AMRN Options History — April 2017

In April 2017, AMRN traded between $3.11 and $3.19. ATM implied volatility averaged 69.7%, placing in the 35.7% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 49.2% (HV 20d: 20.5%). Max pain ranged from $3.50 to $3.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.39.

Notable Days

2017-04-27: Highest Volume — 6,477 contracts
2017-04-28: Largest IV spike — 62.0% change
2017-04-06: Highest IV Rank — 54.2%
2017-04-27: Largest Expected Move — 18.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.15	$3.11	$3.19	$3.14	$3.16
Max Pain	$3.50	$3.50	$3.50	$3.50	$3.50
ATM IV	69.7%	51.2%	98.5%	74.9%	93.2%
Expected Move	14.8%	11.0%	18.1%	17.7%	16.0%
HV 20d	20.5%	12.7%	27.3%	27.0%	13.8%
HV 60d	30.6%	29.2%	31.6%	31.6%	29.2%
IV Rank	35.7%	23.9%	54.2%	39.1%	50.8%
IV Percentile	21.6%	4.0%	56.0%	22.6%	54.0%
Term Structure	-6.0%	-28.8%	19.6%	8.1%	-28.8%
VWIV	52.0%	37.6%	69.3%	60.9%	53.9%
Skew 25d	7.2%	-11.6%	42.0%	-8.4%	26.8%
Skew 10d	9.5%	-100.8%	72.2%	35.7%	-5.5%
Call IV 25d	74.2%	50.3%	120.3%	108.2%	74.9%
Put IV 25d	81.5%	52.4%	132.5%	99.8%	101.7%
Bid-Ask Spread %	72.14	28.69	163.42	135.00	160.62
Gamma HHI	0.23	0.19	0.25	0.25	0.22
Net GEX	68.0K	58.4K	73.7K	71.9K	71.3K
Net DEX	-4.4M	-4.6M	-4.2M	-4.6M	-4.6M
Net VEX	-33.9K	-35.0K	-32.7K	-34.3K	-35.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.39	0.24	0.50	0.38	0.28
Total Volume	4,328.316	3,411	6,477	4,070	5,716
Total OI	52,731.158	49,632	55,585	49,632	55,585

Daily Data (19 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
2017-04-03	$3.14	$3.50	74.9%	17.7%	27.0%	39.1%	60.9%	-8.4%	8.1%	71.9K	-4.6M	-34.3K	0.38	135.00	2,949	1,121	43,808	5,824
2017-04-04	$3.14	$3.50	71.1%	11.0%	27.0%	36.6%	51.5%	-6.1%	-2.3%	71.6K	-4.5M	-34.5K	0.36	28.69	3,143	1,140	45,062	5,845
2017-04-05	$3.11	$3.50	75.9%	12.6%	27.0%	39.7%	69.3%	19.4%	3.1%	68.7K	-4.4M	-33.7K	0.50	152.23	2,271	1,140	45,726	5,865
2017-04-06	$3.14	$3.50	98.5%	15.0%	27.3%	54.2%	49.8%	42.0%	6.1%	71.2K	-4.4M	-34.0K	0.48	36.75	2,361	1,137	45,965	5,865
2017-04-07	$3.15	$3.50	87.3%	14.0%	25.5%	47.0%	45.6%	8.0%	-22.5%	71.8K	-4.6M	-34.3K	0.48	65.01	2,368	1,138	46,207	5,882
2017-04-10	$3.13	$3.50	63.3%	15.0%	25.4%	31.6%	42.8%	3.9%	-5.7%	70.0K	-4.5M	-33.5K	0.44	30.10	2,557	1,117	46,090	5,842
2017-04-11	$3.14	$3.50	58.3%	13.7%	25.3%	28.5%	48.8%	-9.5%	-0.2%	62.8K	-4.3M	-33.2K	0.44	31.27	2,434	1,072	46,481	5,843
2017-04-12	$3.11	$3.50	71.4%	15.0%	23.2%	36.8%	50.2%	1.2%	-26.3%	63.0K	-4.2M	-33.1K	0.43	43.71	2,595	1,121	47,108	5,848
2017-04-13	$3.11	$3.50	82.6%	16.5%	22.3%	44.0%	52.2%	11.7%	-24.7%	70.3K	-4.4M	-33.9K	0.43	90.53	2,625	1,121	47,438	5,894
2017-04-17	$3.11	$3.50	71.9%	17.0%	22.3%	37.2%	54.7%	-0.1%	8.0%	62.2K	-4.3M	-32.7K	0.42	40.10	2,625	1,103	47,441	5,860
2017-04-18	$3.16	$3.50	59.6%	15.9%	22.4%	29.3%	54.3%	1.5%	19.6%	67.4K	-4.3M	-33.5K	0.45	34.65	2,597	1,164	47,443	5,890
2017-04-19	$3.17	$3.50	54.2%	15.5%	16.6%	25.8%	53.4%	0.3%	-4.9%	70.3K	-4.4M	-33.5K	0.47	37.68	2,442	1,149	47,651	5,847
2017-04-20	$3.18	$3.50	51.2%	14.6%	16.6%	23.9%	50.2%	1.8%	-3.2%	73.7K	-4.5M	-33.6K	0.37	29.75	3,113	1,154	47,638	5,901
2017-04-21	$3.16	$3.50	53.6%	15.1%	16.1%	25.4%	51.1%	5.0%	-0.9%	58.4K	-4.6M	-34.4K	0.38	52.83	3,052	1,167	48,359	5,911
2017-04-24	$3.17	$3.50	58.2%	11.7%	13.2%	28.4%	37.6%	10.4%	-8.0%	64.1K	-4.5M	-33.8K	0.32	41.95	3,674	1,172	45,033	5,718
2017-04-25	$3.15	$3.50	77.3%	14.0%	12.8%	40.6%	49.7%	26.9%	-24.6%	61.6K	-4.6M	-34.9K	0.26	163.42	4,607	1,180	46,815	5,872
2017-04-26	$3.15	$3.50	64.2%	13.1%	12.7%	32.2%	50.3%	-11.6%	-10.9%	68.6K	-4.3M	-33.9K	0.24	46.26	5,196	1,240	47,950	5,863
2017-04-27	$3.19	$3.50	57.6%	18.1%	13.5%	28.0%	61.5%	14.1%	4.8%	72.5K	-4.4M	-34.3K	0.24	150.10	5,220	1,257	48,599	5,923
2017-04-28	$3.16	$3.50	93.2%	16.0%	13.8%	50.8%	53.9%	26.8%	-28.8%	71.3K	-4.6M	-35.0K	0.28	160.62	4,459	1,257	49,642	5,943