AMRN Options History — March 2021

In March 2021, AMRN traded between $5.72 and $6.65. ATM implied volatility averaged 103.6%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 29.7%. IV traded above realized volatility by 50.1% (HV 20d: 53.5%). Max pain ranged from $5.00 to $6.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.19.

Notable Days

2021-03-17: Highest Volume — 24,257 contracts
2021-03-02: Largest IV spike — 102.9% change
2021-03-02: Highest IV Rank — 88.2%
2021-03-22: Largest Expected Move — 36.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.18	$5.72	$6.65	$6.26	$6.26
Max Pain	$5.61	$5.00	$6.00	$5.00	$6.00
ATM IV	103.6%	67.0%	203.8%	100.4%	77.4%
Expected Move	29.7%	21.0%	36.0%	21.0%	24.2%
HV 20d	53.5%	37.6%	61.5%	61.5%	52.0%
HV 60d	67.1%	63.2%	69.6%	68.6%	63.2%
IV Rank	33.0%	10.9%	88.2%	29.8%	19.0%
IV Percentile	64.3%	9.1%	97.2%	67.5%	23.0%
Term Structure	6.2%	-52.6%	55.6%	24.3%	55.6%
VWIV	104.5%	81.2%	122.0%	92.1%	86.0%
Skew 25d	8.7%	-7.6%	37.2%	11.8%	34.5%
Skew 10d	-0.1%	-41.0%	95.3%	-36.3%	39.5%
Call IV 25d	100.1%	56.6%	172.2%	125.8%	75.1%
Put IV 25d	108.8%	73.1%	198.6%	137.6%	109.6%
Bid-Ask Spread %	62.30	33.83	111.99	111.99	57.68
Gamma HHI	0.14	0.12	0.26	0.13	0.13
Net GEX	507.9K	369.4K	978.3K	440.1K	648.3K
Net DEX	-37.9M	-49.1M	-28.5M	-42.6M	-37.6M
Net VEX	-279.7K	-302.9K	-257.6K	-280.0K	-272.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.19	0.06	0.43	0.15	0.14
Total Volume	9,337.435	4,026	24,257	13,694	9,939
Total OI	260,756.652	237,312	282,866	246,891	267,503

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
2021-03-01	$6.26	$5.00	100.4%	21.0%	61.5%	29.8%	92.1%	11.8%	24.3%	440.1K	-42.6M	-280.0K	0.15	111.99	11,950	1,744	194,956	51,935
2021-03-02	$6.07	$5.00	203.8%	27.8%	51.7%	88.2%	90.4%	26.5%	-52.6%	463.6K	-40.2M	-291.1K	0.36	103.79	6,440	2,325	201,343	53,430
2021-03-03	$5.86	$5.00	79.0%	21.9%	50.6%	17.6%	83.4%	-4.7%	-14.2%	369.4K	-33.1M	-262.9K	0.19	76.03	6,460	1,238	204,162	54,878
2021-03-04	$5.72	$5.00	89.3%	34.4%	37.6%	23.4%	110.5%	10.7%	10.4%	379.0K	-28.5M	-262.7K	0.26	93.39	6,480	1,715	206,922	55,594
2021-03-05	$5.91	$6.00	98.8%	32.2%	42.1%	28.8%	122.0%	0.5%	44.2%	404.7K	-33.6M	-269.8K	0.20	77.39	7,776	1,527	208,143	55,795
2021-03-08	$5.81	$5.00	98.8%	32.3%	42.1%	28.8%	100.2%	9.5%	0.1%	416.2K	-32.6M	-267.9K	0.14	65.40	6,649	906	202,284	55,472
2021-03-09	$6.22	$5.00	110.6%	32.6%	52.2%	35.5%	120.2%	3.5%	-4.6%	505.6K	-40.5M	-289.5K	0.06	47.57	7,338	411	204,571	56,253
2021-03-10	$6.10	$5.00	67.0%	30.4%	51.6%	10.9%	112.7%	37.2%	53.6%	503.2K	-37.0M	-278.1K	0.43	69.77	4,606	1,998	207,338	56,540
2021-03-11	$6.39	$6.00	91.5%	30.9%	55.2%	24.7%	114.6%	19.3%	38.2%	607.7K	-42.1M	-293.2K	0.12	49.03	5,208	645	208,892	57,915
2021-03-12	$6.51	$6.00	97.7%	32.0%	55.2%	28.2%	112.9%	6.2%	25.2%	978.3K	-45.1M	-291.8K	0.13	68.88	3,553	473	211,210	58,244
2021-03-15	$6.56	$6.00	110.5%	33.4%	54.9%	35.4%	117.4%	0.3%	3.0%	566.2K	-43.7M	-296.4K	0.25	47.73	4,620	1,154	206,306	57,477
2021-03-16	$6.46	$5.00	108.1%	30.7%	55.0%	34.1%	106.6%	8.6%	-21.3%	532.3K	-43.0M	-288.0K	0.21	34.62	3,935	842	207,579	58,125
2021-03-17	$6.65	$5.00	114.9%	32.9%	56.0%	37.9%	115.5%	-3.6%	-26.6%	445.0K	-49.1M	-302.9K	0.07	60.98	22,746	1,511	209,540	58,552
2021-03-18	$6.32	$6.00	115.5%	32.6%	57.2%	38.2%	109.9%	-1.5%	12.1%	586.4K	-42.3M	-293.6K	0.10	36.13	6,286	644	220,204	59,665
2021-03-19	$6.41	$6.00	101.5%	30.6%	57.5%	34.2%	115.8%	-0.3%	-11.4%	462.1K	-42.6M	-299.2K	0.19	33.83	8,742	1,636	222,896	59,970
2021-03-22	$6.30	$6.00	126.8%	36.0%	57.4%	50.3%	108.1%	-0.7%	-28.1%	475.5K	-35.9M	-281.2K	0.18	52.90	9,436	1,722	186,060	51,252
2021-03-23	$6.11	$6.00	112.8%	29.5%	57.6%	41.4%	107.2%	4.9%	-21.8%	447.1K	-33.3M	-273.2K	0.11	75.19	9,774	1,042	190,543	52,775
2021-03-24	$5.80	$6.00	99.4%	30.6%	59.4%	33.1%	97.6%	-7.6%	32.8%	414.7K	-29.1M	-257.6K	0.23	67.55	5,316	1,235	197,742	53,588
2021-03-25	$5.91	$6.00	84.7%	30.2%	58.9%	23.6%	112.7%	4.4%	48.5%	373.6K	-30.1M	-263.5K	0.22	50.20	4,634	1,037	201,119	54,353
2021-03-26	$6.07	$6.00	108.6%	30.3%	59.9%	39.0%	93.4%	7.8%	35.9%	468.3K	-34.4M	-272.2K	0.22	54.55	7,908	1,772	203,039	54,890
2021-03-29	$6.12	$6.00	102.8%	22.9%	52.3%	35.3%	93.1%	34.2%	-34.4%	543.5K	-37.0M	-273.4K	0.11	52.26	13,165	1,433	200,208	54,701
2021-03-30	$6.38	$6.00	82.6%	22.7%	53.2%	22.3%	81.2%	-2.3%	-25.4%	650.4K	-38.9M	-273.0K	0.24	45.98	11,882	2,908	207,611	55,828
2021-03-31	$6.26	$6.00	77.4%	24.2%	52.0%	19.0%	86.0%	34.5%	55.6%	648.3K	-37.6M	-272.0K	0.14	57.68	8,738	1,201	211,755	55,748