AMRN Options History — August 2017

In August 2017, AMRN traded between $3.02 and $3.74. ATM implied volatility averaged 76.7%, placing in the 40.2% IV rank vs the trailing year. The 30-day expected move averaged 21.9%. IV traded above realized volatility by 33.1% (HV 20d: 43.6%). Max pain ranged from $3.50 to $3.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 0.98.

Notable Days

2017-08-14: Highest Volume — 14,166 contracts
2017-08-31: Largest IV spike — 38.4% change
2017-08-08: Highest IV Rank — 71.1%
2017-08-09: Largest Expected Move — 34.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.28	$3.02	$3.74	$3.61	$3.39
Max Pain	$3.50	$3.50	$3.50	$3.50	$3.50
ATM IV	76.7%	42.3%	124.9%	108.8%	58.6%
Expected Move	21.9%	11.1%	34.4%	33.6%	13.2%
HV 20d	43.6%	33.8%	50.5%	44.6%	37.9%
HV 60d	40.6%	38.1%	42.5%	38.2%	42.5%
IV Rank	40.2%	18.2%	71.1%	60.8%	28.6%
IV Percentile	39.5%	0.4%	93.7%	80.2%	19.8%
Term Structure	5.5%	-22.0%	37.4%	24.0%	0.2%
VWIV	88.8%	40.4%	160.4%	127.0%	45.8%
Skew 25d	1.3%	-17.2%	28.6%	-11.4%	-7.8%
Skew 10d	-2.2%	-101.0%	85.8%	-1.6%	12.2%
Call IV 25d	77.6%	36.4%	127.5%	106.1%	44.5%
Put IV 25d	78.9%	36.7%	132.8%	94.6%	36.7%
Bid-Ask Spread %	41.16	10.24	90.82	58.27	90.82
Gamma HHI	0.24	0.18	0.31	0.20	0.31
Net GEX	145.3K	60.0K	229.4K	223.0K	183.5K
Net DEX	-6.3M	-13.0M	-2.5M	-12.4M	-5.5M
Net VEX	-49.3K	-70.3K	-37.1K	-66.8K	-44.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.98	0.21	2.45	0.21	1.31
Total Volume	9,472.261	6,471	14,166	6,471	7,838
Total OI	139,650.522	117,743	163,671	134,403	120,392

