AMRN Options History — January 2024

In January 2024, AMRN traded between $0.87 and $1.35. ATM implied volatility averaged 103.4%, placing in the 38.8% IV rank vs the trailing year. The 30-day expected move averaged 30.9%. IV traded below realized volatility by 2.7% (HV 20d: 106.1%). 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 12 of 21 days. Put/call ratio averaged 0.26.

Notable Days

  • 2024-01-10: Highest Volume — 9,143 contracts
  • 2024-01-09: Largest IV spike — 69.3% change
  • 2024-01-09: Highest IV Rank — 72.5%
  • 2024-01-03: Largest Expected Move — 43.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.11$0.87$1.35$0.90$1.17
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV103.4%59.8%151.8%123.2%97.9%
Expected Move30.9%17.1%43.2%35.3%28.1%
HV 20d106.1%54.4%134.1%76.6%134.1%
HV 60d83.3%66.4%94.2%67.7%94.2%
IV Rank38.8%10.5%72.5%45.8%36.1%
IV Percentile64.8%5.2%96.4%88.9%64.3%
Term Structure10.6%-26.9%54.1%-10.8%-26.9%
VWIV111.3%52.4%150.7%132.3%131.2%
Skew 25d12.4%-14.7%89.6%19.5%-14.7%
Skew 10d12.6%-26.8%65.1%40.2%-11.1%
Call IV 25d108.2%77.8%145.0%124.2%109.2%
Put IV 25d120.7%94.5%189.6%143.6%94.5%
Bid-Ask Spread %43.129.3681.0713.5543.70
Gamma HHI0.260.170.530.340.20
Net GEX11.8K7.3K26.5K13.2K11.7K
Net DEX-1.3M-1.9M-643.8K-763.5K-1.4M
Net VEX-7.8K-10.3K-5.3K-5.7K-9.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.001.660.021.66
Total Volume1,727.3332509,1431,195250
Total OI52,214.57128,71369,58259,56835,303

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-01-02$0.90$1.00123.2%35.3%76.6%45.8%132.3%19.5%-10.8%13.2K-763.5K-5.7K0.0213.551,1722355,8373,731
2024-01-03$0.87$1.00150.7%43.2%68.3%61.7%150.7%24.2%-17.2%13.2K-798.0K-5.6K0.039.36280856,1253,750
2024-01-04$0.87$1.0097.9%34.9%68.0%31.1%121.3%65.6%15.0%10.9K-666.2K-5.4K0.0081.07397056,2643,858
2024-01-05$0.87$1.00101.2%37.8%57.9%38.4%131.7%67.9%5.7%11.1K-687.8K-5.5K0.0276.305241156,5273,858
2024-01-08$0.89$1.0089.7%37.5%54.4%30.6%131.1%89.6%-7.7%10.9K-643.8K-5.3K0.4572.2524211056,9443,869
2024-01-09$0.97$1.00151.8%42.8%61.7%72.5%149.3%44.5%-10.0%15.7K-958.4K-6.0K0.0644.742,02512357,0833,859
2024-01-10$1.27$1.00136.1%39.0%111.1%61.9%143.5%-13.6%-16.7%7.3K-1.8M-7.2K0.1442.708,0281,11557,7633,980
2024-01-11$1.17$1.00107.1%30.7%114.4%42.3%106.3%-12.3%12.4%26.5K-1.7M-8.1K0.0537.323,94520661,0724,464
2024-01-12$1.21$1.00114.2%32.7%113.5%47.1%118.0%11.6%14.8%7.6K-1.9M-8.0K0.2622.4789823063,0254,547
2024-01-16$1.10$1.00104.3%29.9%120.1%40.5%105.7%0.5%12.4%17.9K-1.5M-7.8K0.8637.101,2091,04163,1714,696
2024-01-17$1.10$1.00107.4%30.8%120.1%42.6%109.9%-9.4%-0.3%8.1K-1.6M-7.9K0.4342.5728812363,8125,538
2024-01-18$1.10$1.00100.6%28.9%119.4%38.0%100.7%-7.3%9.6%8.1K-1.5M-8.0K0.0540.992,52613663,8325,554
2024-01-19$1.04$1.0099.3%28.5%121.7%37.1%103.6%-13.5%18.8%8.0K-1.4M-8.0K0.3347.811,21840363,9775,605
2024-01-22$1.15$1.00122.7%35.2%124.4%52.9%122.7%-3.7%-4.3%9.0K-1.2M-8.1K0.1725.753,14453624,7084,005
2024-01-23$1.21$1.0080.5%23.1%122.7%24.5%77.6%-5.8%49.9%10.3K-1.4M-9.1K0.1250.631,12813327,0154,380
2024-01-24$1.15$1.00101.4%29.1%124.7%38.5%123.2%1.6%-4.5%10.2K-1.3M-9.0K0.1140.641,08711527,6484,499
2024-01-25$1.27$1.0059.8%17.1%128.5%10.5%52.4%-2.6%54.1%11.4K-1.6M-9.4K0.1237.937598828,2944,611
2024-01-26$1.31$1.0069.0%19.8%127.8%16.7%71.4%10.4%48.3%10.7K-1.7M-9.0K0.3645.2193733628,9254,693
2024-01-29$1.35$1.0082.7%23.7%127.6%25.9%81.7%10.0%42.8%13.2K-1.7M-10.3K0.2247.4277417229,5755,018
2024-01-30$1.25$1.0073.1%20.9%130.9%19.4%72.2%-1.4%38.0%12.4K-1.6M-10.0K0.0945.984904430,0195,072
2024-01-31$1.17$1.0097.9%28.1%134.1%36.1%131.2%-14.7%-26.9%11.7K-1.4M-9.9K1.6643.709415630,2385,065