AMRN Options History — September 2023

In September 2023, AMRN traded between $0.85 and $1.06. ATM implied volatility averaged 67.0%, placing in the 5.3% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 29.2% (HV 20d: 37.8%). 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 15 of 20 days. Put/call ratio averaged 0.10.

Notable Days

2023-09-27: Highest Volume — 1,416 contracts
2023-09-05: Largest IV spike — 48.0% change
2023-09-08: Highest IV Rank — 11.2%
2023-09-15: Largest Expected Move — 23.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.97	$0.85	$1.06	$1.06	$0.92
Max Pain	$1.00	$1.00	$1.00	$1.00	$1.00
ATM IV	67.0%	44.2%	90.4%	60.3%	66.2%
Expected Move	18.6%	12.7%	23.4%	17.3%	19.0%
HV 20d	37.8%	34.9%	45.5%	36.1%	45.0%
HV 60d	70.2%	69.5%	72.0%	69.6%	71.6%
IV Rank	5.3%	0.0%	11.2%	3.3%	5.7%
IV Percentile	17.6%	0.0%	47.6%	6.0%	15.1%
Term Structure	16.6%	-17.6%	44.5%	-17.6%	32.3%
VWIV	71.4%	39.9%	87.1%	72.6%	87.1%
Skew 25d	-10.3%	-24.8%	14.9%	-23.8%	14.9%
Skew 10d	-26.3%	-87.5%	51.9%	51.9%	19.1%
Call IV 25d	75.1%	49.8%	90.6%	90.1%	62.3%
Put IV 25d	64.8%	39.9%	81.7%	66.3%	77.2%
Bid-Ask Spread %	41.10	11.68	128.58	39.09	20.61
Gamma HHI	0.34	0.28	0.43	0.29	0.30
Net GEX	13.4K	10.3K	15.9K	14.6K	12.4K
Net DEX	-690.6K	-939.2K	-455.5K	-811.4K	-659.7K
Net VEX	-7.4K	-8.5K	-6.2K	-8.0K	-6.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.10	0.00	1.42	0.00	0.05
Total Volume	434.15	46	1,416	46	176
Total OI	49,471.35	46,292	52,858	50,051	48,528

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
2023-09-01	$1.06	$1.00	60.3%	17.3%	36.1%	3.3%	72.6%	-23.8%	-17.6%	14.6K	-811.4K	-8.0K	0.00	39.09	46	0	45,475	4,576
2023-09-05	$1.02	$1.00	89.2%	19.6%	36.6%	10.8%	79.0%	-23.1%	10.6%	14.5K	-807.4K	-7.7K	0.00	27.06	180	0	45,515	4,576
2023-09-06	$1.04	$1.00	66.6%	18.7%	37.6%	4.9%	69.1%	-15.2%	8.0%	14.7K	-807.6K	-8.1K	0.00	46.84	957	0	46,608	4,496
2023-09-07	$1.02	$1.00	78.6%	20.1%	37.9%	8.1%	80.9%	-23.8%	-2.9%	14.4K	-891.6K	-8.3K	0.00	56.59	152	0	47,155	4,396
2023-09-08	$1.00	$1.00	90.4%	21.4%	35.5%	11.2%	74.6%	-7.5%	4.6%	14.2K	-816.4K	-8.0K	0.15	64.30	132	20	47,288	4,396
2023-09-11	$1.00	$1.00	59.8%	19.2%	35.5%	3.1%	74.9%	-24.8%	-0.6%	15.9K	-852.3K	-7.9K	0.00	90.83	414	0	47,341	4,400
2023-09-12	$1.02	$1.00	67.4%	18.6%	36.2%	5.1%	0.0%	-17.2%	-0.7%	15.8K	-611.3K	-6.9K	0.01	28.68	168	1	47,614	4,400
2023-09-13	$0.99	$1.00	69.2%	19.8%	35.3%	5.6%	68.5%	-12.6%	21.9%	13.7K	-682.5K	-7.6K	0.03	32.20	1,044	27	47,707	4,384
2023-09-14	$0.97	$1.00	70.5%	20.2%	34.9%	5.9%	70.6%	-14.0%	21.6%	15.4K	-939.2K	-8.5K	0.01	28.00	160	2	48,289	4,411
2023-09-15	$0.99	$1.00	81.7%	23.4%	35.5%	8.9%	81.7%	-8.3%	9.8%	13.8K	-576.3K	-7.4K	0.00	37.49	226	0	48,445	4,413
2023-09-18	$0.97	$1.00	74.8%	21.4%	35.1%	7.1%	74.7%	-14.8%	12.0%	12.7K	-799.6K	-7.9K	0.10	26.24	723	71	42,576	3,716
2023-09-19	$0.99	$1.00	75.4%	21.6%	35.2%	7.2%	75.5%	-15.2%	11.0%	13.7K	-770.1K	-7.8K	0.00	24.99	218	0	42,729	3,787
2023-09-20	$0.95	$1.00	75.6%	21.7%	37.5%	7.3%	77.5%	-11.8%	-5.3%	12.9K	-591.6K	-6.8K	0.00	128.58	604	0	42,743	3,787
2023-09-21	$0.92	$1.00	44.2%	12.7%	38.4%	0.0%	0.0%	-5.8%	43.3%	11.9K	-629.3K	-6.8K	0.02	49.55	556	13	43,006	3,792
2023-09-22	$0.92	$1.00	45.0%	12.9%	38.2%	0.2%	50.9%	-5.8%	40.3%	12.1K	-528.8K	-6.6K	0.06	25.53	402	24	43,508	3,805
2023-09-25	$0.88	$1.00	44.9%	12.9%	38.8%	0.2%	39.9%	-10.0%	33.0%	11.0K	-501.2K	-6.4K	0.02	50.51	319	6	43,783	3,827
2023-09-26	$0.85	$1.00	58.3%	16.7%	36.1%	3.7%	59.2%	1.9%	25.7%	10.3K	-463.0K	-6.2K	0.03	19.68	502	15	43,859	3,832
2023-09-27	$0.91	$1.00	60.3%	17.3%	45.5%	4.2%	0.0%	5.2%	41.2%	11.4K	-455.5K	-6.4K	0.01	11.68	1,406	10	43,944	3,847
2023-09-28	$0.91	$1.00	61.6%	17.7%	44.6%	4.5%	76.7%	5.3%	44.5%	11.9K	-616.9K	-7.0K	1.42	13.53	45	64	44,616	3,857
2023-09-29	$0.92	$1.00	66.2%	19.0%	45.0%	5.7%	87.1%	14.9%	32.3%	12.4K	-659.7K	-6.9K	0.05	20.61	167	9	44,641	3,887