AMRN Options History — October 2018

In October 2018, AMRN traded between $15.84 and $21.87. ATM implied volatility averaged 147.7%, placing in the 46.5% IV rank vs the trailing year. The 30-day expected move averaged 49.1%. IV traded below realized volatility by 211.1% (HV 20d: 358.8%). Max pain ranged from $6.00 to $16.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.52.

Notable Days

2018-10-01: Highest Volume — 147,554 contracts
2018-10-23: Largest IV spike — 20.0% change
2018-10-31: Highest IV Rank — 58.5%
2018-10-31: Largest Expected Move — 68.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.62	$15.84	$21.87	$15.93	$20.77
Max Pain	$13.04	$6.00	$16.00	$6.00	$16.00
ATM IV	147.7%	120.2%	185.2%	122.2%	185.2%
Expected Move	49.1%	32.9%	68.6%	33.3%	68.6%
HV 20d	358.8%	79.7%	501.9%	498.7%	79.7%
HV 60d	294.7%	293.4%	295.4%	293.4%	294.6%
IV Rank	46.5%	37.7%	58.5%	38.3%	58.5%
IV Percentile	84.1%	78.6%	91.7%	81.0%	91.7%
Term Structure	3.4%	-17.0%	47.9%	-4.1%	-15.8%
VWIV	171.1%	119.2%	240.8%	123.2%	240.8%
Skew 25d	6.2%	-10.6%	17.6%	-8.7%	16.8%
Skew 10d	14.3%	-17.7%	30.7%	4.3%	25.5%
Call IV 25d	144.0%	109.4%	173.3%	132.4%	173.3%
Put IV 25d	150.2%	120.1%	190.1%	123.7%	190.1%
Bid-Ask Spread %	20.38	12.41	41.10	21.09	19.39
Gamma HHI	0.14	0.09	0.50	0.13	0.09
Net GEX	3.0M	1.3M	5.2M	1.3M	3.3M
Net DEX	-513.8M	-612.2M	-375.0M	-375.9M	-519.6M
Net VEX	-737.4K	-963.3K	-371.5K	-371.5K	-934.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.52	0.23	0.97	0.47	0.60
Total Volume	63,908.609	36,867	147,554	147,554	45,226
Total OI	523,449.478	421,006	594,899	421,006	555,873

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
2018-10-01	$15.93	$6.00	122.2%	33.3%	498.7%	38.3%	123.2%	-8.7%	-4.1%	1.3M	-375.9M	-371.5K	0.47	21.09	100,116	47,438	293,458	127,548
2018-10-02	$15.84	$6.00	126.6%	32.9%	499.5%	39.8%	119.2%	-0.1%	4.7%	1.6M	-375.0M	-446.5K	0.71	26.65	64,841	46,119	324,346	141,102
2018-10-03	$18.45	$6.00	120.2%	33.6%	499.0%	37.7%	122.6%	-10.6%	8.6%	2.3M	-502.1M	-495.0K	0.29	14.46	68,803	20,265	340,570	153,785
2018-10-04	$20.26	$12.00	128.7%	48.9%	497.3%	40.4%	169.5%	-5.6%	0.6%	2.6M	-612.2M	-566.2K	0.33	19.28	74,020	24,690	363,099	158,206
2018-10-05	$19.80	$12.00	132.7%	48.3%	497.9%	41.7%	166.4%	-7.0%	1.9%	5.2M	-598.7M	-629.2K	0.30	23.16	55,155	16,794	382,318	169,984
2018-10-08	$18.98	$13.00	132.4%	49.4%	499.2%	41.6%	170.0%	1.0%	39.2%	2.2M	-474.7M	-629.9K	0.54	22.48	33,903	18,367	335,212	149,279
2018-10-09	$17.65	$13.00	124.2%	48.4%	501.5%	39.0%	165.9%	3.9%	47.1%	2.0M	-411.6M	-654.2K	0.73	17.24	34,100	24,906	346,158	158,388
2018-10-10	$16.93	$14.00	121.6%	47.8%	501.9%	38.1%	163.5%	5.3%	47.1%	1.8M	-375.2M	-648.8K	0.77	26.77	26,886	20,799	352,711	164,956
2018-10-11	$19.33	$14.00	127.9%	46.4%	499.8%	40.2%	161.1%	17.0%	45.0%	2.9M	-506.0M	-676.3K	0.54	30.07	47,026	25,469	361,281	172,068
2018-10-12	$19.64	$14.00	138.9%	48.2%	499.0%	43.7%	170.3%	5.6%	47.9%	4.6M	-541.4M	-721.2K	0.34	18.38	61,784	20,722	380,330	176,824
2018-10-15	$19.13	$14.00	160.6%	49.1%	499.3%	50.6%	169.1%	12.2%	-13.0%	2.7M	-509.9M	-750.1K	0.97	19.70	30,191	29,388	374,975	167,628
2018-10-16	$20.05	$14.00	159.1%	47.1%	497.1%	50.1%	159.4%	9.9%	-11.0%	3.4M	-574.0M	-816.7K	0.70	17.32	21,638	15,229	392,284	183,073
2018-10-17	$20.60	$14.00	161.2%	46.2%	497.2%	50.8%	160.5%	6.3%	-8.3%	3.8M	-601.3M	-815.4K	0.62	16.20	25,675	15,860	395,015	183,944
2018-10-18	$20.00	$14.00	163.7%	47.4%	498.8%	51.6%	164.3%	10.3%	-9.3%	4.8M	-571.6M	-812.3K	0.36	14.31	30,253	10,872	401,450	185,967
2018-10-19	$19.90	$14.00	153.9%	45.6%	499.4%	48.5%	158.7%	8.0%	-17.0%	2.2M	-556.9M	-791.4K	0.38	12.59	32,120	12,291	407,021	187,878
2018-10-22	$19.84	$14.00	136.8%	42.8%	100.2%	43.0%	148.0%	6.5%	-14.0%	2.6M	-444.8M	-743.6K	0.59	22.92	27,189	15,922	334,828	130,082
2018-10-23	$21.41	$14.00	164.1%	52.7%	100.7%	51.8%	185.6%	14.7%	-14.4%	3.1M	-527.9M	-824.1K	0.32	12.52	51,816	16,438	344,109	131,896
2018-10-24	$21.23	$14.00	170.9%	55.6%	101.4%	53.9%	192.7%	13.7%	-9.0%	3.6M	-545.8M	-886.7K	0.51	15.89	27,995	14,331	368,112	136,176
2018-10-25	$21.87	$15.00	171.4%	56.4%	101.4%	54.1%	194.7%	17.6%	-13.4%	4.2M	-584.9M	-926.8K	0.43	12.41	32,381	13,883	377,938	138,598
2018-10-26	$21.76	$15.00	168.0%	58.6%	93.2%	53.0%	211.0%	13.9%	-13.1%	2.7M	-573.1M	-963.3K	0.90	26.40	28,898	26,116	384,793	143,813
2018-10-29	$20.98	$16.00	159.9%	60.7%	95.0%	50.4%	205.2%	-3.5%	-10.6%	2.9M	-527.2M	-931.9K	0.23	41.10	50,395	11,600	374,407	151,197
2018-10-30	$20.82	$16.00	168.2%	61.4%	95.1%	53.0%	213.5%	14.1%	-11.8%	3.2M	-507.8M	-924.8K	0.28	18.45	40,588	11,400	383,054	153,604
2018-10-31	$20.77	$16.00	185.2%	68.6%	79.7%	58.5%	240.8%	16.8%	-15.8%	3.3M	-519.6M	-934.1K	0.60	19.39	28,292	16,934	398,384	157,489