AMRN Options History — July 2024

In July 2024, AMRN traded between $0.68 and $0.80. ATM implied volatility averaged 104.3%, placing in the 37.5% IV rank vs the trailing year. The 30-day expected move averaged 26.9%. IV traded above realized volatility by 43.4% (HV 20d: 60.9%). Max pain ranged from $0.50 to $1.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.13.

Notable Days

  • 2024-07-29: Highest Volume — 3,562 contracts
  • 2024-07-08: Largest IV spike — 73.1% change
  • 2024-07-08: Highest IV Rank — 100.0%
  • 2024-07-03: Largest Expected Move — 46.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.76$0.68$0.80$0.70$0.68
Max Pain$0.66$0.50$1.00$1.00$0.50
ATM IV104.3%68.0%209.1%120.2%135.2%
Expected Move26.9%19.5%46.3%34.5%38.8%
HV 20d60.9%47.5%85.9%85.9%73.5%
HV 60d69.2%64.5%71.2%69.0%71.2%
IV Rank37.5%14.4%100.0%51.2%55.2%
IV Percentile57.1%20.2%100.0%79.8%90.5%
Term Structure4.1%-65.7%46.4%-45.8%-65.7%
VWIV109.9%65.6%146.9%136.4%146.9%
Skew 25d5.4%-69.8%52.6%1.6%-23.4%
Skew 10d3.1%-92.4%56.6%1.6%-23.4%
Call IV 25d99.5%66.8%207.0%119.4%146.9%
Put IV 25d104.9%71.0%186.3%121.0%123.5%
Bid-Ask Spread %62.4317.49117.3717.4922.88
Gamma HHI0.280.220.380.250.29
Net GEX8.7K6.1K11.5K6.3K6.1K
Net DEX-544.5K-663.9K-316.0K-382.0K-316.0K
Net VEX-4.1K-4.6K-2.9K-3.5K-2.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.130.000.790.000.52
Total Volume576.955933,5621811,770
Total OI43,243.31840,69647,52540,69647,525

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-07-01$0.70$1.00120.2%34.5%85.9%51.2%0.0%1.6%-45.8%6.3K-382.0K-3.5K0.0017.49181037,8482,848
2024-07-02$0.70$1.00123.7%35.5%85.5%53.5%0.0%1.6%-48.4%6.5K-437.8K-3.9K0.0017.65364037,9902,848
2024-07-03$0.69$1.00161.3%46.3%70.2%78.9%136.4%49.9%-54.9%6.1K-354.3K-3.3K0.0033.89326138,2872,848
2024-07-05$0.73$1.00120.8%25.9%73.1%51.6%0.0%47.1%-26.3%7.6K-513.6K-4.3K0.7983.4626921238,6012,849
2024-07-08$0.74$1.00209.1%26.2%72.4%100.0%94.3%-17.8%-26.8%7.8K-528.2K-4.4K0.1584.174016038,8122,948
2024-07-09$0.70$1.00161.3%23.7%74.5%71.1%81.4%8.0%-23.7%7.0K-436.8K-3.9K0.2366.3352912039,1352,979
2024-07-10$0.75$1.0091.0%26.1%76.1%28.4%89.8%29.6%-26.5%8.5K-579.4K-4.6K0.0067.49458039,6203,089
2024-07-11$0.75$0.5092.2%26.4%56.6%29.1%0.0%-27.4%-27.4%8.5K-516.0K-4.2K0.0065.9993040,0363,089
2024-07-12$0.76$0.5087.3%25.0%51.6%26.1%0.0%32.9%44.0%8.9K-590.1K-4.5K0.4568.7124511040,0903,089
2024-07-15$0.75$0.5097.9%28.1%51.6%32.6%0.0%-28.8%-31.1%8.7K-521.7K-4.1K0.0365.38246840,3202,979
2024-07-16$0.80$0.5082.5%23.7%56.6%23.3%105.2%-6.1%43.2%9.7K-598.7K-4.2K0.0182.82508440,5362,987
2024-07-17$0.78$0.5075.0%21.5%56.6%18.7%92.0%-13.0%46.4%9.9K-602.0K-4.4K0.11117.372152440,9442,991
2024-07-18$0.79$0.5076.9%22.1%54.5%19.8%0.0%36.5%40.6%10.6K-663.9K-4.6K0.0068.18207041,1303,007
2024-07-19$0.78$0.5077.6%22.2%53.6%20.2%127.6%-5.4%38.9%10.2K-621.9K-4.4K0.0084.97262041,2892,942
2024-07-22$0.79$0.5082.8%23.7%53.2%23.4%0.0%-5.7%39.1%10.6K-651.8K-4.4K0.0570.565473039,7332,752
2024-07-23$0.79$0.5068.0%19.5%53.2%14.4%65.6%27.2%38.5%10.7K-618.6K-4.4K0.2280.651443240,2172,782
2024-07-24$0.78$0.5085.5%24.5%50.2%25.0%141.0%-5.6%36.4%7.8K-598.9K-4.2K0.0070.75604040,3522,824
2024-07-25$0.79$0.5088.2%25.3%47.5%26.7%0.0%41.5%37.2%11.1K-644.0K-4.3K0.0053.98231040,7992,824
2024-07-26$0.80$0.5081.4%23.3%47.5%22.6%128.7%-6.6%38.8%11.5K-637.3K-4.2K0.0466.535182141,0122,824
2024-07-29$0.78$0.5076.5%21.9%48.3%19.6%0.0%-69.8%31.7%7.7K-545.1K-3.9K0.0432.703,44112141,4772,842
2024-07-30$0.79$0.50100.2%28.7%48.3%34.0%0.0%52.6%32.2%9.1K-621.6K-4.4K0.1551.503395244,2972,962
2024-07-31$0.68$0.50135.2%38.8%73.5%55.2%146.9%-23.4%-65.7%6.1K-316.0K-2.9K0.5222.881,16460644,5163,009