AMRN Options History — August 2018

In August 2018, AMRN traded between $2.69 and $3.23. ATM implied volatility averaged 160.0%, placing in the 70.7% IV rank vs the trailing year. The 30-day expected move averaged 59.5%. IV traded above realized volatility by 98.0% (HV 20d: 62.0%). Max pain ranged from $3.00 to $3.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.49.

Notable Days

2018-08-29: Highest Volume — 21,687 contracts
2018-08-30: Largest IV spike — 7465.0% change
2018-08-22: Highest IV Rank — 100.0%
2018-08-29: Largest Expected Move — 72.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.92	$2.69	$3.23	$2.77	$3.16
Max Pain	$3.09	$3.00	$3.50	$3.00	$3.00
ATM IV	160.0%	2.2%	288.6%	88.3%	66.0%
Expected Move	59.5%	24.2%	72.1%	36.7%	70.5%
HV 20d	62.0%	52.4%	72.6%	66.1%	53.4%
HV 60d	55.9%	53.0%	58.7%	53.2%	58.7%
IV Rank	70.7%	0.0%	100.0%	40.5%	22.3%
IV Percentile	88.4%	0.0%	100.0%	76.6%	57.9%
Term Structure	-13.2%	-219.8%	145.3%	-37.8%	-67.1%
VWIV	213.4%	86.3%	297.2%	123.9%	297.2%
Skew 25d	-23.9%	-139.4%	38.6%	-10.5%	-65.7%
Skew 10d	-28.1%	-65.6%	29.2%	-24.5%	-45.1%
Call IV 25d	177.7%	41.2%	309.4%	159.8%	66.7%
Put IV 25d	153.9%	0.8%	237.0%	149.2%	1.0%
Bid-Ask Spread %	39.43	15.57	161.61	160.30	49.71
Gamma HHI	0.12	0.11	0.13	0.11	0.12
Net GEX	175.7K	110.5K	210.4K	149.4K	210.4K
Net DEX	-22.9M	-31.3M	-17.9M	-23.0M	-31.3M
Net VEX	-121.7K	-131.4K	-115.5K	-117.4K	-131.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.49	0.27	0.71	0.40	0.27
Total Volume	13,138.391	8,908	21,687	17,963	16,962
Total OI	241,112.565	212,735	269,201	244,313	269,201

