AMRN Options History — January 2025

In January 2025, AMRN traded between $0.51 and $0.63. ATM implied volatility averaged 88.9%, placing in the 23.8% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded above realized volatility by 17.9% (HV 20d: 71.1%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.09.

Notable Days

2025-01-23: Highest Volume — 3,301 contracts
2025-01-15: Largest IV drop — 59.4% change
2025-01-14: Highest IV Rank — 46.9%
2025-01-02: Largest Expected Move — 32.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.56	$0.51	$0.63	$0.52	$0.58
Max Pain	$0.50	$0.50	$0.50	$0.50	$0.50
ATM IV	88.9%	53.6%	133.8%	114.3%	92.3%
Expected Move	21.3%	15.4%	32.8%	32.8%	26.5%
HV 20d	71.1%	62.1%	80.6%	66.7%	79.8%
HV 60d	68.1%	65.3%	72.8%	65.4%	69.1%
IV Rank	23.8%	5.5%	46.9%	36.9%	25.5%
IV Percentile	42.8%	3.6%	89.3%	73.0%	52.4%
Term Structure	25.5%	-21.6%	63.7%	-21.6%	-5.6%
VWIV	84.3%	46.5%	155.9%	155.9%	102.3%
Skew 25d	-23.8%	-67.3%	33.5%	33.5%	-35.9%
Skew 10d	-36.0%	-100.5%	22.8%	22.8%	-45.3%
Call IV 25d	98.5%	80.5%	124.7%	98.6%	122.2%
Put IV 25d	74.6%	42.6%	132.1%	132.1%	86.3%
Bid-Ask Spread %	59.98	19.28	108.92	30.84	44.41
Gamma HHI	0.57	0.51	0.66	0.51	0.59
Net GEX	3.8K	2.4K	6.1K	3.6K	4.0K
Net DEX	-235.8K	-296.4K	-165.3K	-165.6K	-286.8K
Net VEX	-1.2K	-1.7K	-872	-872	-1.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.09	0.00	0.84	0.01	0.02
Total Volume	956.05	67	3,301	1,194	67
Total OI	33,695.9	13,694	50,219	44,616	18,491

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
2025-01-02	$0.52	$0.50	114.3%	32.8%	66.7%	36.9%	155.9%	33.5%	-21.6%	3.6K	-165.6K	-872	0.01	30.84	1,183	11	42,179	2,437
2025-01-03	$0.53	$0.50	112.5%	32.2%	65.2%	35.9%	144.8%	-24.7%	0.6%	3.9K	-176.1K	-917	0.00	50.22	611	0	42,978	2,447
2025-01-06	$0.53	$0.50	126.9%	22.8%	65.2%	43.4%	114.3%	27.3%	-5.9%	4.0K	-179.3K	-910	0.41	105.92	752	305	43,412	2,447
2025-01-07	$0.55	$0.50	104.6%	19.3%	65.5%	31.9%	84.2%	-41.7%	21.9%	4.5K	-196.1K	-880	0.32	108.92	866	275	43,785	2,716
2025-01-08	$0.55	$0.50	110.3%	19.5%	64.3%	34.8%	85.2%	-42.2%	22.0%	4.4K	-201.0K	-924	0.00	98.94	364	0	44,207	2,961
2025-01-10	$0.55	$0.50	125.1%	19.9%	62.1%	42.4%	0.0%	25.8%	21.3%	4.5K	-208.6K	-943	0.00	102.61	708	0	44,675	2,961
2025-01-13	$0.51	$0.50	118.2%	21.2%	68.0%	38.9%	105.8%	-67.3%	31.6%	5.8K	-165.3K	-956	0.00	102.21	1,256	2	44,976	2,961
2025-01-14	$0.52	$0.50	133.8%	20.5%	67.5%	46.9%	97.6%	-60.0%	18.9%	6.1K	-206.7K	-1.0K	0.84	87.70	308	260	45,960	2,959
2025-01-15	$0.55	$0.50	54.3%	15.6%	69.8%	5.9%	55.5%	-33.1%	59.2%	2.4K	-278.2K	-942	0.01	86.44	997	13	46,090	3,214
2025-01-16	$0.56	$0.50	53.6%	15.4%	69.7%	5.5%	48.6%	-24.3%	63.7%	2.6K	-296.3K	-1.1K	0.00	26.00	1,907	0	46,522	3,203
2025-01-17	$0.55	$0.50	55.9%	16.0%	70.3%	6.7%	55.1%	-34.1%	59.2%	2.5K	-296.4K	-1.1K	0.01	19.28	1,660	23	47,140	3,079
2025-01-21	$0.55	$0.50	59.4%	17.0%	67.7%	8.5%	58.5%	-36.4%	59.6%	2.7K	-189.6K	-1.1K	0.08	53.11	640	51	12,209	1,485
2025-01-22	$0.55	$0.50	60.4%	17.3%	66.6%	9.0%	0.0%	-37.0%	59.6%	2.8K	-197.1K	-1.1K	0.02	101.33	536	12	12,547	1,528
2025-01-23	$0.63	$0.50	66.3%	19.0%	80.6%	12.0%	50.6%	-3.7%	54.3%	3.5K	-280.8K	-1.2K	0.03	30.78	3,217	84	12,761	1,532
2025-01-24	$0.62	$0.50	70.6%	20.3%	76.1%	14.3%	60.1%	-3.6%	15.2%	3.8K	-280.9K	-1.3K	0.00	35.74	2,136	2	15,304	1,575
2025-01-27	$0.60	$0.50	80.2%	23.0%	78.0%	19.2%	79.4%	-19.4%	7.8%	4.1K	-265.8K	-1.5K	0.00	27.57	509	0	16,474	1,576
2025-01-28	$0.59	$0.50	84.2%	24.1%	77.7%	21.3%	88.4%	-27.8%	26.5%	4.3K	-296.1K	-1.7K	0.09	36.55	115	10	16,627	1,576
2025-01-29	$0.56	$0.50	92.3%	26.5%	80.2%	25.5%	0.0%	-51.8%	3.4%	4.0K	-264.3K	-1.6K	0.00	28.45	98	0	16,880	1,566
2025-01-30	$0.58	$0.50	63.5%	18.2%	80.5%	10.6%	46.5%	-20.2%	19.2%	3.3K	-284.7K	-1.5K	0.00	22.58	143	0	16,912	1,566
2025-01-31	$0.58	$0.50	92.3%	26.5%	79.8%	25.5%	102.3%	-35.9%	-5.6%	4.0K	-286.8K	-1.6K	0.02	44.41	66	1	16,927	1,564