AMRN Options History — October 2010

Name: AMRN Options Analytics - October 2010
Creator: Options Analysis Suite

In October 2010, AMRN traded between $3.06 and $3.16. ATM implied volatility averaged 84.9%. The 30-day expected move averaged 24.3%. Net GEX was positive for 1 of 3 trading days. Term structure was in contango for 3 of 3 days. Put/call ratio averaged 0.09.

Notable Days

2010-10-28: Highest Volume — 300 contracts
2010-10-29: Largest IV drop — 7.1% change
2010-10-28: Largest Expected Move — 25.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.11	$3.06	$3.16	$3.16	$3.06
ATM IV	84.9%	82.5%	88.8%	83.4%	82.5%
Expected Move	24.3%	23.6%	25.4%	23.9%	23.6%
Term Structure	45.3%	28.7%	68.5%	68.5%	28.7%
Bid-Ask Spread %	91.73	66.22	126.12	126.12	82.86
Gamma HHI	0.95	0.95	0.95	0.95	0.95
Net GEX	134	0	403	0	0
Net DEX	-56.5K	-122.4K	0	0	-122.4K
Net VEX	-27	-81	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.09	0.00	0.18	0.18	0.00
Total Volume	186.667	0	300	260	0
Total OI	266.667	0	550	0	550

Daily Data (3 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
2010-10-27	$3.16	$0.00	83.4%	23.9%	0.0%	0.0%	0.0%	0.0%	68.5%	0	0	0	0.18	126.12	221	39	0	0
2010-10-28	$3.10	$0.00	88.8%	25.4%	0.0%	0.0%	0.0%	0.0%	38.7%	403	-47.2K	-81	0.00	66.22	300	0	211	39
2010-10-29	$3.06	$0.00	82.5%	23.6%	0.0%	0.0%	0.0%	0.0%	28.7%	0	-122.4K	0	0.00	82.86	0	0	511	39