16.5%7.6K-126.9K-9.8K0.1534.105327886,82118,920
2022-12-28$1.15$1.5089.9%32.7%57.4%10.5%151.1%-14.9%-189.4%10.9K-160.9K-10.2K0.0045.03461086,72719,473
2022-12-29$1.21$1.5075.1%20.2%59.9%6.8%81.0%7.3%0.0%226-226.2K-9.3K0.0538.765642786,73119,463
2022-12-30$1.19$1.5072.8%21.8%60.0%6.2%94.2%-3.8%-16.0%1.5K-123.4K-9.4K0.4936.3927013287,06319,488