AMRN Options History — June 2024

In June 2024, AMRN traded between $0.65 and $0.84. ATM implied volatility averaged 110.2%, placing in the 44.5% IV rank vs the trailing year. The 30-day expected move averaged 27.6%. IV traded above realized volatility by 32.7% (HV 20d: 77.5%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.14.

Notable Days

2024-06-11: Highest Volume — 1,010 contracts
2024-06-04: Largest IV spike — 116.0% change
2024-06-11: Highest IV Rank — 88.5%
2024-06-25: Largest Expected Move — 49.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.73	$0.65	$0.84	$0.84	$0.70
Max Pain	$1.00	$1.00	$1.00	$1.00	$1.00
ATM IV	110.2%	55.7%	175.6%	66.0%	111.2%
Expected Move	27.6%	16.0%	49.1%	18.9%	31.9%
HV 20d	77.5%	54.3%	87.0%	54.3%	86.7%
HV 60d	69.6%	59.0%	73.5%	59.0%	69.0%
IV Rank	44.5%	7.8%	88.5%	14.7%	45.1%
IV Percentile	64.5%	4.8%	99.2%	18.3%	72.6%
Term Structure	-13.2%	-98.9%	49.6%	29.0%	-39.1%
VWIV	96.7%	76.3%	158.4%	158.4%	99.7%
Skew 25d	24.6%	-86.8%	271.5%	44.1%	86.6%
Skew 10d	11.1%	-106.7%	332.6%	47.0%	35.7%
Call IV 25d	109.0%	57.2%	209.1%	78.5%	110.4%
Put IV 25d	133.7%	52.9%	334.1%	122.7%	197.0%
Bid-Ask Spread %	32.96	15.38	73.42	45.89	25.63
Gamma HHI	0.21	0.18	0.30	0.30	0.22
Net GEX	7.0K	4.9K	11.2K	11.2K	6.5K
Net DEX	-493.1K	-666.8K	-312.2K	-660.9K	-430.4K
Net VEX	-4.5K	-5.7K	-3.5K	-5.4K	-3.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.14	0.00	0.80	0.00	0.80
Total Volume	425.947	78	1,010	230	292
Total OI	43,919.789	39,279	46,582	43,577	40,438

Daily Data (19 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
2024-06-03	$0.84	$1.00	66.0%	18.9%	54.3%	14.7%	158.4%	44.1%	29.0%	11.2K	-660.9K	-5.4K	0.00	45.89	230	0	40,280	3,297
2024-06-04	$0.73	$1.00	142.5%	40.9%	67.2%	66.2%	90.9%	31.2%	-7.9%	5.9K	-418.9K	-4.2K	0.03	43.59	619	21	40,411	3,297
2024-06-05	$0.72	$1.00	118.5%	34.0%	67.0%	50.0%	88.9%	83.4%	-42.7%	6.1K	-416.3K	-4.1K	0.06	42.25	375	24	40,900	3,306
2024-06-06	$0.70	$1.00	131.7%	22.2%	61.8%	58.9%	76.3%	-30.1%	-17.8%	6.2K	-452.9K	-4.3K	0.00	73.42	332	0	41,345	3,313
2024-06-07	$0.68	$1.00	144.6%	23.9%	62.1%	67.6%	89.8%	4.2%	-21.0%	5.4K	-329.0K	-3.6K	0.03	68.80	351	11	41,289	3,313
2024-06-10	$0.65	$1.00	138.6%	21.4%	63.2%	63.6%	0.0%	-49.3%	3.3%	4.9K	-312.2K	-3.5K	0.03	45.42	443	15	41,547	3,322
2024-06-11	$0.75	$1.00	175.6%	25.7%	81.1%	88.5%	88.5%	22.7%	-22.3%	7.2K	-556.3K	-5.0K	0.02	18.63	992	18	42,111	3,326
2024-06-12	$0.80	$1.00	63.5%	18.2%	85.2%	13.0%	96.2%	33.5%	42.4%	8.7K	-666.8K	-5.7K	0.05	23.65	592	29	42,672	3,331
2024-06-13	$0.79	$1.00	55.7%	16.0%	83.9%	7.8%	0.0%	271.5%	47.3%	8.3K	-594.0K	-5.1K	0.29	54.39	358	104	43,023	3,353
2024-06-14	$0.78	$1.00	69.5%	19.9%	83.9%	17.0%	0.0%	29.0%	46.1%	8.2K	-596.7K	-5.1K	0.29	25.29	104	30	43,082	3,379
2024-06-17	$0.76	$1.00	71.0%	20.4%	83.1%	18.0%	0.0%	19.9%	49.6%	8.0K	-622.3K	-5.3K	0.35	23.06	118	41	43,159	3,384
2024-06-18	$0.73	$1.00	137.5%	39.4%	83.6%	62.8%	0.0%	-3.0%	-96.1%	6.8K	-456.9K	-4.2K	0.01	16.01	162	1	43,070	3,425
2024-06-20	$0.71	$1.00	91.4%	26.2%	83.5%	31.8%	85.4%	14.2%	8.1%	6.9K	-478.6K	-4.4K	0.00	20.44	78	0	43,195	3,387
2024-06-21	$0.70	$1.00	96.3%	27.6%	83.1%	35.1%	0.0%	8.8%	-28.9%	6.3K	-438.5K	-3.9K	0.01	25.78	999	6	43,215	2,877
2024-06-24	$0.70	$1.00	101.9%	29.2%	83.0%	38.9%	93.2%	9.1%	-32.6%	6.8K	-468.6K	-4.1K	0.03	23.69	346	12	36,648	2,631
2024-06-25	$0.74	$1.00	171.3%	49.1%	86.2%	85.6%	0.0%	21.3%	-98.9%	7.1K	-521.3K	-4.5K	0.00	15.38	278	0	36,880	2,643
2024-06-26	$0.71	$1.00	102.7%	29.4%	87.0%	39.4%	0.0%	-86.8%	-35.8%	6.6K	-477.4K	-4.1K	0.60	16.82	168	100	37,055	2,643
2024-06-27	$0.71	$1.00	105.0%	30.1%	86.8%	41.0%	0.0%	-42.6%	-34.3%	6.6K	-470.1K	-4.1K	0.00	18.10	842	2	37,186	2,743
2024-06-28	$0.70	$1.00	111.2%	31.9%	86.7%	45.1%	99.7%	86.6%	-39.1%	6.5K	-430.4K	-3.9K	0.80	25.63	162	130	37,693	2,745