AMRN Options History — August 2023

In August 2023, AMRN traded between $1.00 and $1.19. ATM implied volatility averaged 76.4%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 22.5%. IV traded above realized volatility by 4.7% (HV 20d: 71.7%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.13.

Notable Days

  • 2023-08-17: Highest Volume — 3,158 contracts
  • 2023-08-09: Largest IV spike — 39.1% change
  • 2023-08-01: Highest IV Rank — 17.6%
  • 2023-08-01: Largest Expected Move — 32.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.09$1.00$1.19$1.19$1.06
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV76.4%56.2%114.9%114.9%58.2%
Expected Move22.5%16.1%32.9%32.9%16.7%
HV 20d71.7%31.8%112.6%112.6%36.1%
HV 60d72.0%69.7%75.4%75.4%69.7%
IV Rank7.5%2.2%17.6%17.6%2.7%
IV Percentile23.7%3.6%70.2%70.2%4.8%
Term Structure-1.6%-30.9%50.2%-11.9%4.3%
VWIV82.0%57.3%107.5%100.9%70.1%
Skew 25d16.0%-23.2%53.8%-0.2%-23.2%
Skew 10d41.4%-16.5%79.8%46.4%50.1%
Call IV 25d71.0%49.6%96.4%96.4%87.0%
Put IV 25d87.1%57.2%114.0%96.3%63.8%
Bid-Ask Spread %51.808.27125.6959.4263.79
Gamma HHI0.270.230.370.250.31
Net GEX14.4K12.6K17.0K17.0K14.7K
Net DEX-911.2K-1.2M-675.5K-1.2M-735.4K
Net VEX-8.8K-10.6K-7.6K-10.6K-7.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.130.000.680.040.01
Total Volume492.13353,158202138
Total OI48,627.39146,25551,83746,25550,045

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-08-01$1.19$1.00114.9%32.9%112.6%17.6%100.9%-0.2%-11.9%17.0K-1.2M-10.6K0.0459.42195741,8944,361
2023-08-02$1.19$1.0070.2%20.1%112.5%5.9%0.0%1.4%50.2%16.3K-1.2M-10.4K0.0050.81409141,9294,368
2023-08-03$1.19$1.0072.5%24.0%111.7%6.5%0.0%8.9%-3.4%16.2K-1.1M-10.0K0.0065.24886042,2414,369
2023-08-04$1.19$1.0075.0%28.1%111.7%7.1%0.0%50.4%-6.0%16.7K-1.1M-9.9K0.5724.98533043,0164,369
2023-08-07$1.15$1.0073.2%25.0%112.3%6.6%0.0%3.3%-28.5%15.0K-987.2K-9.2K0.0056.35409043,0594,438
2023-08-08$1.15$1.0076.8%22.5%111.5%7.6%0.0%14.6%-12.8%15.4K-1.0M-9.6K0.0045.9235043,3264,438
2023-08-09$1.15$1.00106.8%30.6%111.3%15.5%0.0%53.8%-18.3%15.4K-983.3K-9.3K0.0293.135361043,3314,453
2023-08-10$1.10$1.0081.8%23.4%112.2%8.9%107.5%23.2%-30.9%14.5K-870.8K-8.6K0.0559.462801343,5184,463
2023-08-11$1.10$1.0099.5%28.5%111.9%13.6%97.1%43.4%-11.9%14.9K-1.1M-8.8K0.1345.321882443,7424,470
2023-08-14$1.08$1.0088.3%25.3%110.2%10.6%88.0%18.8%-2.5%14.3K-706.4K-7.6K0.36125.6954920043,8054,470
2023-08-15$1.04$1.0073.2%21.0%103.3%6.6%73.5%23.3%6.0%12.9K-694.8K-7.7K0.30119.3147014143,9004,428
2023-08-16$1.06$1.0083.5%23.9%37.9%9.4%83.4%27.5%-20.8%13.3K-797.6K-8.4K0.0438.053341544,1704,565
2023-08-17$1.04$1.0058.7%16.8%35.7%2.8%64.5%27.4%15.1%12.6K-736.4K-8.0K0.0068.563,1481044,2564,580
2023-08-18$1.06$1.0067.8%19.4%36.6%5.2%78.4%-15.5%10.0%13.3K-900.1K-8.9K0.1647.3569011047,2824,555
2023-08-21$1.08$1.0087.1%25.0%35.8%10.3%101.9%42.0%14.2%14.1K-908.8K-9.0K0.3524.0946616144,5594,467
2023-08-22$1.08$1.0067.8%19.4%35.8%5.2%70.5%7.0%-5.5%14.0K-1.1M-9.7K0.1014.203173144,7504,579
2023-08-23$1.06$1.0062.3%17.9%36.2%3.8%87.0%-9.0%-18.4%13.6K-905.2K-8.6K0.0057.43145044,7594,610
2023-08-24$1.04$1.0081.4%23.3%36.3%8.8%0.0%6.8%-24.5%13.2K-761.9K-8.2K0.0134.13165244,8334,608
2023-08-25$1.00$1.0065.1%18.7%31.8%4.5%77.0%16.3%17.4%12.8K-872.0K-8.3K0.068.272011244,9804,610
2023-08-28$1.04$1.0075.0%21.5%35.1%7.1%83.3%14.8%-2.4%13.4K-675.5K-7.8K0.0056.86712145,1804,662
2023-08-29$1.04$1.0062.6%18.0%35.0%3.9%57.3%19.5%7.4%13.1K-785.3K-8.0K0.0615.3087545,3914,593
2023-08-30$1.06$1.0056.2%16.1%36.1%2.2%72.0%14.5%36.3%14.2K-854.8K-8.5K0.6817.62795445,4154,593
2023-08-31$1.06$1.0058.2%16.7%36.1%2.7%70.1%-23.2%4.3%14.7K-735.4K-7.7K0.0163.79136245,4644,581