Daily Data (23 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
2017-08-01	$3.61	$3.50	108.8%	33.6%	44.6%	60.8%	127.0%	-11.4%	24.0%	223.0K	-12.4M	-66.8K	0.21	58.27	5,363	1,108	122,016	12,387
2017-08-02	$3.66	$3.50	114.1%	31.3%	45.0%	64.2%	133.2%	3.2%	9.9%	226.4K	-12.7M	-66.4K	0.43	60.99	7,367	3,185	123,687	12,567
2017-08-03	$3.74	$3.50	122.8%	30.8%	46.1%	69.7%	139.8%	-17.2%	-22.0%	228.4K	-13.0M	-70.3K	0.39	57.98	8,322	3,263	127,897	14,726
2017-08-04	$3.68	$3.50	109.0%	31.1%	45.8%	60.9%	120.4%	-12.1%	-2.8%	229.4K	-12.4M	-68.7K	0.53	44.94	6,343	3,334	131,090	14,831
2017-08-07	$3.65	$3.50	116.5%	30.2%	45.6%	65.7%	146.6%	-13.8%	-21.8%	225.1K	-12.0M	-67.3K	0.38	37.54	8,738	3,340	131,466	14,264
2017-08-08	$3.52	$3.50	124.9%	34.2%	46.5%	71.1%	146.3%	-12.4%	5.5%	202.6K	-11.0M	-64.0K	0.67	32.25	4,815	3,247	137,230	14,423
2017-08-09	$3.36	$3.50	106.5%	34.4%	48.6%	59.3%	160.4%	-11.6%	18.9%	174.9K	-9.1M	-59.9K	0.48	59.13	7,104	3,403	138,868	14,515
2017-08-10	$3.20	$3.50	109.6%	32.8%	50.5%	61.3%	157.4%	10.4%	37.4%	151.6K	-8.1M	-57.4K	0.52	41.13	8,527	4,397	142,494	14,807
2017-08-11	$3.23	$3.50	113.0%	32.9%	47.2%	63.5%	150.8%	-10.4%	0.6%	153.2K	-8.0M	-58.2K	0.52	56.93	6,936	3,578	143,809	15,987
2017-08-14	$3.17	$3.50	74.5%	20.3%	44.9%	38.8%	69.4%	23.4%	5.2%	116.1K	-4.3M	-44.1K	0.48	55.09	9,586	4,580	144,457	15,867
2017-08-15	$3.11	$3.50	61.6%	16.6%	44.7%	30.6%	62.6%	6.0%	14.2%	90.5K	-2.8M	-40.4K	0.79	26.68	6,583	5,198	146,634	17,037
2017-08-16	$3.03	$3.50	49.6%	14.2%	43.9%	22.9%	58.6%	3.6%	17.9%	60.0K	-3.1M	-42.4K	1.05	42.76	5,045	5,279	146,653	16,663
2017-08-17	$3.04	$3.50	60.4%	17.0%	42.9%	29.8%	72.1%	5.8%	6.5%	60.7K	-2.5M	-38.7K	1.03	59.31	5,240	5,378	146,590	16,558
2017-08-18	$3.02	$3.50	63.7%	17.5%	42.8%	31.9%	74.3%	21.6%	9.5%	109.7K	-2.7M	-38.3K	1.05	47.89	4,402	4,642	146,624	16,838
2017-08-21	$3.03	$3.50	45.6%	11.1%	43.3%	20.3%	40.4%	-2.6%	1.1%	100.0K	-2.7M	-37.1K	2.45	19.18	2,843	6,958	104,979	12,764
2017-08-22	$3.04	$3.50	45.0%	14.8%	43.8%	19.9%	51.8%	1.1%	2.7%	95.3K	-2.7M	-38.6K	1.37	17.95	3,296	4,522	105,053	13,682
2017-08-23	$3.06	$3.50	48.0%	15.6%	43.9%	21.9%	50.1%	9.7%	2.0%	101.2K	-2.9M	-38.0K	1.37	11.35	3,272	4,485	105,098	13,859
2017-08-24	$3.15	$3.50	45.6%	14.2%	45.6%	20.3%	50.7%	-3.1%	9.7%	119.8K	-3.6M	-40.7K	1.49	19.04	2,923	4,351	105,372	13,852
2017-08-25	$3.12	$3.50	47.5%	14.6%	45.6%	21.5%	41.1%	-7.0%	-0.8%	113.2K	-3.4M	-38.3K	1.65	14.40	2,601	4,301	105,578	13,817
2017-08-28	$3.15	$3.50	50.9%	14.7%	34.2%	23.7%	45.6%	28.6%	15.8%	113.7K	-3.2M	-38.0K	1.55	10.24	2,735	4,244	104,828	13,718
2017-08-29	$3.16	$3.50	45.7%	14.5%	33.8%	20.4%	45.9%	9.4%	-10.7%	114.3K	-3.1M	-37.1K	1.69	55.77	2,554	4,314	105,279	13,774
2017-08-30	$3.27	$3.50	42.3%	14.4%	36.1%	18.2%	53.4%	15.3%	4.6%	149.1K	-4.3M	-39.9K	1.07	27.09	4,013	4,309	105,230	13,702
2017-08-31	$3.39	$3.50	58.6%	13.2%	37.9%	28.6%	45.8%	-7.8%	0.2%	183.5K	-5.5M	-44.1K	1.31	90.82	3,396	4,442	106,613	13,779