AMRN Options History — April 2024

In April 2024, AMRN traded between $0.86 and $1.08. ATM implied volatility averaged 105.2%, placing in the 41.1% IV rank vs the trailing year. The 30-day expected move averaged 31.3%. IV traded above realized volatility by 44.5% (HV 20d: 60.7%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.43.

Notable Days

  • 2024-04-02: Highest Volume — 2,267 contracts
  • 2024-04-02: Largest IV spike — 89.9% change
  • 2024-04-29: Highest IV Rank — 65.9%
  • 2024-04-29: Largest Expected Move — 40.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.95$0.86$1.08$0.89$0.93
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV105.2%53.8%142.0%53.8%130.6%
Expected Move31.3%15.4%40.7%15.4%37.4%
HV 20d60.7%53.5%64.9%59.9%53.5%
HV 60d83.2%71.6%102.1%99.3%72.6%
IV Rank41.1%6.5%65.9%6.5%58.2%
IV Percentile67.6%3.2%95.2%3.2%89.7%
Term Structure-1.9%-34.8%40.5%40.5%-19.4%
VWIV111.6%87.0%142.2%106.2%130.9%
Skew 25d22.0%-19.1%55.3%54.9%44.7%
Skew 10d38.2%9.4%115.1%56.8%49.4%
Call IV 25d87.0%68.5%127.2%68.5%76.8%
Put IV 25d109.0%88.4%147.3%123.3%121.5%
Bid-Ask Spread %48.0219.4182.1438.9931.56
Gamma HHI0.170.150.210.170.18
Net GEX10.0K7.9K13.0K7.9K10.5K
Net DEX-827.0K-1.2M-526.7K-569.7K-927.8K
Net VEX-7.1K-8.7K-5.2K-6.2K-6.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.006.860.060.06
Total Volume883.2732352,267235436
Total OI41,749.27338,53243,97439,21342,428

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$0.89$1.0053.8%15.4%59.9%6.5%0.0%54.9%40.5%7.9K-569.7K-6.2K0.0638.992221334,0005,213
2024-04-02$0.99$1.00102.2%29.3%54.8%39.1%106.2%22.4%-24.1%9.6K-806.5K-7.1K0.2535.561,81844934,1065,214
2024-04-03$1.04$1.00115.2%33.0%56.9%47.8%115.2%37.9%-7.6%11.9K-1.2M-8.7K0.2448.031,55137435,0665,305
2024-04-04$1.04$1.0087.8%30.8%56.6%29.4%107.3%55.3%4.9%12.1K-1.0M-7.8K0.0757.911,86312535,5615,446
2024-04-05$1.02$1.0075.3%31.5%57.3%20.9%109.9%51.4%1.3%12.1K-977.8K-7.7K0.2853.6960217136,7265,442
2024-04-08$1.08$1.0082.6%26.9%59.4%25.8%93.6%-19.1%13.9%13.0K-1.2M-8.1K0.0961.887787036,8875,561
2024-04-09$1.04$1.0082.1%29.6%59.8%25.5%95.3%-5.4%6.0%11.0K-930.9K-6.5K0.2963.831,08831236,9615,549
2024-04-10$1.04$1.00104.3%29.9%57.8%40.4%103.9%-1.1%6.1%12.3K-979.1K-7.2K0.0363.691,1623137,1325,580
2024-04-11$1.02$1.0099.8%28.6%58.7%37.4%99.7%6.6%-4.9%10.9K-914.3K-7.3K0.0471.934351737,0635,611
2024-04-12$0.96$1.0093.0%26.7%61.8%32.9%93.0%17.2%10.7%10.4K-813.4K-7.6K0.6382.1419212137,1815,602
2024-04-15$0.92$1.00105.6%30.3%63.2%41.3%106.2%19.4%2.7%10.0K-673.8K-7.0K6.8678.508759737,5305,571
2024-04-16$0.90$1.00107.7%30.9%63.1%42.8%107.8%21.9%-0.2%7.9K-526.7K-6.5K0.0753.224713237,6375,901
2024-04-17$0.93$1.0098.5%28.2%63.6%36.6%98.9%19.2%9.8%11.0K-797.4K-7.6K0.0047.66291137,9655,825
2024-04-18$0.88$1.00111.9%32.1%64.9%45.6%112.0%23.5%-2.2%8.4K-649.3K-7.2K0.1474.405207238,1955,779
2024-04-19$0.88$1.00113.9%32.7%64.4%46.9%114.0%23.6%-3.3%8.2K-687.5K-7.0K0.0170.53562838,5315,324
2024-04-22$0.87$1.00120.4%34.5%63.3%51.3%124.1%24.8%-6.8%8.3K-749.2K-6.7K0.0220.571,3062134,3404,192
2024-04-23$0.88$1.00123.0%35.3%63.4%53.1%123.0%24.0%-8.7%8.6K-802.4K-6.7K0.1219.417249035,2214,212
2024-04-24$0.87$1.0094.1%27.0%63.4%33.6%87.0%24.9%32.5%8.9K-817.8K-6.9K0.0119.41726635,7484,299
2024-04-25$0.86$1.00139.3%39.9%63.0%64.1%141.5%12.7%-34.8%8.6K-761.9K-6.7K0.0124.771,226736,3724,305
2024-04-26$0.87$1.00131.4%37.7%63.2%58.8%131.8%12.3%-25.3%9.1K-783.9K-6.5K0.0019.41457037,4614,311
2024-04-29$0.88$1.00142.0%40.7%63.2%65.9%142.2%12.3%-32.7%8.4K-660.2K-5.2K0.1119.413593937,8204,311
2024-04-30$0.93$1.00130.6%37.4%53.5%58.2%130.9%44.7%-19.4%10.5K-927.8K-6.9K0.0631.564132338,0784,350