AMRN Options History — June 2023

In June 2023, AMRN traded between $1.12 and $1.31. ATM implied volatility averaged 91.3%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 42.5% (HV 20d: 48.8%). 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 19 of 21 days. Put/call ratio averaged 0.17.

Notable Days

  • 2023-06-02: Highest Volume — 1,491 contracts
  • 2023-06-06: Largest IV spike — 55.6% change
  • 2023-06-09: Highest IV Rank — 31.8%
  • 2023-06-06: Largest Expected Move — 26.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.21$1.12$1.31$1.21$1.19
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV91.3%61.0%169.1%85.5%75.5%
Expected Move20.3%14.6%26.8%24.5%21.6%
HV 20d48.8%37.5%61.9%58.8%37.5%
HV 60d50.0%47.3%56.5%55.4%48.3%
IV Rank11.4%3.5%31.8%9.4%7.3%
IV Percentile29.3%4.4%84.5%22.2%15.5%
Term Structure18.5%-13.4%53.9%5.3%24.3%
VWIV79.9%51.5%101.4%101.4%91.9%
Skew 25d8.1%-20.3%68.9%-1.3%25.3%
Skew 10d26.8%-5.5%55.0%4.8%33.3%
Call IV 25d65.0%41.9%83.6%75.0%65.8%
Put IV 25d73.1%44.5%152.5%73.7%91.2%
Bid-Ask Spread %86.1442.66122.1342.6673.46
Gamma HHI0.220.170.250.210.24
Net GEX12.0K10.4K16.6K11.3K12.5K
Net DEX-803.9K-921.9K-509.6K-509.6K-850.4K
Net VEX-9.2K-10.1K-8.1K-8.1K-9.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.002.130.030.00
Total Volume386.952421,491203489
Total OI42,565.8137,76446,88143,32640,099

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-06-01$1.21$1.0085.5%24.5%58.8%9.4%101.4%-1.3%5.3%11.3K-509.6K-8.1K0.0342.66198538,4514,875
2023-06-02$1.27$1.0068.6%19.7%61.9%5.2%0.0%14.5%13.8%13.2K-698.1K-9.2K0.0375.441,4415038,5824,878
2023-06-05$1.25$1.0091.0%18.2%61.3%10.8%83.1%38.5%29.2%14.0K-731.2K-9.3K0.0094.43156040,0824,918
2023-06-06$1.27$1.00141.6%26.8%59.3%24.6%94.0%-14.7%-13.4%10.4K-770.4K-9.5K0.0194.88183240,1314,918
2023-06-07$1.29$1.00150.0%18.3%59.6%26.8%74.8%-0.5%13.2%15.9K-885.3K-9.7K0.3179.11321040,2524,539
2023-06-08$1.31$1.00159.7%21.4%57.5%29.3%75.6%68.9%11.3%16.6K-917.3K-9.7K0.0497.822231040,2534,439
2023-06-09$1.27$1.00169.1%24.8%53.3%31.8%87.5%-7.0%7.5%11.2K-887.4K-9.8K0.0596.392011040,4294,449
2023-06-12$1.27$1.0099.2%19.4%53.1%13.5%78.2%1.5%9.6%11.8K-919.7K-10.1K0.1598.491342040,9964,458
2023-06-13$1.29$1.00121.6%14.6%48.2%19.3%51.5%0.8%35.9%11.6K-848.1K-9.6K0.1059.601221241,0254,468
2023-06-14$1.25$1.0070.8%20.3%48.2%6.0%0.0%30.5%38.3%10.8K-768.4K-9.2K0.05122.1378441,1014,468
2023-06-15$1.21$1.0065.7%18.8%46.2%4.7%62.2%18.2%43.2%11.5K-921.9K-10.1K0.0281.416651342,0844,272
2023-06-16$1.19$1.0079.0%22.6%46.2%8.2%90.3%18.6%6.2%10.8K-863.3K-9.1K0.5392.5324713242,5964,285
2023-06-20$1.19$1.0072.8%20.9%46.0%6.5%73.4%17.3%13.1%11.8K-819.3K-9.7K0.0152.89664933,7933,971
2023-06-21$1.17$1.0065.0%18.6%44.4%4.5%0.0%14.6%53.9%11.1K-836.0K-9.0K0.01111.15945734,3263,976
2023-06-22$1.15$1.0068.2%19.6%44.6%5.3%67.3%8.7%23.5%11.3K-838.1K-9.0K2.13108.7612727035,1333,675
2023-06-23$1.13$1.0061.0%17.5%42.2%3.5%77.7%-20.3%16.0%10.8K-812.6K-9.1K0.0197.03339335,1603,925
2023-06-26$1.13$1.0075.5%21.6%38.8%7.3%80.2%3.5%-1.5%11.0K-680.9K-8.2K0.01104.55281235,3983,918
2023-06-27$1.15$1.0062.2%17.8%39.5%3.8%73.2%-14.0%22.0%10.9K-746.8K-8.4K0.0277.245601135,6103,918
2023-06-28$1.12$1.0071.2%20.4%38.7%6.1%95.3%-17.7%10.5%11.3K-777.6K-8.5K0.0078.4087036,0693,928
2023-06-29$1.15$1.0065.0%18.6%40.0%4.5%0.0%-14.8%26.2%11.5K-800.2K-9.2K0.1070.623483636,1063,928
2023-06-30$1.19$1.0075.5%21.6%37.5%7.3%91.9%25.3%24.3%12.5K-850.4K-9.0K0.0073.46488136,2463,853