AMRN Options History — December 2024

In December 2024, AMRN traded between $0.44 and $0.53. ATM implied volatility averaged 82.5%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 25.2%. IV traded above realized volatility by 19.8% (HV 20d: 62.7%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.14.

Notable Days

  • 2024-12-31: Highest Volume — 1,120 contracts
  • 2024-12-13: Largest IV spike — 83.7% change
  • 2024-12-17: Highest IV Rank — 47.0%
  • 2024-12-17: Largest Expected Move — 38.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.47$0.44$0.53$0.53$0.46
Max Pain$0.50$0.50$0.50$0.50$0.50
ATM IV82.5%60.4%133.8%81.5%89.3%
Expected Move25.2%17.3%38.4%23.4%25.6%
HV 20d62.7%50.3%73.4%73.4%50.3%
HV 60d60.1%58.3%61.7%58.3%61.4%
IV Rank20.4%9.0%47.0%19.9%24.0%
IV Percentile32.2%6.3%87.7%28.2%45.2%
Term Structure-7.0%-95.1%53.2%-13.9%0.5%
VWIV121.5%78.6%229.5%93.2%96.3%
Skew 25d-32.8%-74.7%0.8%-10.6%-38.3%
Skew 10d-45.1%-66.1%1.4%-15.5%-47.4%
Call IV 25d107.5%81.6%142.3%91.1%94.1%
Put IV 25d74.8%46.4%133.5%80.5%55.9%
Bid-Ask Spread %18.365.4666.5943.997.02
Gamma HHI0.640.430.810.650.78
Net GEX2.9K2.5K3.2K2.6K3.2K
Net DEX-50.5K-95.0K15.7K-81.6K-48.3K
Net VEX-748-973-599-708-633
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.000.650.240.03
Total Volume373.095581,1203641,120
Total OI45,476.57142,50047,02045,39143,713

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$0.53$0.5081.5%23.4%73.4%19.9%93.2%-10.6%-13.9%2.6K-81.6K-7080.2443.992937142,2333,158
2024-12-03$0.51$0.50112.1%32.1%71.4%35.8%160.5%-26.2%-62.9%3.0K-88.7K-8790.0065.68118042,4183,200
2024-12-04$0.49$0.5060.4%17.3%70.4%9.0%0.0%-41.9%49.9%2.9K-68.0K-8660.4366.591627042,4913,200
2024-12-05$0.49$0.5062.4%27.1%69.2%10.0%117.2%-42.5%-2.1%2.8K-78.7K-9120.168.363144942,6623,246
2024-12-06$0.48$0.5064.6%28.2%68.8%11.2%127.2%-51.1%-95.1%2.8K-60.5K-8860.056.123742042,5973,276
2024-12-09$0.50$0.5072.4%27.6%71.0%15.2%114.3%-36.5%-9.3%3.1K-83.6K-8610.047.601,0634542,8163,256
2024-12-10$0.48$0.5076.4%29.6%71.9%17.3%133.9%-53.9%-38.2%3.1K-89.3K-9730.095.852642543,2843,284
2024-12-11$0.47$0.50107.4%30.8%72.0%33.3%145.0%-63.6%-42.0%3.0K-95.0K-9510.305.461685043,3893,284
2024-12-12$0.46$0.5061.5%17.6%70.2%9.6%0.0%-14.9%-16.7%3.1K-17.6K-6740.006.7058043,4443,294
2024-12-13$0.46$0.50113.0%32.4%63.4%36.2%158.4%-74.7%-47.3%2.9K-76.2K-8900.087.494923743,4943,294
2024-12-16$0.47$0.5087.8%25.2%62.9%23.2%100.7%-42.3%6.2%2.9K-39.8K-7120.0210.59288743,5903,294
2024-12-17$0.47$0.50133.8%38.4%58.9%47.0%134.1%0.8%-26.3%3.2K-79.5K-8230.006.84147043,5523,288
2024-12-18$0.45$0.5067.1%19.2%58.7%12.5%0.0%-18.5%-21.7%2.6K15.7K-5990.019.2169143,6393,288
2024-12-19$0.47$0.5068.4%19.6%60.7%13.1%78.6%-13.8%51.3%2.8K-2.1K-6200.658.8316110443,6623,244
2024-12-20$0.48$0.5069.4%19.9%53.4%13.7%0.0%-10.4%48.9%3.0K-13.5K-6340.0011.26175043,7923,228
2024-12-23$0.45$0.5079.1%22.7%55.1%18.7%85.5%-15.2%8.2%2.5K-23.3K-6060.0010.15631139,8992,601
2024-12-24$0.46$0.5075.0%21.5%56.0%16.6%0.0%-18.4%8.6%3.1K-33.0K-6320.0012.97158040,3472,602
2024-12-26$0.45$0.5084.2%24.1%53.1%21.3%91.2%-16.4%53.2%2.6K-34.8K-6310.108.425996240,4592,602
2024-12-27$0.44$0.5079.7%22.8%53.1%19.0%79.1%-49.0%3.1%2.8K-31.1K-6050.6545.6122714840,9602,370
2024-12-30$0.44$0.5086.0%24.7%52.3%22.2%229.5%-50.4%-1.3%2.8K-32.0K-6030.0130.73262241,1572,401
2024-12-31$0.46$0.5089.3%25.6%50.3%24.0%96.3%-38.3%0.5%3.2K-48.3K-6330.037.021,0853541,3112,402