AMRN Options History — February 2024

In February 2024, AMRN traded between $1.08 and $1.35. ATM implied volatility averaged 115.5%, placing in the 48.0% IV rank vs the trailing year. The 30-day expected move averaged 33.6%. IV traded above realized volatility by 25.4% (HV 20d: 90.1%). 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 2 of 20 days. Put/call ratio averaged 0.33.

Notable Days

2024-02-29: Highest Volume — 4,109 contracts
2024-02-21: Largest IV spike — 45.7% change
2024-02-22: Highest IV Rank — 69.8%
2024-02-22: Largest Expected Move — 42.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.20	$1.08	$1.35	$1.21	$1.08
Max Pain	$1.00	$1.00	$1.00	$1.00	$1.00
ATM IV	115.5%	68.4%	147.8%	68.4%	102.9%
Expected Move	33.6%	23.9%	42.4%	31.0%	29.5%
HV 20d	90.1%	56.8%	133.7%	133.1%	91.8%
HV 60d	92.6%	91.1%	102.6%	93.0%	102.6%
IV Rank	48.0%	16.3%	69.8%	16.3%	39.5%
IV Percentile	77.4%	17.5%	95.6%	17.5%	68.7%
Term Structure	-29.3%	-64.1%	3.0%	3.0%	-49.7%
VWIV	124.1%	95.8%	154.9%	108.9%	154.9%
Skew 25d	14.7%	-27.6%	72.6%	-6.5%	-12.1%
Skew 10d	34.1%	-34.7%	78.6%	-7.9%	44.2%
Call IV 25d	91.9%	58.3%	120.2%	102.9%	102.8%
Put IV 25d	106.6%	56.8%	145.6%	96.4%	90.7%
Bid-Ask Spread %	35.34	14.17	60.33	15.16	33.19
Gamma HHI	0.20	0.18	0.21	0.20	0.18
Net GEX	11.8K	10.2K	13.9K	11.7K	10.2K
Net DEX	-1.5M	-1.7M	-1.1M	-1.5M	-1.1M
Net VEX	-9.6K	-10.4K	-9.0K	-9.7K	-9.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.01	1.37	0.20	0.43
Total Volume	787.15	129	4,109	253	4,109
Total OI	36,778.85	35,447	38,944	35,647	37,815

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2024-02-01	$1.21	$1.00	68.4%	31.0%	133.1%	16.3%	108.9%	-6.5%	3.0%	11.7K	-1.5M	-9.7K	0.20	15.16	211	42	30,273	5,374
2024-02-02	$1.19	$1.00	93.1%	33.0%	133.5%	32.9%	117.9%	15.0%	-64.1%	11.7K	-1.4M	-9.7K	0.02	60.33	557	10	30,453	5,392
2024-02-05	$1.19	$1.00	105.4%	25.0%	133.5%	41.2%	95.8%	-2.8%	-8.3%	11.8K	-1.4M	-9.7K	0.15	58.24	112	17	30,644	5,402
2024-02-06	$1.23	$1.00	131.5%	35.2%	133.7%	58.8%	109.5%	32.7%	-32.7%	12.6K	-1.5M	-9.7K	0.05	42.84	1,043	50	30,717	5,410
2024-02-07	$1.19	$1.00	112.3%	32.2%	132.1%	45.9%	114.7%	6.3%	0.0%	12.5K	-1.5M	-9.9K	0.08	46.94	347	29	31,459	5,433
2024-02-08	$1.23	$1.00	124.8%	35.8%	90.7%	54.3%	123.7%	33.0%	-17.8%	12.6K	-1.7M	-10.1K	1.37	47.71	195	267	31,729	5,445
2024-02-09	$1.23	$1.00	118.8%	34.1%	85.6%	50.3%	116.2%	23.7%	-3.1%	12.4K	-1.6M	-9.8K	0.06	36.38	413	24	31,792	5,622
2024-02-12	$1.21	$1.00	125.6%	36.0%	85.0%	54.8%	122.1%	26.6%	-46.8%	12.2K	-1.6M	-9.6K	0.01	35.26	980	11	32,040	5,646
2024-02-13	$1.13	$1.00	111.6%	32.0%	81.5%	45.4%	111.7%	40.5%	-14.3%	11.3K	-1.4M	-9.2K	0.17	14.17	727	123	32,115	5,657
2024-02-14	$1.17	$1.00	126.2%	36.2%	82.3%	55.2%	125.7%	50.0%	-30.5%	11.7K	-1.5M	-9.4K	0.63	28.91	409	257	32,039	5,709
2024-02-15	$1.21	$1.00	131.9%	37.8%	83.0%	59.1%	117.1%	28.0%	-20.9%	11.8K	-1.5M	-9.2K	1.33	29.27	468	621	32,207	5,934
2024-02-16	$1.21	$1.00	134.3%	38.5%	79.9%	60.7%	132.8%	28.4%	-55.8%	11.2K	-1.5M	-9.4K	0.60	33.92	285	171	32,389	6,555
2024-02-20	$1.19	$1.00	83.3%	23.9%	72.3%	26.3%	0.0%	-1.5%	-12.5%	10.7K	-1.3M	-9.0K	0.48	16.63	296	141	30,392	5,055
2024-02-21	$1.17	$1.00	121.4%	34.8%	70.1%	52.0%	144.5%	-2.0%	-43.7%	11.1K	-1.3M	-9.3K	0.26	15.24	243	64	30,562	5,065
2024-02-22	$1.17	$1.00	147.8%	42.4%	67.7%	69.8%	148.9%	72.6%	-34.4%	10.9K	-1.3M	-9.5K	0.11	40.84	270	31	30,698	5,128
2024-02-23	$1.17	$1.00	112.4%	32.2%	56.8%	46.0%	0.0%	12.7%	-60.5%	10.8K	-1.2M	-9.1K	0.01	40.69	171	2	30,851	5,159
2024-02-26	$1.21	$1.00	107.2%	30.7%	57.1%	42.4%	147.6%	-6.6%	-36.1%	12.0K	-1.4M	-9.7K	0.09	44.07	556	49	30,796	5,162
2024-02-27	$1.35	$1.00	118.8%	34.1%	69.1%	50.2%	116.5%	-16.9%	-24.6%	13.7K	-1.7M	-10.1K	0.51	37.96	1,216	617	30,791	5,199
2024-02-28	$1.31	$1.00	132.8%	38.1%	63.9%	59.7%	126.3%	-27.6%	-32.8%	13.9K	-1.7M	-10.4K	0.04	29.05	583	26	31,765	5,703
2024-02-29	$1.08	$1.00	102.9%	29.5%	91.8%	39.5%	154.9%	-12.1%	-49.7%	10.2K	-1.1M	-9.0K	0.43	33.19	2,880	1,229	32,097	5,718