AMRN Options History — April 2023

In April 2023, AMRN traded between $1.25 and $1.48. ATM implied volatility averaged 94.4%, placing in the 11.7% IV rank vs the trailing year. The 30-day expected move averaged 28.1%. IV traded above realized volatility by 44.4% (HV 20d: 50.0%). Max pain ranged from $1.50 to $1.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.18.

Notable Days

2023-04-19: Highest Volume — 1,764 contracts
2023-04-12: Largest IV spike — 49.2% change
2023-04-20: Highest IV Rank — 18.6%
2023-04-20: Largest Expected Move — 35.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.36	$1.25	$1.48	$1.48	$1.35
Max Pain	$1.50	$1.50	$1.50	$1.50	$1.50
ATM IV	94.4%	57.9%	122.1%	75.5%	88.4%
Expected Move	28.1%	18.7%	35.0%	21.6%	25.3%
HV 20d	50.0%	40.6%	62.8%	59.9%	48.7%
HV 60d	63.0%	59.6%	75.6%	75.6%	61.3%
IV Rank	11.7%	2.5%	18.6%	6.9%	10.2%
IV Percentile	37.2%	2.4%	67.5%	13.9%	24.2%
Term Structure	-2.9%	-29.2%	43.2%	22.2%	3.3%
VWIV	101.9%	75.5%	135.2%	75.5%	83.8%
Skew 25d	19.8%	-45.8%	77.6%	14.3%	7.8%
Skew 10d	33.9%	-25.9%	114.7%	23.9%	9.0%
Call IV 25d	84.6%	51.4%	144.6%	72.0%	79.6%
Put IV 25d	104.4%	68.5%	160.6%	86.3%	87.4%
Bid-Ask Spread %	54.25	24.01	79.29	67.29	49.63
Gamma HHI	0.21	0.16	0.26	0.26	0.19
Net GEX	17.3K	12.6K	23.8K	23.8K	15.3K
Net DEX	-907.5K	-1.2M	-654.0K	-1.0M	-846.9K
Net VEX	-11.2K	-13.0K	-9.4K	-12.7K	-10.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.18	0.01	0.92	0.22	0.01
Total Volume	629.263	117	1,764	607	731
Total OI	46,414.474	39,333	50,259	48,350	40,507

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
2023-04-03	$1.48	$1.50	75.5%	21.6%	59.9%	6.9%	75.5%	14.3%	22.2%	23.8K	-1.0M	-12.7K	0.22	67.29	496	111	41,704	6,646
2023-04-04	$1.44	$1.50	85.3%	24.5%	60.0%	9.4%	85.4%	77.6%	-8.4%	21.7K	-964.0K	-13.0K	0.38	72.87	273	104	42,071	6,757
2023-04-05	$1.35	$1.50	99.1%	28.4%	62.8%	12.8%	102.9%	-8.1%	2.7%	19.3K	-734.7K	-11.6K	0.11	68.60	548	62	42,138	6,841
2023-04-06	$1.35	$1.50	102.1%	32.8%	61.1%	13.6%	114.1%	13.2%	-13.5%	19.0K	-804.6K	-11.7K	0.13	44.45	242	31	42,373	6,899
2023-04-10	$1.38	$1.50	57.9%	27.6%	57.0%	2.5%	120.2%	45.3%	-2.6%	17.8K	-1.0M	-11.5K	0.34	79.29	97	33	42,454	5,227
2023-04-11	$1.42	$1.50	76.2%	26.5%	58.0%	7.1%	92.9%	2.5%	9.3%	19.5K	-1.1M	-12.0K	0.24	62.33	414	99	42,468	5,247
2023-04-12	$1.38	$1.50	113.7%	32.6%	57.4%	16.5%	111.8%	21.6%	-14.7%	18.1K	-839.4K	-10.7K	0.92	60.41	61	56	42,487	5,265
2023-04-13	$1.42	$1.50	108.7%	31.2%	54.6%	15.3%	104.5%	-45.8%	-13.2%	21.6K	-1.2M	-12.4K	0.02	62.53	633	10	42,540	5,320
2023-04-14	$1.35	$1.50	102.5%	29.4%	46.7%	13.7%	85.0%	16.9%	-24.4%	16.1K	-814.3K	-10.4K	0.02	67.71	238	5	42,807	5,329
2023-04-17	$1.38	$1.50	115.9%	33.2%	46.1%	17.0%	115.9%	28.0%	-23.3%	17.4K	-885.8K	-11.0K	0.02	50.28	956	17	42,903	5,328
2023-04-18	$1.38	$1.50	108.8%	31.2%	45.7%	15.3%	102.4%	16.8%	-18.9%	18.2K	-908.7K	-11.0K	0.02	38.89	711	12	43,662	5,345
2023-04-19	$1.40	$1.50	119.0%	34.1%	44.2%	17.8%	135.2%	76.8%	-29.2%	19.9K	-1.1M	-11.9K	0.01	42.26	1,746	18	44,178	5,251
2023-04-20	$1.37	$1.50	122.1%	35.0%	40.6%	18.6%	124.6%	7.9%	-24.7%	14.3K	-977.3K	-11.6K	0.20	52.16	269	55	44,773	5,259
2023-04-21	$1.35	$1.50	93.3%	26.7%	40.7%	11.4%	92.0%	56.3%	1.5%	13.9K	-908.6K	-10.7K	0.01	68.75	1,594	21	44,975	5,284
2023-04-24	$1.31	$1.50	98.0%	28.1%	41.5%	12.6%	98.3%	-14.7%	-5.0%	13.5K	-833.5K	-10.5K	0.28	25.03	939	260	34,607	4,726
2023-04-25	$1.27	$1.50	86.0%	24.7%	41.5%	9.6%	99.4%	2.0%	2.1%	13.8K	-907.3K	-10.7K	0.01	52.98	401	5	35,190	4,886
2023-04-26	$1.25	$1.50	76.5%	21.9%	41.6%	7.2%	90.2%	17.1%	43.2%	12.7K	-705.9K	-9.8K	0.24	24.01	204	49	35,257	4,891
2023-04-27	$1.27	$1.50	65.3%	18.7%	41.8%	4.4%	0.0%	40.0%	39.4%	12.6K	-654.0K	-9.4K	0.31	41.32	348	107	35,362	4,918
2023-04-28	$1.35	$1.50	88.4%	25.3%	48.7%	10.2%	83.8%	7.8%	3.3%	15.3K	-846.9K	-10.4K	0.01	49.63	721	10	35,510	4,997