AMRN Options History — September 2024

In September 2024, AMRN traded between $0.57 and $0.63. ATM implied volatility averaged 91.1%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded above realized volatility by 56.7% (HV 20d: 34.4%). Max pain ranged from $0.50 to $1.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.17.

Notable Days

2024-09-20: Highest Volume — 840 contracts
2024-09-11: Largest IV drop — 37.9% change
2024-09-10: Highest IV Rank — 44.9%
2024-09-30: Largest Expected Move — 32.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.59	$0.57	$0.63	$0.62	$0.63
Max Pain	$0.68	$0.50	$1.00	$1.00	$0.50
ATM IV	91.1%	68.7%	130.5%	90.8%	114.7%
Expected Move	23.7%	18.0%	32.9%	26.0%	32.9%
HV 20d	34.4%	23.1%	52.9%	52.9%	34.0%
HV 60d	59.9%	57.2%	68.5%	68.5%	58.0%
IV Rank	24.2%	12.7%	44.9%	24.2%	35.6%
IV Percentile	43.7%	17.1%	83.3%	46.4%	69.8%
Term Structure	-13.7%	-47.7%	35.5%	3.6%	-47.7%
VWIV	125.0%	95.5%	261.9%	97.2%	99.8%
Skew 25d	-49.2%	-256.7%	12.0%	-14.4%	-12.5%
Skew 10d	-66.4%	-292.2%	-12.9%	-22.8%	-12.9%
Call IV 25d	142.3%	77.2%	373.0%	117.5%	78.2%
Put IV 25d	93.1%	50.5%	167.1%	103.1%	65.7%
Bid-Ask Spread %	49.67	15.89	72.54	15.89	72.47
Gamma HHI	0.31	0.26	0.36	0.26	0.26
Net GEX	4.1K	3.3K	4.9K	4.9K	4.6K
Net DEX	-204.5K	-292.2K	-124.5K	-272.4K	-292.2K
Net VEX	-2.1K	-2.6K	-1.6K	-2.6K	-2.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.17	0.00	0.85	0.85	0.22
Total Volume	308.75	81	840	131	768
Total OI	46,584.4	42,598	48,811	47,628	43,741

Daily Data (20 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
2024-09-03	$0.62	$1.00	90.8%	26.0%	52.9%	24.2%	0.0%	-14.4%	3.6%	4.9K	-272.4K	-2.6K	0.85	15.89	71	60	43,855	3,773
2024-09-04	$0.61	$0.50	97.1%	27.8%	47.7%	27.5%	0.0%	-256.7%	-6.1%	4.7K	-277.3K	-2.5K	0.00	18.07	213	0	43,938	3,604
2024-09-05	$0.61	$1.00	100.3%	18.4%	40.9%	29.2%	0.0%	-33.0%	-14.4%	4.4K	-218.6K	-2.2K	0.08	72.54	153	12	43,922	3,591
2024-09-06	$0.60	$1.00	107.2%	18.0%	41.0%	32.8%	0.0%	-85.4%	-12.7%	4.5K	-242.4K	-2.4K	0.06	45.04	361	20	43,990	3,554
2024-09-09	$0.60	$1.00	121.0%	23.9%	39.7%	39.9%	0.0%	-27.4%	-24.7%	4.6K	-228.0K	-2.3K	0.00	46.43	144	0	44,198	3,574
2024-09-10	$0.59	$1.00	130.5%	22.9%	38.5%	44.9%	0.0%	-30.9%	4.4%	4.3K	-184.3K	-2.0K	0.09	17.63	142	13	44,233	3,574
2024-09-11	$0.59	$1.00	81.0%	23.2%	38.5%	19.1%	97.2%	-30.8%	3.9%	4.6K	-218.8K	-2.2K	0.32	47.62	185	59	44,370	3,556
2024-09-12	$0.58	$1.00	88.2%	25.3%	38.9%	22.9%	113.2%	-39.9%	-29.9%	4.3K	-183.6K	-2.0K	0.12	42.07	200	23	44,411	3,604
2024-09-13	$0.60	$0.50	68.7%	19.7%	40.5%	12.7%	0.0%	12.0%	-17.0%	3.3K	-172.3K	-1.8K	0.13	70.04	149	20	44,612	3,597
2024-09-16	$0.59	$0.50	69.5%	19.9%	40.9%	13.2%	0.0%	-48.8%	2.2%	3.9K	-191.3K	-2.0K	0.00	68.78	81	0	44,732	3,577
2024-09-17	$0.59	$0.50	88.8%	25.4%	27.9%	23.2%	106.9%	-34.3%	35.5%	4.3K	-216.7K	-2.1K	0.71	20.74	140	100	44,797	3,577
2024-09-18	$0.60	$0.50	74.0%	21.2%	24.9%	15.5%	0.0%	-7.6%	-21.3%	3.5K	-180.8K	-1.8K	0.00	55.26	147	0	44,844	3,677
2024-09-19	$0.60	$0.50	75.3%	21.6%	24.9%	16.2%	261.9%	-64.3%	-22.4%	4.1K	-204.4K	-2.0K	0.34	56.73	322	108	44,929	3,677
2024-09-20	$0.59	$0.50	74.2%	21.3%	23.1%	15.6%	0.0%	-156.7%	-33.1%	3.9K	-188.6K	-2.0K	0.00	52.32	838	2	45,066	3,745
2024-09-23	$0.57	$0.50	86.5%	24.8%	25.7%	22.0%	100.2%	-37.9%	2.5%	3.5K	-140.6K	-1.8K	0.00	51.06	515	0	39,056	3,542
2024-09-24	$0.58	$0.50	86.4%	24.8%	25.9%	21.7%	95.5%	-23.3%	-31.3%	3.3K	-124.5K	-1.6K	0.08	47.28	222	18	39,442	3,542
2024-09-25	$0.57	$0.50	90.2%	25.9%	26.0%	23.7%	0.0%	-44.4%	-35.0%	3.7K	-184.2K	-2.0K	0.48	52.11	297	143	39,514	3,560
2024-09-26	$0.58	$0.50	90.2%	25.9%	27.0%	22.7%	99.8%	-23.8%	-34.3%	3.9K	-189.1K	-2.0K	0.01	71.38	433	5	39,506	3,680
2024-09-27	$0.60	$0.50	87.5%	25.1%	29.6%	21.2%	0.0%	-24.2%	3.9%	4.0K	-179.3K	-1.9K	0.00	69.97	211	0	39,853	3,675
2024-09-30	$0.63	$0.50	114.7%	32.9%	34.0%	35.6%	0.0%	-12.5%	-47.7%	4.6K	-292.2K	-2.4K	0.22	72.47	628	140	40,066	3,675