AMRN Options History — October 2024

In October 2024, AMRN traded between $0.56 and $0.64. ATM implied volatility averaged 96.5%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 25.3%. IV traded above realized volatility by 51.9% (HV 20d: 44.6%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 8.92.

Notable Days

  • 2024-10-09: Highest Volume — 1,480 contracts
  • 2024-10-28: Largest IV spike — 48.5% change
  • 2024-10-28: Highest IV Rank — 47.4%
  • 2024-10-28: Largest Expected Move — 39.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.59$0.56$0.64$0.62$0.57
Max Pain$0.50$0.50$0.50$0.50$0.50
ATM IV96.5%70.4%137.0%90.8%111.6%
Expected Move25.3%17.5%39.3%26.0%32.0%
HV 20d44.6%34.5%62.3%34.5%62.3%
HV 60d53.6%44.7%58.0%58.0%46.8%
IV Rank26.0%12.2%47.4%23.0%34.0%
IV Percentile46.8%16.7%88.9%44.0%65.1%
Term Structure-16.2%-100.5%28.6%6.5%-23.6%
VWIV102.5%60.0%166.7%94.9%129.6%
Skew 25d-26.3%-45.7%-6.7%-13.9%-39.2%
Skew 10d-30.1%-47.2%-8.3%-17.0%-38.3%
Call IV 25d84.5%70.2%117.2%81.9%91.1%
Put IV 25d58.3%44.6%73.1%68.0%51.9%
Bid-Ask Spread %81.2672.4499.9091.5983.24
Gamma HHI0.350.300.490.330.31
Net GEX4.1K3.1K4.8K4.8K4.6K
Net DEX-198.9K-257.9K-124.4K-253.0K-257.9K
Net VEX-1.8K-2.3K-1.1K-2.3K-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio8.920.00152.500.010.26
Total Volume285.87201,480253288
Total OI43,966.82643,25244,92943,57943,479

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$0.62$0.5090.8%26.0%34.5%23.0%94.9%-13.9%6.5%4.8K-253.0K-2.3K0.0191.59251239,9853,594
2024-10-02$0.61$0.5097.1%27.8%34.5%26.3%0.0%-19.9%0.3%4.2K-188.5K-1.9K0.0284.82113240,1143,594
2024-10-03$0.60$0.50103.6%17.5%35.0%29.7%60.0%-14.0%11.4%3.8K-178.7K-1.8K0.1076.9563640,2263,596
2024-10-04$0.62$0.50133.3%22.0%36.4%45.5%87.1%-14.5%-23.4%4.6K-238.0K-2.1K0.0375.50110340,2833,602
2024-10-07$0.58$0.50127.6%24.3%43.8%42.5%108.6%-28.9%-3.3%4.3K-206.2K-2.0K0.0075.0620040,4113,610
2024-10-08$0.59$0.50130.5%22.9%43.9%44.0%0.0%-23.6%-18.0%3.9K-188.6K-1.9K0.0076.94248040,4283,610
2024-10-09$0.58$0.5087.0%25.0%44.3%21.0%111.7%-29.3%-4.8%4.4K-210.4K-2.0K5.7376.322201,26040,6533,610
2024-10-10$0.58$0.5070.4%20.2%43.9%12.2%0.0%-28.5%5.8%3.9K-199.1K-1.9K42.5084.95417040,8543,695
2024-10-11$0.59$0.5083.4%23.9%42.6%19.1%0.0%-26.6%-2.9%4.4K-211.0K-2.0K1.7772.547112640,8553,831
2024-10-14$0.58$0.5074.7%21.4%42.6%14.5%82.5%-30.7%28.6%4.4K-214.7K-1.9K0.0080.92210140,9053,805
2024-10-15$0.57$0.5077.6%22.3%43.0%16.0%89.8%-37.9%1.7%3.9K-159.0K-1.7K0.2682.741935140,9673,806
2024-10-16$0.58$0.5077.2%22.1%43.0%15.8%0.0%-29.4%2.0%4.1K-202.7K-1.8K0.2485.12621541,0033,857
2024-10-17$0.57$0.5080.3%23.0%43.4%17.4%0.0%-38.6%-31.0%3.8K-202.8K-1.8K0.0177.06173241,0133,868
2024-10-18$0.58$0.50100.3%28.7%43.6%28.0%129.0%-45.7%-40.3%4.3K-207.2K-1.9K0.1272.443894741,0593,870
2024-10-21$0.57$0.5086.5%24.8%42.2%20.7%0.0%-42.4%-36.1%3.8K-207.6K-1.8K0.5086.9628014140,0563,373
2024-10-22$0.58$0.5086.3%24.7%42.2%20.6%95.4%-19.9%-35.3%3.5K-160.7K-1.5K0.6083.39754540,1553,250
2024-10-23$0.59$0.5085.9%24.6%42.1%20.4%0.0%-24.1%-14.0%3.9K-163.9K-1.5K152.5090.07230540,2143,255
2024-10-24$0.56$0.5094.2%27.0%45.8%24.8%0.0%-31.9%-43.8%3.1K-127.3K-1.2K0.0099.90141040,2263,026
2024-10-25$0.58$0.5092.3%26.4%45.9%23.8%0.0%-22.3%-40.3%3.1K-124.4K-1.1K0.0083.2052040,3363,023
2024-10-28$0.64$0.50137.0%39.3%55.5%47.4%166.7%-6.7%-100.5%4.5K-206.1K-1.3K0.4577.9741918740,3413,023
2024-10-29$0.61$0.5094.1%27.0%57.9%24.7%87.4%-18.0%-4.3%4.5K-236.4K-1.7K0.0076.56559040,5662,873
2024-10-30$0.61$0.5097.0%27.8%57.6%26.3%90.1%-18.2%-6.2%4.5K-230.0K-1.6K0.0074.63268140,4642,873
2024-10-31$0.57$0.50111.6%32.0%62.3%34.0%129.6%-39.2%-23.6%4.6K-257.9K-1.9K0.2683.242286040,6062,873