AMRN Options History — November 2023

In November 2023, AMRN traded between $0.66 and $0.81. ATM implied volatility averaged 98.5%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 26.1%. IV traded above realized volatility by 31.7% (HV 20d: 66.8%). 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 10 of 21 days. Put/call ratio averaged 0.18.

Notable Days

  • 2023-11-03: Highest Volume — 961 contracts
  • 2023-11-28: Largest IV spike — 41.3% change
  • 2023-11-29: Highest IV Rank — 45.6%
  • 2023-11-29: Largest Expected Move — 48.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.75$0.66$0.81$0.69$0.76
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV98.5%65.1%169.6%110.5%103.2%
Expected Move26.1%18.7%48.6%31.7%29.6%
HV 20d66.8%61.1%76.0%63.3%63.3%
HV 60d57.9%51.3%60.4%51.3%59.8%
IV Rank20.2%7.6%45.6%24.1%30.7%
IV Percentile61.9%13.1%97.2%82.1%80.2%
Term Structure-4.9%-88.8%39.7%-45.8%-21.2%
VWIV110.1%62.3%199.7%62.3%199.7%
Skew 25d5.1%-81.7%40.3%12.1%-49.9%
Skew 10d0.7%-101.8%39.7%9.5%-49.9%
Call IV 25d98.4%60.0%248.6%68.8%196.0%
Put IV 25d103.6%76.9%166.9%80.9%146.1%
Bid-Ask Spread %30.097.3986.197.3986.19
Gamma HHI0.270.210.320.230.31
Net GEX5.8K3.5K8.8K4.0K7.5K
Net DEX-335.3K-515.7K-154.3K-154.9K-515.7K
Net VEX-4.2K-5.2K-3.4K-3.6K-4.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.180.001.790.050.24
Total Volume183.81296129351
Total OI51,597.85750,87852,73551,09251,324

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-11-01$0.69$1.00110.5%31.7%63.3%24.1%0.0%12.1%-45.8%4.0K-154.9K-3.6K0.057.392791447,3223,770
2023-11-02$0.66$1.00103.1%19.3%63.3%21.4%62.3%3.5%11.5%6.0K-318.2K-4.4K0.0335.403071047,5383,663
2023-11-03$0.72$1.00123.8%26.6%72.1%28.9%0.0%12.0%17.3%6.3K-300.3K-4.5K0.0015.64959247,7503,668
2023-11-06$0.77$1.00121.9%18.7%76.0%28.2%71.9%22.9%39.7%7.7K-369.1K-4.9K0.0124.55444648,6423,674
2023-11-07$0.78$1.00102.3%19.1%76.0%21.1%0.0%28.0%2.4%8.5K-425.2K-5.2K0.0017.4545048,9323,680
2023-11-08$0.75$1.0092.2%26.4%74.1%17.4%0.0%21.6%29.1%6.2K-232.9K-4.2K1.7933.51285048,9673,686
2023-11-09$0.73$1.0097.8%28.0%68.9%19.5%0.0%17.4%-31.2%7.2K-348.5K-4.8K0.1413.111422048,9883,736
2023-11-10$0.72$1.0090.2%25.9%67.4%16.7%0.0%17.9%8.0%3.5K-154.3K-3.5K0.0035.0814048,9833,752
2023-11-13$0.70$1.0091.1%26.1%61.1%17.0%0.0%-66.5%12.0%3.6K-248.7K-3.4K0.3831.05722749,0002,447
2023-11-14$0.75$1.0099.5%28.5%66.3%20.1%0.0%19.4%-32.1%6.1K-336.4K-4.2K0.8416.37322749,0012,454
2023-11-15$0.76$1.0073.3%21.0%66.0%10.6%0.0%27.7%-22.5%6.2K-343.1K-4.2K0.2135.651954049,0322,427
2023-11-16$0.76$1.0074.5%21.4%64.3%11.0%0.0%11.1%-23.4%5.5K-352.9K-4.1K0.0018.4439049,0482,467
2023-11-17$0.81$1.0065.1%18.7%67.5%7.6%69.2%40.3%30.1%8.8K-479.5K-4.8K0.0530.75139749,0722,467
2023-11-20$0.79$1.0066.6%19.1%67.4%8.2%0.0%26.6%-4.4%5.6K-360.0K-4.0K0.0013.55599048,4442,434
2023-11-21$0.76$1.0081.8%23.4%68.4%13.7%0.0%31.2%-6.8%4.4K-297.3K-3.7K0.0039.2261048,7702,374
2023-11-22$0.77$1.0084.5%24.2%63.6%14.7%0.0%32.0%-7.3%4.6K-345.6K-3.9K0.0012.942048,8012,374
2023-11-24$0.78$1.0089.2%25.6%62.5%16.4%147.2%25.4%27.2%7.9K-470.0K-4.6K0.0013.2231048,8012,374
2023-11-27$0.76$1.0094.3%27.0%63.5%18.2%0.0%-81.7%-14.9%4.5K-319.7K-3.8K0.0029.7014048,8222,374
2023-11-28$0.74$1.00133.2%38.2%64.1%32.4%0.0%16.9%18.0%4.1K-343.6K-3.7K0.0167.62195148,8342,353
2023-11-29$0.75$1.00169.6%48.6%63.6%45.6%199.7%-60.3%-88.8%4.3K-325.0K-3.8K0.0055.148048,9562,354
2023-11-30$0.76$1.00103.2%29.6%63.3%30.7%0.0%-49.9%-21.2%7.5K-515.7K-4.5K0.2486.19411048,9702,354