AMRN Options History — May 2023

In May 2023, AMRN traded between $1.15 and $1.40. ATM implied volatility averaged 81.0%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 23.3%. IV traded above realized volatility by 29.4% (HV 20d: 51.7%). Max pain ranged from $1.00 to $1.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.69.

Notable Days

  • 2023-05-10: Highest Volume — 2,243 contracts
  • 2023-05-09: Largest IV spike — 81.3% change
  • 2023-05-01: Highest IV Rank — 19.2%
  • 2023-05-01: Largest Expected Move — 35.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.28$1.15$1.40$1.38$1.15
Max Pain$1.07$1.00$1.50$1.50$1.00
ATM IV81.0%53.1%124.3%124.3%60.6%
Expected Move23.3%15.4%35.6%35.6%17.4%
HV 20d51.7%42.3%60.0%49.1%54.8%
HV 60d57.4%54.1%61.1%61.1%54.1%
IV Rank8.3%1.3%19.2%19.2%3.2%
IV Percentile19.6%1.6%68.3%68.3%4.0%
Term Structure-11.1%-53.9%29.9%-38.4%-10.0%
VWIV87.5%60.9%127.6%124.5%60.9%
Skew 25d-8.0%-28.8%24.1%12.0%-8.6%
Skew 10d8.6%-30.7%80.0%5.3%-5.0%
Call IV 25d81.8%42.9%114.6%92.8%72.9%
Put IV 25d73.8%57.8%104.8%104.8%64.3%
Bid-Ask Spread %58.9029.09101.0845.2629.09
Gamma HHI0.190.170.210.190.17
Net GEX13.6K9.1K17.9K15.9K9.1K
Net DEX-707.0K-1.1M-345.3K-967.6K-467.7K
Net VEX-9.9K-12.2K-7.5K-11.1K-7.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.0012.930.070.05
Total Volume510792,2431,730410
Total OI43,133.36440,77545,50540,77543,030

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-05-01$1.38$1.50124.3%35.6%49.1%19.2%124.5%12.0%-38.4%15.9K-967.6K-11.1K0.0745.261,61411635,7685,007
2023-05-02$1.38$1.5096.3%27.6%49.0%12.1%111.7%-0.2%-6.2%17.1K-1.1M-12.2K0.0170.89344236,6285,122
2023-05-03$1.37$1.5097.2%27.9%48.2%12.4%97.6%3.3%-24.2%16.4K-989.8K-11.0K0.0049.67391036,9005,124
2023-05-04$1.37$1.0063.7%24.3%42.3%4.0%127.6%-28.8%-7.2%16.6K-1.0M-11.6K0.1234.632522937,2195,124
2023-05-05$1.40$1.00104.5%27.1%42.9%14.2%95.6%-28.4%-15.0%17.9K-1.1M-11.7K0.1233.792152537,4495,142
2023-05-08$1.33$1.0053.1%22.0%46.1%1.3%77.6%-28.1%-2.0%16.9K-970.7K-11.3K0.0749.491531137,4285,167
2023-05-09$1.33$1.0096.3%19.2%44.7%12.1%69.0%-9.6%15.6%15.5K-847.1K-10.5K0.0341.14200537,4705,174
2023-05-10$1.27$1.0078.0%22.4%46.5%7.6%87.5%-21.3%-26.2%12.3K-709.7K-9.7K12.9389.841612,08237,5455,179
2023-05-11$1.19$1.0091.6%26.3%49.5%11.0%65.8%-2.4%-53.9%11.2K-432.0K-9.2K0.3063.181725237,6587,248
2023-05-12$1.21$1.0087.1%25.0%47.7%9.8%64.1%3.0%-45.6%11.4K-511.5K-9.7K0.1875.871512737,7237,289
2023-05-15$1.29$1.0083.3%23.9%53.0%8.9%94.0%-4.6%-5.9%12.7K-398.6K-9.6K0.0874.554663637,7837,316
2023-05-16$1.25$1.0077.4%22.2%53.9%7.4%106.5%-21.3%29.9%11.9K-345.3K-9.3K0.1465.063004237,9797,290
2023-05-17$1.31$1.0089.5%25.7%56.6%10.4%85.4%-13.4%-17.6%13.9K-440.9K-9.8K0.0751.844743338,1957,310
2023-05-18$1.29$1.0078.5%22.5%56.4%7.7%92.1%-19.1%-8.2%13.6K-541.7K-10.0K0.1436.64691038,6206,653
2023-05-19$1.27$1.0079.7%22.8%56.4%8.0%66.7%1.6%-13.0%13.9K-758.1K-10.2K0.5039.3345823038,6515,215
2023-05-22$1.31$1.0053.8%15.4%56.7%1.5%86.9%24.1%23.0%13.2K-758.7K-9.9K0.0075.79829036,5564,836
2023-05-23$1.31$1.0084.0%24.1%55.5%9.1%78.4%0.7%-13.5%15.1K-835.0K-10.0K0.03101.083801037,1224,836
2023-05-24$1.25$1.0076.4%21.9%57.8%7.2%89.1%-13.4%-17.8%12.4K-711.7K-9.3K0.0189.64206337,3804,846
2023-05-25$1.19$1.0073.5%21.1%60.0%6.4%65.1%-6.2%-22.0%11.3K-641.2K-8.7K0.0140.05405337,4684,849
2023-05-26$1.19$1.0075.3%21.6%55.0%6.9%91.3%-6.4%8.8%11.2K-524.1K-8.2K0.0078.77755237,7954,852
2023-05-30$1.15$1.0058.7%16.8%54.8%2.7%60.9%-8.1%4.7%9.3K-495.8K-8.0K0.3760.10712638,1344,854
2023-05-31$1.15$1.0060.6%17.4%54.8%3.2%0.0%-8.6%-10.0%9.1K-467.7K-7.5K0.0529.093902038,1754,855