AMRN Options History — May 2024

In May 2024, AMRN traded between $0.84 and $0.97. ATM implied volatility averaged 76.2%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 7.7% (HV 20d: 68.4%). 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 16 of 22 days. Put/call ratio averaged 0.11.

Notable Days

  • 2024-05-01: Highest Volume — 1,426 contracts
  • 2024-05-06: Largest IV spike — 103.1% change
  • 2024-05-14: Highest IV Rank — 60.0%
  • 2024-05-10: Largest Expected Move — 26.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.89$0.84$0.97$0.84$0.87
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV76.2%47.3%133.3%69.9%63.9%
Expected Move20.7%13.6%26.7%20.1%18.3%
HV 20d68.4%53.2%72.7%60.4%53.2%
HV 60d73.7%58.4%79.0%75.3%58.6%
IV Rank21.5%2.1%60.0%17.3%13.3%
IV Percentile32.3%1.2%92.1%24.2%15.1%
Term Structure17.3%-14.2%42.9%27.5%37.3%
VWIV87.8%58.3%157.4%157.4%114.2%
Skew 25d49.7%-1.7%213.4%96.3%60.0%
Skew 10d58.9%-17.9%318.1%144.8%44.5%
Call IV 25d69.0%43.7%88.1%88.1%58.7%
Put IV 25d118.7%53.9%297.9%184.4%118.7%
Bid-Ask Spread %50.1717.0177.7020.3147.44
Gamma HHI0.250.190.320.190.32
Net GEX11.1K8.7K13.1K9.0K12.4K
Net DEX-761.9K-1.1M-588.1K-629.2K-729.0K
Net VEX-6.1K-7.2K-5.3K-6.0K-5.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.110.000.780.020.00
Total Volume483.0451041,4261,426107
Total OI43,550.04541,35945,13242,86043,571

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-05-01$0.84$1.0069.9%20.1%60.4%17.3%157.4%96.3%27.5%9.0K-629.2K-6.0K0.0220.311,4032338,4194,441
2024-05-02$0.90$1.0066.7%19.1%66.6%15.2%74.3%12.8%25.9%10.6K-781.6K-6.3K0.0323.916412039,1854,461
2024-05-03$0.91$1.0062.8%18.0%66.8%12.5%67.1%55.5%19.2%10.9K-813.0K-6.5K0.7841.4840832039,2074,457
2024-05-06$0.97$1.00127.5%23.2%67.6%56.1%80.8%22.1%-2.4%11.8K-1.1M-7.2K0.0969.034213739,1064,497
2024-05-07$0.97$1.0089.5%23.4%66.6%30.5%81.7%22.3%-9.9%12.6K-1.0M-7.0K0.2767.2437710339,2424,461
2024-05-08$0.89$1.0075.9%26.0%72.7%21.4%92.9%13.9%-3.9%10.6K-738.2K-6.2K0.3446.311846239,2474,560
2024-05-09$0.88$1.0078.8%26.4%72.6%23.3%92.6%37.1%-4.2%10.1K-667.1K-5.5K0.0017.01104039,2814,612
2024-05-10$0.87$1.00110.3%26.7%69.8%44.5%93.1%213.4%-14.2%8.7K-588.1K-5.5K0.0044.40701039,3514,612
2024-05-13$0.92$1.0083.9%24.8%71.5%26.7%86.9%206.9%4.7%11.8K-768.8K-6.0K0.0154.21409439,6534,632
2024-05-14$0.90$1.00133.3%24.3%71.5%60.0%88.5%-1.7%2.2%9.5K-671.1K-5.7K0.1369.463875239,8864,634
2024-05-15$0.93$1.0088.8%25.4%71.5%30.0%89.2%17.9%-12.8%12.6K-891.8K-6.6K0.0466.576702840,0144,717
2024-05-16$0.92$1.0089.9%25.8%68.6%30.8%90.3%4.9%10.5%10.9K-860.7K-7.0K0.1877.703807040,4064,726
2024-05-17$0.88$1.0050.1%14.4%70.6%4.0%58.3%14.6%41.3%10.8K-840.1K-6.6K0.0375.381,0923640,6533,561
2024-05-20$0.89$1.0052.8%15.1%70.6%5.8%63.6%19.3%42.9%12.5K-809.9K-6.5K0.0169.95831538,1783,181
2024-05-21$0.90$1.0047.3%13.6%70.6%2.1%0.0%7.0%37.6%13.1K-793.6K-6.3K0.0145.12189139,3183,181
2024-05-22$0.87$1.0069.8%20.0%71.6%17.2%92.2%46.6%39.2%11.1K-759.9K-6.0K0.0947.712522239,4633,182
2024-05-23$0.85$1.0060.6%17.4%71.9%11.0%69.1%48.2%35.9%11.2K-703.8K-5.7K0.2574.07852139,6723,204
2024-05-24$0.85$1.0061.5%17.6%71.8%11.7%117.9%49.6%35.7%11.2K-666.8K-5.4K0.0617.864032539,7313,223
2024-05-28$0.84$1.0057.3%16.4%71.7%8.8%58.7%38.7%1.0%11.1K-633.1K-5.3K0.1742.273035239,9783,248
2024-05-29$0.85$1.0067.0%19.2%68.7%15.4%0.0%53.4%34.3%11.3K-682.8K-5.5K0.0143.61130140,1313,296
2024-05-30$0.85$1.0068.3%19.6%58.3%16.2%0.0%54.3%33.9%11.4K-675.6K-5.5K0.0042.71268040,2263,297
2024-05-31$0.87$1.0063.9%18.3%53.2%13.3%114.2%60.0%37.3%12.4K-729.0K-5.6K0.0047.44107040,2743,297