AMRN Options History — October 2023

In October 2023, AMRN traded between $0.68 and $0.86. ATM implied volatility averaged 83.2%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 24.6%. IV traded above realized volatility by 20.5% (HV 20d: 62.7%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.20.

Notable Days

  • 2023-10-12: Highest Volume — 874 contracts
  • 2023-10-05: Largest IV spike — 38.2% change
  • 2023-10-31: Highest IV Rank — 26.4%
  • 2023-10-27: Largest Expected Move — 33.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.77$0.68$0.86$0.85$0.70
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV83.2%66.3%117.3%74.7%116.8%
Expected Move24.6%19.0%33.6%21.4%33.5%
HV 20d62.7%51.1%71.3%51.6%64.8%
HV 60d58.2%46.5%73.5%73.3%51.3%
IV Rank12.5%5.7%26.4%7.9%26.4%
IV Percentile42.3%15.5%86.1%26.2%85.7%
Term Structure20.1%-42.1%52.4%31.5%-42.1%
VWIV90.6%68.2%115.7%83.0%92.9%
Skew 25d-10.3%-55.4%16.9%12.1%12.7%
Skew 10d-1.4%-32.5%22.1%8.7%11.5%
Call IV 25d92.5%63.3%130.2%70.9%66.2%
Put IV 25d82.2%70.6%108.2%83.0%78.9%
Bid-Ask Spread %36.598.3782.9942.989.46
Gamma HHI0.320.270.380.320.27
Net GEX8.1K4.5K11.2K10.6K4.5K
Net DEX-412.5K-566.7K-220.2K-549.0K-220.2K
Net VEX-5.4K-6.5K-4.0K-6.4K-4.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.003.363.360.13
Total Volume297.95542874528445
Total OI50,053.45548,62950,78648,62950,701

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-10-02$0.85$1.0074.7%21.4%51.6%7.9%83.0%12.1%31.5%10.6K-549.0K-6.4K3.3642.9812140744,7353,894
2023-10-03$0.86$1.0070.1%20.1%51.1%6.7%74.5%11.4%32.7%10.8K-528.4K-6.5K0.0123.15219245,1954,118
2023-10-04$0.82$1.0066.3%19.0%51.8%5.7%0.0%-1.1%30.5%8.3K-524.2K-5.5K0.0142.16319245,3734,118
2023-10-05$0.84$1.0091.6%24.6%53.3%12.3%0.0%6.9%-11.2%11.1K-544.3K-6.4K0.1282.991792145,4614,109
2023-10-06$0.85$1.0076.1%27.4%53.6%8.3%97.0%16.9%-31.5%11.2K-511.5K-6.2K0.2775.99972645,5774,103
2023-10-09$0.82$1.0079.8%33.1%54.4%9.2%115.7%5.4%-16.5%9.2K-440.3K-5.8K0.0277.0141145,6574,129
2023-10-10$0.83$1.0086.3%26.7%53.9%10.9%106.7%8.9%-0.0%9.2K-566.7K-5.8K0.0053.3069045,6844,109
2023-10-11$0.78$1.0067.6%19.4%56.6%6.1%0.0%-5.1%46.2%8.5K-436.7K-5.4K0.0515.372051045,6954,109
2023-10-12$0.72$1.0077.7%22.3%61.6%8.7%0.0%-32.7%12.8%6.6K-288.4K-4.9K0.1815.7974113345,8794,011
2023-10-13$0.75$1.0066.9%19.2%63.5%5.9%68.2%-6.0%33.9%7.6K-364.0K-5.3K0.0230.28382646,4584,126
2023-10-16$0.81$1.0091.0%26.1%71.1%16.7%0.0%-1.0%43.6%8.4K-463.8K-5.9K0.0026.4486046,4914,132
2023-10-17$0.79$1.0074.4%21.3%70.5%10.8%87.0%-0.2%52.4%9.2K-502.6K-6.0K0.0142.71430646,5084,132
2023-10-18$0.77$1.0074.1%21.3%69.8%10.7%0.0%-13.2%50.9%8.7K-482.3K-5.8K0.0052.65324046,3194,133
2023-10-19$0.74$1.0072.0%20.6%70.2%9.9%0.0%-31.5%35.7%7.0K-338.1K-5.0K0.0176.9999146,6004,131
2023-10-20$0.76$1.0075.8%21.7%71.3%11.3%0.0%-13.5%49.1%7.3K-360.0K-5.2K0.0016.6569046,6554,131
2023-10-23$0.74$1.0077.4%22.2%70.5%11.9%0.0%-32.9%0.4%6.9K-308.5K-4.8K0.0037.07243045,7453,863
2023-10-24$0.76$1.0081.7%23.4%70.8%13.4%0.0%-14.0%47.8%8.5K-405.6K-5.0K0.0432.4379345,9763,863
2023-10-25$0.71$1.0095.6%27.4%68.5%18.4%0.0%-21.3%8.4%6.1K-264.5K-4.4K0.0012.86590046,0393,863
2023-10-26$0.69$1.0094.5%27.1%68.5%18.0%0.0%-54.5%46.8%6.4K-333.2K-4.7K0.0112.86266446,4483,863
2023-10-27$0.69$1.00117.3%33.6%68.1%26.1%0.0%-55.4%46.1%6.4K-366.1K-4.8K0.0217.4065146,6593,866
2023-10-30$0.68$1.00101.9%29.2%63.7%20.6%92.9%-18.4%-25.2%5.7K-275.9K-4.3K0.158.3775011346,6593,859
2023-10-31$0.70$1.00116.8%33.5%64.8%26.4%0.0%12.7%-42.1%4.5K-220.2K-4.0K0.139.463935246,9803,721