AMRN Options History — February 2023

In February 2023, AMRN traded between $1.77 and $2.17. ATM implied volatility averaged 100.6%, placing in the 13.2% IV rank vs the trailing year. The 30-day expected move averaged 29.9%. IV traded above realized volatility by 32.8% (HV 20d: 67.8%). Max pain ranged from $1.00 to $1.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.09.

Notable Days

2023-02-28: Highest Volume — 13,074 contracts
2023-02-22: Largest IV spike — 45.1% change
2023-02-27: Highest IV Rank — 19.6%
2023-02-27: Largest Expected Move — 36.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.91	$1.77	$2.17	$1.88	$2.05
Max Pain	$1.03	$1.00	$1.50	$1.50	$1.00
ATM IV	100.6%	67.0%	126.1%	88.7%	114.7%
Expected Move	29.9%	22.5%	36.2%	22.5%	32.9%
HV 20d	67.8%	55.4%	85.9%	85.1%	69.8%
HV 60d	70.3%	68.5%	73.0%	70.6%	73.0%
IV Rank	13.2%	4.8%	19.6%	10.2%	16.8%
IV Percentile	49.1%	9.9%	69.8%	36.1%	64.3%
Term Structure	-12.1%	-36.2%	17.3%	17.3%	-7.3%
VWIV	105.5%	76.9%	123.3%	76.9%	116.5%
Skew 25d	-21.6%	-62.2%	28.0%	-15.4%	-24.9%
Skew 10d	12.1%	-24.9%	93.5%	-24.9%	-5.5%
Call IV 25d	112.7%	83.6%	145.4%	83.6%	119.9%
Put IV 25d	91.1%	67.2%	117.2%	68.2%	95.0%
Bid-Ask Spread %	57.47	30.32	113.80	113.80	97.55
Gamma HHI	0.49	0.27	0.69	0.60	0.34
Net GEX	53.2K	25.3K	96.3K	54.2K	39.9K
Net DEX	-2.8M	-4.1M	-1.8M	-2.6M	-3.0M
Net VEX	-17.3K	-20.9K	-11.7K	-16.5K	-18.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.09	0.00	0.45	0.04	0.15
Total Volume	1,640.789	279	13,074	302	13,074
Total OI	45,659.263	40,604	49,109	45,107	42,956

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
2023-02-01	$1.88	$1.50	88.7%	22.5%	85.1%	10.2%	76.9%	-15.4%	17.3%	54.2K	-2.6M	-16.5K	0.04	113.80	291	11	37,900	7,207
2023-02-02	$1.94	$1.00	79.9%	30.8%	84.6%	8.0%	107.2%	28.0%	-12.2%	62.9K	-2.9M	-17.1K	0.23	35.16	1,371	311	37,935	7,228
2023-02-03	$1.90	$1.00	67.0%	28.5%	85.9%	4.8%	99.7%	12.1%	-0.5%	59.7K	-2.8M	-17.5K	0.02	61.34	380	8	38,674	7,338
2023-02-06	$1.94	$1.00	74.6%	26.6%	78.8%	6.7%	90.3%	-33.6%	-1.3%	69.3K	-2.9M	-17.2K	0.00	64.35	790	0	38,308	7,296
2023-02-07	$2.17	$1.00	99.0%	29.7%	85.6%	12.8%	101.3%	9.9%	-15.8%	60.0K	-4.1M	-19.7K	0.16	66.70	2,638	412	38,694	7,296
2023-02-08	$2.04	$1.00	97.6%	28.0%	73.4%	12.5%	107.5%	-8.9%	-14.1%	64.8K	-3.6M	-19.1K	0.05	50.70	1,081	49	40,037	7,474
2023-02-09	$2.01	$1.00	98.8%	28.3%	71.6%	12.8%	105.3%	-30.2%	0.2%	68.3K	-4.0M	-20.9K	0.05	53.44	393	21	40,540	7,505
2023-02-10	$1.94	$1.00	103.0%	29.5%	70.0%	13.8%	107.4%	-39.5%	-5.3%	58.6K	-3.1M	-17.4K	0.06	48.67	863	53	40,937	7,501
2023-02-13	$1.92	$1.00	102.4%	29.4%	64.2%	13.7%	110.0%	-10.9%	-10.1%	72.5K	-3.0M	-17.7K	0.21	47.93	1,071	225	40,121	7,567
2023-02-14	$1.96	$1.00	92.6%	26.5%	60.7%	11.2%	90.4%	-28.1%	9.2%	96.3K	-3.3M	-19.6K	0.01	55.74	1,469	10	40,911	7,750
2023-02-15	$1.92	$1.00	94.7%	27.1%	57.3%	11.7%	96.7%	-24.0%	-4.4%	91.2K	-3.0M	-17.9K	0.00	31.18	1,216	6	40,900	7,753
2023-02-16	$1.87	$1.00	107.3%	30.8%	58.2%	14.9%	105.3%	-42.7%	-31.1%	27.7K	-2.5M	-16.6K	0.02	66.04	413	7	41,225	7,757
2023-02-17	$1.83	$1.00	120.5%	34.5%	58.6%	18.2%	120.4%	-57.6%	-30.1%	25.3K	-2.1M	-14.0K	0.02	79.25	1,270	25	41,345	7,764
2023-02-21	$1.79	$1.00	82.8%	23.7%	59.0%	8.8%	92.7%	-45.6%	-2.2%	31.1K	-2.1M	-16.9K	0.08	41.61	1,851	155	34,647	5,957
2023-02-22	$1.81	$1.00	120.1%	34.4%	56.7%	18.1%	117.1%	-40.8%	-25.2%	32.3K	-2.1M	-16.3K	0.03	59.06	320	8	35,904	6,087
2023-02-23	$1.81	$1.00	119.0%	34.1%	55.4%	17.8%	117.8%	27.1%	-26.8%	32.3K	-2.1M	-16.3K	0.01	54.31	275	4	36,067	6,092
2023-02-24	$1.77	$1.00	122.7%	35.2%	55.9%	18.8%	119.4%	-22.9%	-34.7%	32.3K	-2.1M	-17.2K	0.07	34.80	575	42	36,195	6,092
2023-02-27	$1.83	$1.00	126.1%	36.2%	57.1%	19.6%	123.3%	-62.2%	-36.2%	32.1K	-1.8M	-11.7K	0.45	30.32	337	150	36,444	6,122
2023-02-28	$2.05	$1.00	114.7%	32.9%	69.8%	16.8%	116.5%	-24.9%	-7.3%	39.9K	-3.0M	-18.6K	0.15	97.55	11,366	1,708	36,686	6,270