AMRN Options History — October 2019

In October 2019, AMRN traded between $13.98 and $16.95. ATM implied volatility averaged 114.6%, placing in the 42.8% IV rank vs the trailing year. The 30-day expected move averaged 37.5%. IV traded above realized volatility by 76.0% (HV 20d: 38.6%). Max pain ranged from $15.00 to $16.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.48.

Notable Days

2019-10-10: Highest Volume — 61,426 contracts
2019-10-09: Largest IV spike — 61.1% change
2019-10-09: Highest IV Rank — 86.4%
2019-10-29: Largest Expected Move — 51.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.58	$13.98	$16.95	$14.64	$16.43
Max Pain	$15.09	$15.00	$16.00	$16.00	$15.00
ATM IV	114.6%	76.1%	177.4%	84.0%	128.9%
Expected Move	37.5%	18.0%	51.4%	18.0%	47.6%
HV 20d	38.6%	31.1%	44.5%	44.5%	36.1%
HV 60d	60.5%	58.9%	63.6%	62.4%	59.1%
IV Rank	42.8%	16.0%	86.4%	21.5%	52.7%
IV Percentile	85.9%	51.6%	98.4%	69.0%	95.6%
Term Structure	1.8%	-56.4%	63.6%	7.5%	-9.4%
VWIV	129.2%	63.9%	184.3%	66.2%	184.3%
Skew 25d	24.4%	-79.1%	86.3%	16.8%	27.0%
Skew 10d	64.7%	-10.4%	133.8%	37.4%	98.9%
Call IV 25d	103.6%	64.0%	195.8%	74.8%	124.7%
Put IV 25d	128.0%	72.6%	159.7%	91.7%	151.7%
Bid-Ask Spread %	47.39	5.15	89.78	5.15	32.21
Gamma HHI	0.09	0.06	0.15	0.07	0.08
Net GEX	3.8M	1.4M	6.6M	2.2M	4.6M
Net DEX	-183.8M	-268.7M	-66.3M	-85.5M	-234.5M
Net VEX	-1.4M	-1.5M	-1.2M	-1.2M	-1.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.48	0.07	1.23	0.40	0.61
Total Volume	26,265.957	11,449	61,426	18,395	21,952
Total OI	649,944.565	561,563	717,730	609,575	690,356

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
2019-10-01	$14.64	$16.00	84.0%	18.0%	44.5%	21.5%	66.2%	16.8%	7.5%	2.2M	-85.5M	-1.2M	0.40	5.15	13,184	5,211	440,095	169,480
2019-10-02	$14.11	$16.00	108.1%	18.1%	33.0%	38.3%	63.9%	-79.1%	18.8%	1.7M	-66.3M	-1.2M	0.32	27.19	41,027	13,133	450,517	172,362
2019-10-03	$14.07	$15.00	76.1%	36.5%	33.0%	16.0%	109.1%	12.8%	1.3%	2.0M	-81.9M	-1.2M	0.29	80.25	12,990	3,829	475,759	180,299
2019-10-04	$14.36	$15.00	86.2%	37.6%	33.6%	23.1%	124.9%	6.6%	4.0%	2.0M	-96.5M	-1.2M	0.22	70.36	13,374	2,977	483,654	180,616
2019-10-07	$14.59	$15.00	76.5%	42.9%	34.0%	16.3%	125.9%	16.1%	51.9%	2.3M	-104.5M	-1.2M	0.65	78.83	10,174	6,629	473,007	177,272
2019-10-08	$14.14	$15.00	110.1%	39.7%	33.4%	39.7%	137.5%	7.0%	53.9%	1.9M	-93.5M	-1.2M	0.52	76.90	7,518	3,931	477,485	179,507
2019-10-09	$13.98	$15.00	177.4%	33.1%	31.1%	86.4%	132.7%	-44.0%	-56.4%	1.4M	-82.3M	-1.2M	0.28	89.78	12,114	3,425	481,818	181,817
2019-10-10	$14.86	$15.00	83.7%	39.7%	39.4%	21.3%	125.9%	86.3%	63.6%	3.5M	-139.8M	-1.3M	0.07	61.74	57,207	4,219	487,773	178,299
2019-10-11	$15.31	$15.00	100.1%	37.5%	41.4%	32.7%	125.8%	13.9%	37.3%	4.0M	-187.6M	-1.4M	0.28	75.14	20,138	5,543	524,265	180,566
2019-10-14	$15.45	$15.00	121.0%	38.4%	40.1%	47.2%	129.4%	32.5%	-6.3%	4.6M	-191.7M	-1.4M	0.42	55.43	10,205	4,244	520,591	178,123
2019-10-15	$15.86	$15.00	117.0%	35.1%	41.6%	44.5%	123.0%	40.3%	-5.0%	5.5M	-214.4M	-1.4M	0.46	52.12	13,450	6,211	522,862	180,714
2019-10-16	$16.05	$15.00	125.6%	36.0%	41.8%	50.4%	119.4%	39.1%	-6.7%	6.1M	-229.4M	-1.4M	0.25	55.10	13,347	3,341	525,688	183,942
2019-10-17	$16.45	$15.00	129.3%	37.4%	42.9%	53.0%	121.5%	35.5%	-9.6%	6.6M	-267.2M	-1.5M	0.16	50.58	22,091	3,436	529,256	184,074
2019-10-18	$16.20	$15.00	125.7%	36.6%	43.2%	50.5%	127.7%	38.4%	-8.2%	3.9M	-252.5M	-1.4M	0.37	45.26	11,379	4,252	532,164	185,566
2019-10-21	$16.20	$15.00	120.2%	36.8%	43.0%	46.7%	128.6%	27.7%	-3.8%	4.0M	-222.4M	-1.4M	0.55	39.08	11,215	6,203	437,852	123,711
2019-10-22	$16.30	$15.00	118.4%	36.6%	40.3%	45.4%	141.4%	38.5%	-11.2%	4.1M	-228.2M	-1.4M	0.50	21.94	17,832	8,893	443,111	127,810
2019-10-23	$16.70	$15.00	120.3%	38.7%	41.1%	46.7%	137.7%	37.8%	-8.4%	4.6M	-255.3M	-1.4M	0.49	24.85	8,858	4,312	449,261	134,036
2019-10-24	$16.95	$15.00	116.5%	37.4%	40.2%	44.1%	121.0%	38.3%	-4.8%	5.1M	-268.7M	-1.4M	0.28	25.47	16,131	4,544	451,582	136,017
2019-10-25	$16.61	$15.00	127.1%	39.3%	39.4%	51.5%	142.2%	32.6%	-35.9%	4.5M	-248.1M	-1.4M	1.23	35.88	13,028	16,060	458,411	138,236
2019-10-28	$16.61	$15.00	123.6%	42.0%	39.4%	49.0%	150.6%	39.4%	-6.7%	4.3M	-240.0M	-1.4M	1.10	25.94	29,013	31,871	451,280	144,491
2019-10-29	$16.05	$15.00	128.5%	51.4%	39.1%	52.5%	173.0%	49.3%	-13.3%	3.8M	-205.9M	-1.4M	1.09	31.04	26,750	29,070	473,265	173,004
2019-10-30	$16.39	$15.00	130.9%	46.8%	36.2%	54.1%	159.5%	47.9%	-11.3%	4.2M	-230.5M	-1.5M	0.42	29.68	20,932	8,874	487,522	191,209
2019-10-31	$16.43	$15.00	128.9%	47.6%	36.1%	52.7%	184.3%	27.0%	-9.4%	4.6M	-234.5M	-1.5M	0.61	32.21	13,644	8,308	493,060	197,296