AMRN Options History — February 2022

In February 2022, AMRN traded between $3.12 and $3.70. ATM implied volatility averaged 90.5%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 25.1%. IV traded above realized volatility by 27.9% (HV 20d: 62.7%). Max pain ranged from $2.00 to $4.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.53.

Notable Days

2022-02-16: Highest Volume — 6,967 contracts
2022-02-25: Largest IV drop — 25.1% change
2022-02-24: Highest IV Rank — 28.3%
2022-02-24: Largest Expected Move — 38.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.46	$3.12	$3.70	$3.70	$3.31
Max Pain	$3.53	$2.00	$4.00	$2.00	$3.00
ATM IV	90.5%	80.6%	107.6%	91.5%	83.3%
Expected Move	25.1%	22.0%	38.0%	25.0%	24.3%
HV 20d	62.7%	50.3%	67.3%	66.9%	50.6%
HV 60d	52.4%	51.7%	53.1%	52.1%	52.0%
IV Rank	21.1%	16.9%	28.3%	21.5%	18.1%
IV Percentile	74.4%	61.1%	89.3%	76.6%	65.5%
Term Structure	-1.3%	-17.6%	10.2%	7.2%	6.2%
VWIV	85.7%	78.9%	91.8%	86.7%	85.5%
Skew 25d	11.4%	-11.0%	29.7%	23.4%	29.7%
Skew 10d	-3.8%	-119.2%	48.9%	-7.1%	-119.2%
Call IV 25d	85.6%	72.2%	97.5%	80.2%	72.2%
Put IV 25d	97.0%	78.6%	112.7%	103.7%	101.9%
Bid-Ask Spread %	32.29	10.00	73.74	57.20	57.96
Gamma HHI	0.21	0.18	0.24	0.22	0.19
Net GEX	91.7K	45.3K	132.4K	131.8K	70.3K
Net DEX	-2.4M	-5.1M	559.0K	-5.1M	-599.2K
Net VEX	-109.1K	-118.7K	-94.0K	-118.7K	-100.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.53	0.25	0.86	0.37	0.39
Total Volume	4,844.105	3,430	6,967	6,054	6,322
Total OI	127,961.263	124,091	133,968	124,091	127,989

Daily Data (19 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
2022-02-01	$3.70	$2.00	91.5%	25.0%	66.9%	21.5%	86.7%	23.4%	7.2%	131.8K	-5.1M	-118.7K	0.37	57.20	4,428	1,626	82,971	41,120
2022-02-02	$3.61	$2.00	87.4%	22.0%	67.3%	19.8%	79.8%	8.4%	-0.0%	130.4K	-4.1M	-115.8K	0.49	29.36	3,012	1,463	84,663	41,438
2022-02-03	$3.62	$4.00	89.2%	24.5%	64.0%	20.6%	88.3%	15.2%	-4.5%	132.4K	-4.2M	-118.7K	0.56	50.04	2,968	1,648	85,576	41,980
2022-02-04	$3.68	$4.00	89.7%	23.5%	63.1%	20.8%	84.6%	20.5%	3.1%	117.3K	-4.4M	-117.9K	0.68	11.64	2,608	1,761	86,490	42,273
2022-02-07	$3.56	$4.00	88.6%	24.3%	64.6%	20.3%	89.1%	6.0%	-7.6%	110.2K	-3.5M	-114.5K	0.59	10.00	2,467	1,459	83,633	41,608
2022-02-08	$3.52	$4.00	88.5%	24.6%	64.3%	20.2%	89.9%	18.4%	1.0%	100.4K	-3.1M	-112.9K	0.72	11.86	2,446	1,759	84,627	41,829
2022-02-09	$3.69	$4.00	107.5%	22.1%	65.0%	28.2%	78.9%	20.8%	0.4%	102.0K	-4.0M	-117.4K	0.51	14.27	2,852	1,452	85,092	42,233
2022-02-10	$3.63	$4.00	83.3%	23.3%	65.2%	18.1%	80.9%	14.6%	-0.8%	112.3K	-3.6M	-116.2K	0.25	14.81	5,049	1,256	85,750	42,382
2022-02-11	$3.51	$4.00	85.5%	25.4%	66.2%	19.0%	90.3%	-11.0%	10.2%	108.3K	-3.2M	-110.1K	0.29	19.52	4,266	1,226	88,185	42,462
2022-02-14	$3.43	$4.00	91.7%	25.8%	66.6%	21.6%	91.5%	-2.8%	2.5%	78.8K	-2.2M	-107.0K	0.65	32.90	2,220	1,452	84,706	41,802
2022-02-15	$3.57	$4.00	84.1%	24.1%	66.7%	18.4%	81.5%	-8.1%	-2.0%	94.7K	-2.6M	-110.5K	0.47	44.51	3,244	1,522	85,221	42,168
2022-02-16	$3.48	$4.00	88.8%	25.5%	66.9%	20.4%	88.7%	4.3%	-0.0%	85.8K	-2.1M	-107.7K	0.60	15.77	4,346	2,621	86,753	42,276
2022-02-17	$3.38	$4.00	86.7%	25.3%	66.8%	19.5%	86.4%	0.2%	-10.8%	89.2K	-2.0M	-109.4K	0.86	17.88	2,097	1,802	89,204	44,172
2022-02-18	$3.33	$4.00	86.8%	25.4%	65.4%	19.6%	82.1%	11.3%	-7.0%	60.8K	-1.4M	-107.7K	0.63	12.55	3,304	2,096	89,562	44,406
2022-02-22	$3.23	$3.00	104.7%	24.2%	65.2%	27.1%	83.2%	11.1%	-17.6%	53.4K	559.0K	-94.0K	0.66	34.01	3,256	2,157	81,557	43,667
2022-02-23	$3.12	$3.00	94.7%	25.0%	54.5%	22.9%	91.8%	22.0%	-4.0%	45.3K	-101.2K	-96.0K	0.53	39.78	2,247	1,183	82,949	44,020
2022-02-24	$3.18	$3.00	107.6%	38.0%	51.5%	28.3%	82.4%	22.9%	-3.0%	61.1K	-572.1K	-98.8K	0.35	73.74	2,642	933	83,685	43,996
2022-02-25	$3.26	$3.00	80.6%	24.1%	50.3%	16.9%	85.7%	10.1%	1.2%	58.1K	-384.0K	-98.8K	0.44	65.65	3,365	1,483	84,745	44,074
2022-02-28	$3.31	$3.00	83.3%	24.3%	50.6%	18.1%	85.5%	29.7%	6.2%	70.3K	-599.2K	-100.2K	0.39	57.96	4,540	1,782	84,269	43,720