AMRN Options History — July 2023

In July 2023, AMRN traded between $1.08 and $1.42. ATM implied volatility averaged 84.0%, placing in the 9.5% IV rank vs the trailing year. The 30-day expected move averaged 25.1%. IV traded above realized volatility by 13.7% (HV 20d: 70.3%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.11.

Notable Days

2023-07-18: Highest Volume — 3,507 contracts
2023-07-18: Largest IV spike — 69.7% change
2023-07-25: Highest IV Rank — 20.3%
2023-07-25: Largest Expected Move — 35.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.19	$1.08	$1.42	$1.17	$1.21
Max Pain	$1.00	$1.00	$1.00	$1.00	$1.00
ATM IV	84.0%	55.0%	125.2%	69.0%	78.0%
Expected Move	25.1%	15.3%	35.9%	19.8%	22.4%
HV 20d	70.3%	33.1%	113.1%	33.1%	112.6%
HV 60d	59.6%	45.5%	75.8%	46.6%	75.3%
IV Rank	9.5%	1.9%	20.3%	5.5%	7.9%
IV Percentile	31.2%	2.8%	77.4%	9.9%	22.2%
Term Structure	4.3%	-33.0%	31.8%	15.6%	31.1%
VWIV	96.3%	58.6%	136.1%	72.7%	136.1%
Skew 25d	18.2%	-70.2%	70.2%	-7.5%	-70.2%
Skew 10d	29.3%	-41.5%	93.5%	13.4%	-41.5%
Call IV 25d	65.7%	44.5%	140.8%	71.6%	140.8%
Put IV 25d	83.9%	48.1%	134.0%	64.1%	70.6%
Bid-Ask Spread %	74.69	35.82	117.84	65.06	76.01
Gamma HHI	0.25	0.23	0.27	0.24	0.26
Net GEX	13.8K	11.4K	20.0K	12.3K	16.1K
Net DEX	-952.4K	-1.6M	-743.8K	-858.5K	-1.1M
Net VEX	-9.1K	-11.6K	-7.8K	-9.0K	-9.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.11	0.00	0.58	0.00	0.04
Total Volume	678.1	39	3,507	153	1,061
Total OI	42,693.45	40,537	45,754	40,537	45,754

Daily Data (20 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
2023-07-03	$1.17	$1.00	69.0%	19.8%	33.1%	5.5%	0.0%	-7.5%	15.6%	12.3K	-858.5K	-9.0K	0.00	65.06	153	0	36,682	3,855
2023-07-05	$1.19	$1.00	70.2%	20.1%	33.5%	5.9%	72.7%	-4.0%	6.1%	12.7K	-854.5K	-9.0K	0.00	87.64	238	0	36,765	3,855
2023-07-06	$1.15	$1.00	62.6%	26.9%	34.6%	3.9%	93.8%	48.4%	-5.5%	11.8K	-787.8K	-8.4K	0.05	78.47	37	2	36,793	3,824
2023-07-07	$1.15	$1.00	64.8%	28.7%	33.8%	4.4%	0.0%	51.1%	-21.1%	11.4K	-743.8K	-7.8K	0.14	96.89	140	20	36,798	3,825
2023-07-10	$1.17	$1.00	68.6%	29.5%	34.0%	5.4%	0.0%	52.9%	3.6%	11.6K	-752.5K	-8.2K	0.02	40.22	164	4	36,902	3,844
2023-07-11	$1.21	$1.00	84.0%	15.3%	35.3%	9.5%	60.8%	-0.2%	31.8%	13.0K	-887.3K	-8.9K	0.00	57.50	283	0	37,022	3,815
2023-07-12	$1.23	$1.00	67.0%	19.2%	35.9%	5.0%	85.4%	5.0%	1.9%	13.9K	-909.7K	-9.0K	0.58	115.16	184	106	37,112	3,815
2023-07-13	$1.21	$1.00	55.0%	15.8%	35.7%	1.9%	0.0%	0.1%	28.0%	13.5K	-891.1K	-8.7K	0.50	117.84	88	44	37,230	3,850
2023-07-14	$1.23	$1.00	69.0%	19.8%	34.7%	5.6%	88.1%	4.8%	10.8%	13.3K	-883.0K	-8.6K	0.10	100.03	102	10	37,281	3,895
2023-07-17	$1.29	$1.00	55.6%	15.9%	36.6%	2.0%	58.6%	-5.7%	17.1%	14.5K	-998.3K	-9.3K	0.08	101.30	516	43	37,437	3,895
2023-07-18	$1.42	$1.00	94.4%	27.1%	48.4%	12.2%	94.3%	7.9%	-9.5%	20.0K	-1.6M	-11.6K	0.13	94.46	3,104	403	37,864	3,934
2023-07-19	$1.08	$1.00	107.8%	30.9%	111.5%	15.7%	107.9%	49.7%	10.5%	12.5K	-829.3K	-8.6K	0.06	116.63	2,782	154	39,486	4,310
2023-07-20	$1.12	$1.00	116.8%	33.5%	112.3%	18.1%	117.3%	-2.0%	-25.6%	13.0K	-1.0M	-9.2K	0.23	60.20	517	118	40,556	4,438
2023-07-21	$1.12	$1.00	108.8%	31.2%	112.2%	16.0%	94.4%	49.5%	-8.1%	12.8K	-976.1K	-9.1K	0.11	47.94	548	60	40,902	4,406
2023-07-24	$1.15	$1.00	122.7%	35.2%	112.4%	19.6%	122.8%	68.8%	-33.0%	13.7K	-942.7K	-9.3K	0.01	42.78	1,082	6	39,322	4,302
2023-07-25	$1.15	$1.00	125.2%	35.9%	112.4%	20.3%	125.2%	70.2%	-0.6%	14.4K	-1.0M	-9.7K	0.04	53.57	429	17	40,340	4,308
2023-07-26	$1.15	$1.00	76.6%	22.0%	112.2%	7.5%	76.9%	11.8%	28.5%	14.8K	-1.1M	-9.5K	0.01	64.61	213	2	40,698	4,325
2023-07-27	$1.13	$1.00	95.4%	27.3%	112.0%	12.5%	114.6%	11.8%	-8.5%	14.3K	-938.3K	-9.2K	0.14	41.56	295	40	40,833	4,325
2023-07-28	$1.19	$1.00	89.3%	25.6%	113.1%	10.9%	91.7%	20.9%	11.7%	15.7K	-1.0M	-9.8K	0.00	35.82	597	0	40,960	4,311
2023-07-31	$1.21	$1.00	78.0%	22.4%	112.6%	7.9%	136.1%	-70.2%	31.1%	16.1K	-1.1M	-9.9K	0.04	76.01	1,021	40	41,443	4,311