AMRN Options History — November 2010

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

In November 2010, AMRN traded between $2.95 and $5.85. ATM implied volatility averaged 133.2%. The 30-day expected move averaged 39.8%. IV traded above realized volatility by 49.0% (HV 20d: 84.3%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.42.

Notable Days

2010-11-29: Highest Volume — 14,539 contracts
2010-11-29: Largest IV drop — 42.3% change
2010-11-10: Largest Expected Move — 55.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.61	$2.95	$5.85	$3.04	$5.83
Max Pain	$2.65	$2.50	$5.00	$2.50	$5.00
ATM IV	133.2%	78.5%	186.3%	109.6%	86.4%
Expected Move	39.8%	22.5%	55.8%	31.4%	24.8%
HV 20d	84.3%	55.0%	183.0%	58.6%	182.9%
Term Structure	-1.0%	-48.3%	43.2%	-3.3%	-4.5%
VWIV	146.6%	86.2%	189.8%	189.8%	86.2%
Bid-Ask Spread %	73.20	24.07	119.35	83.84	24.07
Gamma HHI	0.63	0.49	1.00	0.77	0.53
Net GEX	3.4K	0	30.3K	0	23.5K
Net DEX	-356.8K	-2.3M	-51.6K	-121.6K	-2.3M
Net VEX	-984	-8.5K	0	0	-8.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.42	0.00	2.38	0.00	0.39
Total Volume	1,184.524	0	14,539	0	3,375
Total OI	3,260.429	367	13,144	550	13,144

Daily Data (21 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
2010-11-01	$3.04	$0.00	109.6%	31.4%	0.0%	0.0%	0.0%	0.0%	-3.3%	0	-121.6K	0	0.00	83.84	0	0	511	39
2010-11-02	$3.00	$0.00	83.1%	23.8%	0.0%	0.0%	0.0%	0.0%	39.5%	0	-120.0K	0	0.00	68.68	0	0	511	39
2010-11-03	$3.02	$0.00	84.0%	24.1%	0.0%	0.0%	0.0%	0.0%	27.5%	0	-120.8K	0	0.00	119.35	15	0	511	39
2010-11-04	$2.95	$0.00	78.5%	22.5%	0.0%	0.0%	0.0%	0.0%	28.5%	0	-118.0K	0	0.00	106.32	504	0	526	39
2010-11-05	$3.01	$2.50	83.7%	30.6%	0.0%	0.0%	0.0%	0.0%	28.9%	0	-51.8K	0	0.14	78.46	69	10	328	39
2010-11-08	$3.14	$2.50	97.1%	29.8%	0.0%	0.0%	0.0%	0.0%	32.0%	0	-54.0K	0	0.00	96.83	0	0	397	49
2010-11-09	$3.00	$2.50	105.9%	33.4%	0.0%	0.0%	0.0%	0.0%	9.7%	0	-51.6K	0	0.00	104.31	0	0	397	49
2010-11-10	$3.27	$2.50	118.2%	55.8%	0.0%	0.0%	0.0%	0.0%	-48.3%	37	-61.9K	-44	2.24	48.43	317	709	397	49
2010-11-11	$3.40	$2.50	160.7%	46.1%	0.0%	0.0%	0.0%	0.0%	-29.4%	164	-87.6K	-162	0.00	69.36	1,710	0	676	746
2010-11-12	$3.46	$2.50	162.8%	46.7%	0.0%	0.0%	0.0%	0.0%	-31.6%	212	-91.2K	-175	0.00	65.57	615	0	2,591	746
2010-11-15	$3.60	$2.50	186.3%	53.4%	0.0%	0.0%	0.0%	0.0%	-29.8%	404	-112.9K	-313	0.16	54.48	154	24	2,826	746
2010-11-16	$3.80	$2.50	180.2%	51.7%	0.0%	0.0%	189.8%	0.0%	-29.1%	5.3K	-407.3K	-1.4K	0.04	49.19	836	33	2,826	750
2010-11-17	$3.67	$2.50	177.8%	51.0%	58.6%	0.0%	0.0%	0.0%	-21.0%	0	-76.3K	0	0.28	111.44	72	20	3,602	783
2010-11-18	$3.75	$2.50	143.5%	41.1%	56.8%	0.0%	0.0%	0.0%	11.2%	1.8K	-242.0K	-1.1K	0.18	77.31	170	30	3,647	803
2010-11-19	$3.72	$2.50	180.5%	51.8%	55.5%	0.0%	163.3%	0.0%	-27.9%	1.8K	-256.6K	-1.2K	0.00	74.76	30	0	3,755	833
2010-11-22	$3.61	$2.50	145.4%	41.7%	55.8%	0.0%	184.1%	0.0%	5.0%	1.8K	-257.9K	-1.2K	0.00	93.46	40	0	3,815	833
2010-11-23	$3.52	$2.50	179.0%	51.3%	55.5%	0.0%	0.0%	0.0%	-7.0%	1.8K	-250.4K	-1.1K	2.38	62.76	42	100	3,785	833
2010-11-24	$3.64	$2.50	143.7%	41.2%	55.0%	0.0%	0.0%	0.0%	43.2%	1.9K	-258.9K	-1.2K	0.09	45.35	1,297	119	3,809	845
2010-11-26	$3.55	$2.50	184.8%	53.0%	55.4%	0.0%	0.0%	0.0%	1.7%	1.8K	-248.0K	-1.2K	0.80	68.60	25	20	5,091	964
2010-11-29	$5.85	$2.50	106.6%	30.6%	183.0%	0.0%	109.9%	0.0%	-16.6%	30.3K	-2.2M	-3.2K	0.46	34.57	9,970	4,569	5,116	984
2010-11-30	$5.83	$5.00	86.4%	24.8%	182.9%	0.0%	86.2%	0.0%	-4.5%	23.5K	-2.3M	-8.5K	0.39	24.07	2,434	941	8,117	5,027