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
2018-08-01	$2.77	$3.00	88.3%	36.7%	66.1%	40.5%	123.9%	-10.5%	-37.8%	149.4K	-23.0M	-117.4K	0.40	160.30	12,817	5,146	198,746	45,567
2018-08-02	$2.70	$3.00	92.5%	27.9%	66.1%	42.5%	101.3%	-139.4%	-178.8%	110.5K	-18.3M	-117.2K	0.61	161.61	9,194	5,572	200,193	46,367
2018-08-03	$2.69	$3.00	136.1%	24.2%	65.7%	64.1%	86.3%	-3.3%	36.6%	120.9K	-17.9M	-117.2K	0.61	45.29	7,074	4,300	201,350	46,489
2018-08-06	$2.89	$3.50	145.9%	66.1%	71.1%	69.0%	201.8%	38.6%	-22.9%	167.0K	-23.3M	-125.1K	0.50	41.81	6,964	3,472	190,185	45,402
2018-08-07	$2.98	$3.50	138.0%	61.2%	70.8%	65.1%	208.7%	12.1%	13.5%	188.8K	-23.7M	-129.7K	0.58	30.64	5,927	3,435	193,184	45,666
2018-08-08	$2.85	$3.50	122.3%	58.1%	72.6%	57.3%	209.5%	11.9%	14.3%	151.9K	-21.2M	-122.7K	0.41	19.03	7,580	3,086	194,535	45,728
2018-08-09	$2.89	$3.50	142.3%	59.7%	71.2%	67.1%	199.7%	23.8%	24.6%	184.1K	-22.4M	-125.2K	0.42	22.21	7,381	3,094	196,274	45,856
2018-08-10	$2.86	$3.00	149.1%	62.0%	71.0%	70.5%	207.1%	4.9%	86.7%	149.3K	-21.6M	-120.3K	0.55	32.12	5,742	3,166	197,184	45,924
2018-08-13	$2.87	$3.00	148.6%	59.5%	63.4%	70.3%	207.7%	4.0%	54.8%	169.4K	-20.9M	-119.3K	0.58	29.17	5,906	3,402	190,494	45,650
2018-08-14	$2.95	$3.00	139.3%	60.1%	60.0%	65.7%	207.2%	35.0%	72.8%	190.0K	-22.3M	-122.3K	0.51	23.99	6,364	3,221	191,250	46,026
2018-08-15	$2.96	$3.00	146.0%	59.9%	58.1%	69.0%	211.0%	-7.6%	65.9%	186.2K	-22.3M	-120.7K	0.45	33.02	7,264	3,281	193,309	46,189
2018-08-16	$3.03	$3.00	173.8%	62.6%	57.6%	82.7%	212.9%	7.7%	52.1%	202.5K	-24.5M	-124.7K	0.53	18.81	7,034	3,738	194,203	46,542
2018-08-17	$2.95	$3.00	185.7%	64.9%	58.7%	88.6%	224.7%	-1.2%	67.6%	174.8K	-22.1M	-121.9K	0.41	22.52	6,976	2,888	196,638	47,562
2018-08-20	$2.90	$3.00	207.7%	62.8%	59.0%	99.5%	216.8%	-38.7%	-119.1%	178.5K	-22.0M	-118.5K	0.71	20.49	9,691	6,856	179,104	33,631
2018-08-21	$2.87	$3.00	201.6%	59.0%	58.1%	96.5%	232.5%	-38.0%	4.5%	176.2K	-21.3M	-117.8K	0.44	17.63	10,458	4,593	183,561	37,642
2018-08-22	$2.93	$3.00	221.6%	63.5%	58.5%	100.0%	232.2%	-47.2%	-219.8%	190.3K	-22.5M	-121.0K	0.49	26.24	9,523	4,710	187,401	39,319
2018-08-23	$2.75	$3.00	216.1%	61.6%	63.0%	97.5%	237.3%	-54.6%	9.3%	164.0K	-20.3M	-115.8K	0.51	15.57	10,592	5,437	190,839	40,535
2018-08-24	$2.78	$3.00	236.6%	65.6%	61.5%	100.0%	237.1%	-59.0%	33.7%	167.6K	-20.8M	-115.5K	0.43	17.20	8,089	3,447	196,750	42,567
2018-08-27	$2.88	$3.00	264.8%	67.3%	56.7%	100.0%	252.1%	-46.4%	-174.5%	186.1K	-22.6M	-120.2K	0.32	26.18	14,472	4,680	197,328	42,108
2018-08-28	$3.02	$3.00	288.6%	71.2%	57.6%	100.0%	258.6%	-72.4%	-170.4%	207.5K	-26.5M	-123.7K	0.63	19.93	9,255	5,818	206,110	42,975
2018-08-29	$3.20	$3.00	2.2%	72.1%	53.9%	0.0%	259.8%	-62.1%	145.3%	208.1K	-27.8M	-125.3K	0.38	39.32	15,715	5,972	209,877	45,358
2018-08-30	$3.23	$3.00	166.4%	71.5%	52.4%	57.3%	284.1%	-40.5%	6.3%	207.7K	-28.7M	-126.8K	0.55	34.18	7,656	4,233	217,101	47,669
2018-08-31	$3.16	$3.00	66.0%	70.5%	53.4%	22.3%	297.2%	-65.7%	-67.1%	210.4K	-31.3M	-131.4K	0.27	49.71	13,350	3,612	221,071	48,130