AMRN Options History — August 2024

In August 2024, AMRN traded between $0.61 and $0.71. ATM implied volatility averaged 122.6%, placing in the 43.2% IV rank vs the trailing year. The 30-day expected move averaged 25.2%. IV traded above realized volatility by 44.9% (HV 20d: 77.6%). 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 10 of 22 days. Put/call ratio averaged 0.22.

Notable Days

  • 2024-08-19: Highest Volume — 992 contracts
  • 2024-08-23: Largest IV spike — 78.9% change
  • 2024-08-09: Highest IV Rank — 100.0%
  • 2024-08-02: Largest Expected Move — 44.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.63$0.61$0.71$0.62$0.62
Max Pain$0.95$0.50$1.00$0.50$1.00
ATM IV122.6%63.0%236.4%128.7%108.8%
Expected Move25.2%17.8%44.6%36.9%31.2%
HV 20d77.6%55.7%83.5%80.3%55.7%
HV 60d72.8%68.6%74.6%72.0%68.7%
IV Rank43.2%9.8%100.0%51.3%33.6%
IV Percentile65.1%12.7%100.0%85.3%65.9%
Term Structure-20.4%-94.3%15.9%-67.3%-46.2%
VWIV103.1%53.2%166.8%142.6%123.9%
Skew 25d-10.1%-26.2%19.1%-12.7%-21.5%
Skew 10d-18.1%-50.1%2.6%-15.8%-25.9%
Call IV 25d88.9%65.9%120.4%77.6%120.4%
Put IV 25d78.9%64.9%98.9%64.9%98.9%
Bid-Ask Spread %21.1013.8740.8620.8922.47
Gamma HHI0.280.240.340.300.29
Net GEX5.4K4.4K7.7K5.8K5.1K
Net DEX-272.4K-366.9K-211.1K-252.5K-239.7K
Net VEX-2.8K-3.4K-2.4K-2.8K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.001.411.150.01
Total Volume270.54520992489245
Total OI48,823.13646,29850,95249,10047,418

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$0.62$0.50128.7%36.9%80.3%51.3%142.6%-12.7%-67.3%5.8K-252.5K-2.8K1.1520.8922726245,5083,592
2024-08-02$0.64$0.50155.6%44.6%78.2%67.6%155.9%-12.3%-92.3%7.7K-366.9K-3.4K0.1730.944918145,6783,746
2024-08-05$0.67$1.00129.0%23.4%80.1%51.4%0.0%-0.7%-13.6%6.0K-298.0K-3.1K0.8336.02726045,8033,808
2024-08-06$0.71$1.00156.0%21.0%80.8%67.8%0.0%19.1%14.3%7.0K-366.6K-3.3K0.2817.6736510245,8513,847
2024-08-07$0.66$1.00148.3%19.1%80.6%63.1%0.0%2.8%15.4%5.5K-277.3K-3.0K0.3221.553059846,1673,949
2024-08-08$0.65$1.00162.5%20.0%80.6%71.8%0.0%-2.4%-8.9%5.4K-273.6K-2.9K0.3917.7725810046,3574,032
2024-08-09$0.63$1.00236.4%21.5%80.6%100.0%81.4%-13.0%-18.2%5.0K-275.0K-2.8K0.0520.37123646,3284,132
2024-08-12$0.61$1.00194.3%17.8%81.0%78.1%0.0%-8.5%15.9%4.5K-255.6K-2.8K0.0116.02176146,4094,107
2024-08-13$0.61$1.00224.4%18.0%76.2%93.8%57.7%-8.6%10.7%4.5K-260.3K-2.8K0.0016.06110046,6034,107
2024-08-14$0.61$1.00113.1%32.4%76.2%35.8%0.0%-25.3%-88.3%5.6K-318.1K-3.0K0.0022.83170046,7034,107
2024-08-15$0.62$1.0083.0%23.8%76.4%20.2%94.2%-20.1%-26.4%4.9K-259.6K-2.9K0.0040.8641046,8444,107
2024-08-16$0.62$1.0063.0%18.1%76.5%9.8%53.2%-2.4%15.1%4.5K-247.6K-2.7K0.0120.24313346,8454,107
2024-08-19$0.67$1.0075.3%21.6%82.5%16.2%64.9%8.7%14.8%5.8K-278.7K-2.9K0.0517.669425042,4803,818
2024-08-20$0.64$1.00103.8%29.8%83.5%31.0%126.1%-16.4%-62.8%5.8K-274.2K-2.7K0.0013.87153042,8913,868
2024-08-21$0.64$1.0086.4%24.8%83.5%21.9%0.0%-9.8%-22.0%5.5K-289.4K-3.0K0.0025.4520043,0323,868
2024-08-22$0.62$1.0069.3%19.9%83.4%13.1%0.0%-10.4%13.1%4.7K-248.5K-2.7K0.0018.2982043,0393,868
2024-08-23$0.62$1.00124.1%35.6%83.1%41.6%166.8%-26.2%-94.3%5.7K-295.2K-2.8K1.4120.5021330143,1083,868
2024-08-26$0.63$1.0097.3%27.9%83.5%27.6%106.2%-17.8%-33.3%5.2K-253.0K-2.7K0.1418.861432043,3024,063
2024-08-27$0.62$1.0076.3%21.9%83.1%16.7%64.8%-11.7%13.1%4.7K-229.9K-2.7K0.0115.96186243,4364,073
2024-08-28$0.62$1.0077.9%22.3%65.2%17.6%0.0%-12.0%9.8%4.6K-221.4K-2.6K0.0714.1269543,5054,075
2024-08-29$0.61$1.0082.8%23.7%56.7%20.1%0.0%-20.3%2.2%4.4K-211.1K-2.4K0.0015.90157043,5854,075
2024-08-30$0.62$1.00108.8%31.2%55.7%33.6%123.9%-21.5%-46.2%5.1K-239.7K-2.5K0.0122.47242343,6433,775