AMRN Options History — January 2023

In January 2023, AMRN traded between $1.17 and $2.09. ATM implied volatility averaged 97.5%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 26.9%. IV traded above realized volatility by 12.8% (HV 20d: 84.7%). Max pain ranged from $1.00 to $1.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.22.

Notable Days

  • 2023-01-10: Highest Volume — 11,618 contracts
  • 2023-01-11: Largest IV spike — 164.2% change
  • 2023-01-03: Highest IV Rank — 42.3%
  • 2023-01-11: Largest Expected Move — 43.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.72$1.17$2.09$1.17$1.87
Max Pain$1.38$1.00$1.50$1.50$1.50
ATM IV97.5%62.9%216.6%216.6%85.4%
Expected Move26.9%20.5%43.4%31.7%21.0%
HV 20d84.7%59.0%98.4%59.0%86.1%
HV 60d71.7%62.8%75.5%63.0%73.0%
IV Rank12.4%3.8%42.3%42.3%9.4%
IV Percentile36.8%4.8%92.5%92.5%28.6%
Term Structure12.8%-126.1%265.5%-126.1%19.0%
VWIV95.6%74.2%117.4%93.1%74.2%
Skew 25d6.0%-36.2%46.0%18.3%-17.2%
Skew 10d24.1%-38.2%194.5%194.5%-24.7%
Call IV 25d89.6%72.8%116.9%74.7%81.4%
Put IV 25d95.5%59.9%118.8%92.9%64.2%
Bid-Ask Spread %95.0733.06140.0758.35140.07
Gamma HHI0.510.250.830.290.61
Net GEX52.0K4.9K141.8K4.9K52.9K
Net DEX-2.3M-5.9M-65.6K-65.6K-2.6M
Net VEX-15.0K-19.3K-8.9K-8.9K-16.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.001.110.180.09
Total Volume2,389.46011,618257643
Total OI87,226.6540,944116,140106,13244,832

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-01-03$1.17$1.50216.6%31.7%59.0%42.3%93.1%18.3%-126.1%4.9K-65.6K-8.9K0.1858.352174087,13518,997
2023-01-04$1.23$1.5077.3%27.4%60.5%7.4%85.4%26.3%0.0%6.3K-225.3K-9.1K0.0041.36231087,21719,001
2023-01-05$1.27$1.0095.4%25.2%61.2%11.9%96.0%-20.7%30.9%7.5K-431.5K-9.8K0.0781.7256487,23118,986
2023-01-06$1.42$1.0095.9%29.1%71.7%12.0%95.2%-26.8%265.5%27.1K-934.2K-11.0K0.05111.363,76918687,24418,988
2023-01-09$1.48$1.0082.1%29.7%72.5%8.6%107.2%-36.2%50.4%41.1K-1.2M-11.3K0.43127.4049821389,57118,789
2023-01-10$1.73$1.0070.6%20.8%88.0%5.7%84.6%2.8%1.7%72.0K-2.8M-14.9K0.02138.2611,42819089,62518,843
2023-01-11$1.83$1.00186.4%43.4%88.6%34.7%109.8%22.2%-40.4%87.0K-3.4M-17.8K0.22117.133,75483191,53918,971
2023-01-12$1.94$1.5084.5%24.3%89.5%9.2%117.4%46.0%6.3%135.7K-4.0M-17.3K0.1588.622,73341993,04019,694
2023-01-13$2.09$1.5090.4%29.4%90.9%10.7%101.5%4.0%18.4%136.4K-5.9M-19.3K0.0456.818,10830494,20521,245
2023-01-17$1.96$1.5099.7%28.1%94.3%13.0%114.1%35.3%-3.7%141.8K-4.4M-18.0K0.6473.581,46393094,07220,281
2023-01-18$1.85$1.50128.2%36.8%98.4%20.1%117.2%13.5%-43.2%28.9K-2.5M-17.0K0.9190.0447643194,56121,068
2023-01-19$1.85$1.5089.8%25.7%93.7%10.5%91.0%28.0%3.3%33.3K-2.4M-16.6K0.1074.461,60216794,73421,346
2023-01-20$1.83$1.5089.1%25.5%92.9%10.3%92.3%-5.0%4.2%34.5K-2.2M-17.4K0.1789.802,03334794,71221,428
2023-01-23$1.81$1.5083.6%24.0%92.7%9.0%112.9%-1.2%-34.1%32.5K-2.1M-15.3K0.07120.321,67411233,7587,186
2023-01-24$1.73$1.5091.3%26.2%95.3%10.9%95.3%5.9%41.0%31.8K-1.9M-15.3K0.10101.536756934,8297,283
2023-01-25$1.79$1.5086.0%24.7%94.8%9.6%84.1%29.9%11.6%32.9K-2.2M-15.4K0.04111.501,0793835,2127,325
2023-01-26$1.81$1.5069.7%23.0%89.7%5.5%82.6%30.5%15.5%39.0K-2.6M-17.3K0.10128.265295535,9267,328
2023-01-27$1.83$1.5062.9%20.5%87.5%3.8%76.9%-13.1%1.7%45.4K-2.4M-15.1K0.00117.852,138236,3917,360
2023-01-30$1.83$1.5064.7%20.7%87.2%4.2%80.4%-23.3%20.7%49.3K-2.8M-17.2K1.1133.0616318137,5936,987
2023-01-31$1.87$1.5085.4%21.0%86.1%9.4%74.2%-17.2%19.0%52.9K-2.6M-16.7K0.09140.075915237,6727,160