AMRN Options History — December 2023

In December 2023, AMRN traded between $0.70 and $0.92. ATM implied volatility averaged 134.4%, placing in the 51.9% IV rank vs the trailing year. The 30-day expected move averaged 37.8%. IV traded above realized volatility by 63.6% (HV 20d: 70.8%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.55.

Notable Days

  • 2023-12-19: Highest Volume — 3,868 contracts
  • 2023-12-12: Largest IV spike — 40.2% change
  • 2023-12-12: Highest IV Rank — 84.9%
  • 2023-12-01: Largest Expected Move — 55.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.83$0.70$0.92$0.77$0.87
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV134.4%83.0%192.7%192.7%83.0%
Expected Move37.8%23.8%55.2%55.2%23.8%
HV 20d70.8%59.2%76.0%60.6%76.0%
HV 60d67.5%59.9%69.7%59.9%67.5%
IV Rank51.9%22.5%84.9%77.2%22.5%
IV Percentile89.6%42.9%99.2%99.2%42.9%
Term Structure-2.0%-131.7%70.6%-22.9%69.6%
VWIV137.0%88.6%287.0%287.0%110.4%
Skew 25d5.5%-57.5%55.5%11.1%55.5%
Skew 10d4.4%-107.1%43.1%4.3%37.1%
Call IV 25d108.4%73.9%181.3%76.1%73.9%
Put IV 25d114.0%74.8%139.5%87.2%129.4%
Bid-Ask Spread %21.418.15100.45100.4511.44
Gamma HHI0.300.240.340.250.34
Net GEX10.4K4.3K15.3K5.4K11.0K
Net DEX-665.8K-999.4K-270.7K-387.3K-673.9K
Net VEX-5.3K-6.5K-3.3K-4.0K-5.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.007.207.200.62
Total Volume1,038.051133,868246275
Total OI55,612.4551,37559,35851,37559,358

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-12-01$0.77$1.00192.7%55.2%60.6%77.2%287.0%11.1%-22.9%5.4K-387.3K-4.0K7.20100.453021649,0112,364
2023-12-04$0.70$1.00153.8%42.9%63.4%63.6%0.0%-0.4%-83.4%4.3K-270.7K-3.3K0.0048.48113049,0282,392
2023-12-05$0.72$1.00167.8%54.9%59.2%71.7%88.6%-10.6%-131.7%4.9K-321.9K-3.5K0.0563.548574049,0902,392
2023-12-06$0.80$1.00138.6%30.9%70.6%54.7%116.4%16.8%70.6%7.6K-527.2K-4.8K0.0941.791,80916549,5972,432
2023-12-07$0.85$1.00107.9%39.0%71.9%36.9%136.2%32.3%-6.5%11.1K-803.4K-5.7K0.0111.383,0501650,8282,485
2023-12-08$0.84$1.00105.4%31.7%71.1%35.5%110.2%5.5%26.9%11.1K-717.0K-5.5K0.458.7827112353,3412,501
2023-12-11$0.83$1.00135.9%33.1%71.1%53.2%115.5%5.9%8.8%10.8K-698.5K-5.4K0.0010.912,1311053,4122,589
2023-12-12$0.79$1.00190.6%38.9%72.9%84.9%135.6%-6.9%-0.7%9.4K-633.9K-5.1K0.728.8434024552,8552,597
2023-12-13$0.84$1.00118.0%33.8%72.0%42.8%113.5%5.9%7.1%10.2K-634.4K-5.2K0.118.154274953,0552,827
2023-12-14$0.83$1.00128.1%36.7%72.2%48.7%129.1%-1.4%-2.0%9.9K-625.9K-5.3K0.119.997668453,2512,854
2023-12-15$0.83$1.00129.9%37.2%72.2%49.7%130.4%-1.5%-21.7%9.9K-691.0K-5.5K0.329.0937512053,8912,921
2023-12-18$0.81$1.00135.9%39.0%69.3%53.2%137.6%-1.6%-10.1%10.0K-646.2K-5.2K0.0010.97704250,7242,716
2023-12-19$0.84$1.00129.6%37.2%69.8%49.5%205.1%-54.8%22.4%10.5K-697.7K-5.5K0.0015.463,8571150,8622,716
2023-12-20$0.81$1.00131.5%37.7%69.6%50.6%148.4%-57.5%16.7%11.6K-743.8K-5.6K0.0515.884662554,2752,725
2023-12-21$0.88$1.00152.1%43.6%75.2%62.6%152.4%38.1%-6.8%15.3K-999.4K-6.5K0.4013.961,43057254,6112,745
2023-12-22$0.91$1.00113.1%32.4%75.7%39.9%113.1%16.8%30.4%13.6K-804.4K-6.1K0.538.8931116455,4553,296
2023-12-26$0.92$1.00121.8%34.9%74.7%45.0%120.9%19.4%-0.4%13.8K-832.4K-6.1K0.1310.095987555,5053,459
2023-12-27$0.90$1.00125.0%35.8%74.4%46.8%125.1%18.9%-2.8%13.3K-808.5K-5.9K0.0810.092662055,4533,534
2023-12-28$0.90$1.00127.8%36.6%74.5%48.5%127.8%19.3%-4.4%13.3K-798.2K-5.9K0.1410.096598955,5483,554
2023-12-29$0.87$1.0083.0%23.8%76.0%22.5%110.4%55.5%69.6%11.0K-673.9K-5.5K0.6211.4417010555,7323,626