AMRN Options History — July 2019

In July 2019, AMRN traded between $17.91 and $23.07. ATM implied volatility averaged 61.0%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded below realized volatility by 4.3% (HV 20d: 65.4%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.52.

Notable Days

2019-07-02: Highest Volume — 157,287 contracts
2019-07-31: Largest IV drop — 10.6% change
2019-07-03: Highest IV Rank — 22.3%
2019-07-05: Largest Expected Move — 19.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.33	$17.91	$23.07	$19.27	$18.65
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	61.0%	53.0%	71.9%	61.0%	53.0%
Expected Move	17.0%	14.6%	19.2%	14.6%	16.1%
HV 20d	65.4%	35.6%	75.8%	35.6%	52.6%
HV 60d	56.9%	46.2%	60.8%	46.2%	59.5%
IV Rank	18.8%	16.2%	22.3%	18.8%	16.2%
IV Percentile	10.9%	0.8%	20.6%	9.5%	0.8%
Term Structure	-0.1%	-9.6%	10.9%	-0.0%	0.3%
VWIV	60.5%	52.3%	67.9%	52.3%	55.9%
Skew 25d	0.5%	-3.5%	4.2%	1.9%	1.1%
Skew 10d	-1.1%	-7.6%	7.3%	-0.7%	0.2%
Call IV 25d	62.2%	55.4%	70.9%	57.7%	55.4%
Put IV 25d	62.6%	56.4%	70.1%	59.6%	56.4%
Bid-Ask Spread %	22.45	10.02	60.93	60.93	23.72
Gamma HHI	0.11	0.07	0.19	0.18	0.10
Net GEX	5.0M	1.2M	10.4M	4.1M	5.5M
Net DEX	-245.8M	-468.0M	-33.1M	-165.2M	-158.6M
Net VEX	-1.4M	-1.6M	-1.2M	-1.2M	-1.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.52	0.19	1.18	0.61	0.61
Total Volume	49,575.727	17,406	157,287	21,260	44,779
Total OI	527,238	394,090	618,687	394,090	551,525

Daily Data (22 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
2019-07-01	$19.27	$20.00	61.0%	14.6%	35.6%	18.8%	52.3%	1.9%	-0.0%	4.1M	-165.2M	-1.2M	0.61	60.93	13,201	8,059	281,030	113,060
2019-07-02	$22.20	$20.00	65.7%	17.1%	60.2%	20.3%	60.5%	1.8%	1.3%	4.6M	-346.1M	-1.3M	0.21	10.02	129,571	27,716	288,810	119,389
2019-07-03	$22.97	$20.00	71.9%	17.9%	59.3%	22.3%	63.5%	-0.4%	-9.6%	7.6M	-462.9M	-1.5M	0.35	12.41	64,491	22,503	348,522	136,316
2019-07-05	$23.01	$20.00	66.5%	19.2%	59.4%	20.5%	67.6%	-3.5%	10.9%	10.4M	-468.0M	-1.5M	0.48	17.01	57,906	27,794	364,242	143,956
2019-07-08	$23.07	$20.00	68.9%	19.1%	59.3%	21.3%	67.9%	0.4%	-0.9%	7.1M	-442.3M	-1.5M	0.40	16.65	27,089	10,724	354,906	147,587
2019-07-09	$21.97	$20.00	65.9%	17.9%	63.0%	20.4%	63.7%	-1.2%	-2.6%	6.7M	-356.5M	-1.5M	0.73	19.75	39,283	28,555	362,960	154,750
2019-07-10	$21.95	$20.00	62.2%	16.9%	62.7%	19.2%	59.4%	-2.7%	-3.3%	6.3M	-346.2M	-1.5M	0.68	29.22	22,223	15,075	375,296	174,800
2019-07-11	$22.53	$20.00	57.0%	16.7%	62.6%	17.5%	58.8%	-2.0%	0.9%	7.2M	-409.5M	-1.6M	0.44	28.03	23,045	10,045	385,102	182,771
2019-07-12	$21.91	$20.00	59.4%	16.2%	62.9%	18.3%	58.1%	0.0%	-4.6%	5.5M	-354.1M	-1.6M	0.67	36.52	15,611	10,450	393,918	184,526
2019-07-15	$21.88	$20.00	58.2%	16.3%	61.6%	17.9%	57.9%	-0.4%	2.5%	6.2M	-353.7M	-1.5M	0.41	32.64	19,383	7,961	373,096	172,767
2019-07-16	$21.70	$20.00	55.1%	15.7%	61.0%	16.9%	55.3%	-1.7%	4.2%	6.4M	-344.9M	-1.5M	0.50	27.88	11,915	5,920	383,657	177,362
2019-07-17	$21.11	$20.00	58.7%	16.8%	61.7%	18.1%	60.3%	-0.4%	-0.2%	6.5M	-292.2M	-1.5M	0.49	17.67	24,132	11,786	387,483	178,929
2019-07-18	$18.84	$20.00	59.0%	16.8%	74.6%	18.2%	61.6%	-2.6%	2.9%	3.4M	-68.1M	-1.3M	0.52	21.23	69,147	35,669	397,375	185,394
2019-07-19	$18.16	$20.00	61.0%	17.3%	75.6%	18.8%	62.2%	2.3%	2.8%	1.2M	-33.1M	-1.3M	0.51	12.20	46,847	23,935	423,044	195,643
2019-07-22	$18.05	$20.00	62.3%	17.6%	75.4%	19.2%	62.2%	0.5%	-0.6%	2.3M	-90.6M	-1.3M	0.40	20.14	21,230	8,502	352,623	140,728
2019-07-23	$17.91	$20.00	64.5%	17.9%	74.6%	19.9%	63.2%	2.3%	-1.8%	2.3M	-87.1M	-1.4M	0.51	15.86	26,613	13,531	364,807	145,163
2019-07-24	$18.62	$20.00	58.1%	16.0%	75.8%	17.9%	57.4%	1.1%	-0.7%	3.5M	-127.8M	-1.4M	0.51	15.49	26,924	13,747	376,447	147,856
2019-07-25	$18.53	$20.00	57.7%	17.4%	75.8%	17.7%	61.1%	4.0%	-3.5%	3.8M	-131.2M	-1.5M	0.65	25.93	17,477	11,354	390,320	149,398
2019-07-26	$18.40	$20.00	57.9%	16.0%	75.3%	17.8%	58.1%	3.9%	1.6%	3.7M	-122.1M	-1.4M	1.18	17.24	16,981	19,993	397,479	150,214
2019-07-29	$18.16	$20.00	59.4%	17.1%	74.5%	18.3%	60.8%	2.1%	-1.6%	3.2M	-116.7M	-1.4M	0.19	15.51	14,623	2,783	375,189	142,556
2019-07-30	$18.37	$20.00	59.4%	18.0%	74.7%	18.3%	63.3%	4.2%	-1.0%	3.5M	-131.8M	-1.4M	0.52	17.83	27,738	14,355	383,951	144,289
2019-07-31	$18.65	$20.00	53.0%	16.1%	52.6%	16.2%	55.9%	1.1%	0.3%	5.5M	-158.6M	-1.5M	0.61	23.72	27,806	16,973	402,357	149,168