AMRN Options History — March 2024

In March 2024, AMRN traded between $0.83 and $1.06. ATM implied volatility averaged 73.9%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 21.4%. IV traded below realized volatility by 21.1% (HV 20d: 95.0%). 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 16 of 20 days. Put/call ratio averaged 0.41.

Notable Days

2024-03-01: Highest Volume — 2,633 contracts
2024-03-11: Largest IV spike — 78.3% change
2024-03-01: Highest IV Rank — 51.4%
2024-03-01: Largest Expected Move — 34.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.89	$0.83	$1.06	$1.06	$0.88
Max Pain	$1.00	$1.00	$1.00	$1.00	$1.00
ATM IV	73.9%	47.8%	120.6%	120.6%	47.8%
Expected Move	21.4%	13.7%	34.6%	34.6%	13.7%
HV 20d	95.0%	59.6%	101.6%	90.8%	59.6%
HV 60d	100.9%	99.5%	104.3%	100.6%	99.5%
IV Rank	20.0%	2.4%	51.4%	51.4%	2.4%
IV Percentile	27.3%	1.2%	82.5%	82.5%	1.2%
Term Structure	20.3%	-28.2%	48.3%	-12.9%	40.0%
VWIV	93.5%	42.4%	199.6%	119.6%	42.4%
Skew 25d	39.7%	1.5%	191.4%	46.4%	46.3%
Skew 10d	41.9%	-10.7%	238.2%	81.2%	53.1%
Call IV 25d	70.2%	54.8%	105.6%	103.7%	64.2%
Put IV 25d	109.8%	70.0%	249.4%	150.1%	110.4%
Bid-Ask Spread %	50.71	17.75	89.08	36.13	27.42
Gamma HHI	0.18	0.15	0.27	0.17	0.16
Net GEX	8.2K	5.6K	12.7K	11.2K	7.4K
Net DEX	-555.2K	-1.0M	-310.1K	-1.0M	-557.3K
Net VEX	-6.8K	-8.6K	-5.7K	-8.6K	-6.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.41	0.00	2.11	0.32	0.79
Total Volume	795.8	66	2,633	2,633	569
Total OI	40,406.35	37,123	44,096	38,343	39,280

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
2024-03-01	$1.06	$1.00	120.6%	34.6%	90.8%	51.4%	119.6%	46.4%	-12.9%	11.2K	-1.0M	-8.6K	0.32	36.13	1,988	645	32,766	5,577
2024-03-04	$0.93	$1.00	52.2%	22.8%	101.0%	5.4%	79.6%	97.8%	6.4%	10.5K	-616.3K	-7.5K	0.98	89.08	1,006	985	33,821	6,150
2024-03-05	$0.95	$1.00	80.7%	26.2%	101.6%	24.6%	89.8%	21.2%	-4.8%	12.7K	-820.1K	-8.3K	2.11	69.02	805	1,701	34,385	6,009
2024-03-06	$0.94	$1.00	58.7%	23.9%	100.2%	9.8%	83.8%	10.1%	12.0%	12.3K	-648.7K	-7.6K	0.05	61.56	497	24	34,964	7,149
2024-03-07	$0.94	$1.00	62.3%	23.5%	100.1%	12.2%	82.1%	4.6%	13.5%	11.8K	-556.4K	-7.1K	0.16	68.53	389	62	35,257	7,173
2024-03-08	$0.92	$1.00	63.7%	21.4%	98.7%	13.1%	75.1%	1.5%	-19.8%	10.9K	-514.6K	-7.1K	0.59	66.70	257	151	35,350	7,148
2024-03-11	$0.89	$1.00	113.6%	27.6%	98.7%	46.7%	80.5%	8.5%	1.1%	7.0K	-455.8K	-6.9K	0.03	56.72	815	23	35,487	7,279
2024-03-12	$0.86	$1.00	118.4%	17.0%	98.9%	50.0%	75.2%	20.0%	48.3%	6.5K	-403.7K	-6.5K	1.09	66.33	396	430	36,002	7,143
2024-03-13	$0.86	$1.00	71.9%	20.6%	97.2%	18.7%	67.8%	4.3%	21.4%	6.4K	-389.9K	-6.5K	0.09	50.12	754	67	36,246	7,178
2024-03-14	$0.83	$1.00	79.7%	22.9%	95.8%	23.9%	109.4%	43.8%	23.9%	5.6K	-310.1K	-5.7K	0.15	50.78	253	38	36,748	7,205
2024-03-15	$0.86	$1.00	61.7%	17.7%	95.9%	11.8%	78.0%	23.3%	44.7%	6.4K	-402.0K	-6.5K	0.35	54.10	400	140	36,889	7,207
2024-03-18	$0.84	$1.00	49.7%	14.3%	95.7%	3.7%	0.0%	65.1%	41.3%	5.9K	-473.9K	-6.0K	0.00	17.75	642	1	31,881	5,242
2024-03-19	$0.86	$1.00	65.4%	18.8%	96.8%	14.3%	83.6%	45.7%	44.9%	7.0K	-596.0K	-7.0K	0.02	45.02	611	13	32,259	5,243
2024-03-20	$0.90	$1.00	60.4%	17.3%	99.3%	10.9%	79.4%	191.4%	43.8%	6.7K	-540.5K	-5.9K	0.08	56.58	323	26	32,596	5,254
2024-03-21	$0.88	$1.00	86.5%	24.8%	99.2%	28.5%	76.3%	32.8%	7.9%	7.1K	-607.2K	-6.6K	0.28	30.15	741	210	32,797	5,278
2024-03-22	$0.85	$1.00	61.5%	17.6%	99.3%	11.7%	199.6%	15.0%	43.0%	6.9K	-510.0K	-6.3K	0.74	55.44	38	28	33,124	5,441
2024-03-25	$0.85	$1.00	64.6%	18.5%	97.8%	13.7%	178.7%	51.8%	42.5%	6.9K	-568.8K	-6.6K	0.00	22.28	468	1	33,129	5,428
2024-03-26	$0.86	$1.00	59.1%	16.9%	86.4%	10.0%	63.8%	50.8%	36.5%	7.1K	-576.8K	-6.7K	0.20	36.34	110	22	33,555	5,424
2024-03-27	$0.88	$1.00	99.8%	28.6%	87.9%	37.4%	112.7%	13.2%	-28.2%	6.9K	-547.8K	-5.8K	0.07	54.21	267	20	33,641	5,422
2024-03-28	$0.88	$1.00	47.8%	13.7%	59.6%	2.4%	42.4%	46.3%	40.0%	7.4K	-557.3K	-6.4K	0.79	27.42	318	251	33,858	5,422