AMRN Options History — February 2025

In February 2025, AMRN traded between $0.52 and $0.62. ATM implied volatility averaged 84.2%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 18.2% (HV 20d: 66.0%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.04.

Notable Days

2025-02-18: Highest Volume — 471 contracts
2025-02-11: Largest IV drop — 32.9% change
2025-02-10: Highest IV Rank — 32.6%
2025-02-11: Largest Expected Move — 30.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.57	$0.52	$0.62	$0.56	$0.54
Max Pain	$0.50	$0.50	$0.50	$0.50	$0.50
ATM IV	84.2%	64.7%	106.1%	75.8%	86.1%
Expected Move	24.4%	18.5%	30.8%	21.7%	24.7%
HV 20d	66.0%	51.8%	75.0%	69.7%	51.8%
HV 60d	66.7%	63.1%	69.1%	68.6%	63.5%
IV Rank	21.3%	11.2%	32.6%	17.0%	22.3%
IV Percentile	40.8%	14.3%	65.1%	27.4%	44.4%
Term Structure	3.1%	-78.6%	51.7%	9.1%	29.6%
VWIV	91.3%	59.6%	129.4%	64.9%	104.7%
Skew 25d	-31.6%	-60.1%	-0.7%	-36.0%	-59.6%
Skew 10d	-36.3%	-68.9%	-3.9%	-38.9%	-68.9%
Call IV 25d	103.8%	83.8%	129.0%	88.0%	129.0%
Put IV 25d	72.2%	49.4%	91.6%	51.9%	69.4%
Bid-Ask Spread %	35.55	17.14	73.17	73.17	26.98
Gamma HHI	0.57	0.51	0.65	0.51	0.56
Net GEX	3.6K	3.1K	4.5K	3.4K	3.1K
Net DEX	-258.3K	-331.4K	-180.7K	-231.5K	-231.2K
Net VEX	-1.4K	-1.5K	-1.2K	-1.4K	-1.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.04	0.00	0.53	0.09	0.53
Total Volume	169.684	16	471	124	416
Total OI	18,276.368	16,403	19,144	18,543	16,587

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
2025-02-03	$0.56	$0.50	75.8%	21.7%	69.7%	17.0%	0.0%	-36.0%	9.1%	3.4K	-231.5K	-1.4K	0.09	73.17	114	10	16,978	1,565
2025-02-04	$0.56	$0.50	78.0%	22.4%	69.4%	18.1%	0.0%	-0.7%	7.9%	3.7K	-236.0K	-1.4K	0.00	24.04	80	0	17,031	1,575
2025-02-05	$0.57	$0.50	77.8%	22.3%	69.6%	18.0%	64.9%	-5.8%	48.7%	4.1K	-274.3K	-1.5K	0.00	63.05	209	1	17,073	1,575
2025-02-06	$0.57	$0.50	80.4%	24.5%	68.5%	19.3%	0.0%	-42.7%	2.3%	4.3K	-273.1K	-1.5K	0.01	17.14	70	1	17,211	1,576
2025-02-07	$0.54	$0.50	105.5%	28.2%	71.3%	32.3%	0.0%	-60.1%	-37.0%	3.9K	-246.1K	-1.5K	0.01	19.43	93	1	17,257	1,577
2025-02-10	$0.52	$0.50	106.1%	25.8%	72.5%	32.6%	95.7%	-20.4%	22.3%	3.4K	-180.7K	-1.2K	0.00	17.94	119	0	17,304	1,577
2025-02-11	$0.53	$0.50	71.2%	30.8%	67.5%	14.6%	0.0%	-25.9%	-78.6%	3.8K	-229.2K	-1.4K	0.00	30.25	79	0	17,340	1,577
2025-02-12	$0.56	$0.50	72.8%	20.9%	69.9%	15.4%	87.8%	-40.5%	36.6%	3.4K	-252.0K	-1.4K	0.00	61.55	323	0	17,363	1,577
2025-02-13	$0.61	$0.50	64.7%	18.5%	73.5%	11.2%	59.6%	-4.5%	51.7%	3.5K	-284.0K	-1.2K	0.00	27.93	212	0	17,428	1,577
2025-02-14	$0.62	$0.50	84.3%	24.2%	73.5%	21.3%	0.0%	-16.4%	-24.4%	4.5K	-298.1K	-1.4K	0.00	23.20	83	0	17,540	1,577
2025-02-18	$0.61	$0.50	69.7%	20.0%	73.4%	13.8%	64.4%	-10.3%	14.3%	3.7K	-317.5K	-1.4K	0.02	23.49	461	10	17,542	1,577
2025-02-19	$0.59	$0.50	90.5%	25.9%	74.6%	24.6%	109.3%	-35.7%	0.1%	3.9K	-331.4K	-1.5K	0.00	30.02	79	0	17,555	1,587
2025-02-20	$0.58	$0.50	78.6%	22.5%	75.0%	18.4%	0.0%	-28.2%	7.4%	3.2K	-301.9K	-1.4K	0.00	41.73	16	0	17,553	1,587
2025-02-21	$0.58	$0.50	100.5%	28.8%	56.1%	29.7%	129.4%	-45.9%	-38.5%	3.9K	-292.5K	-1.4K	0.00	36.57	312	0	17,557	1,587
2025-02-24	$0.58	$0.50	84.7%	24.3%	56.0%	21.6%	93.7%	-35.0%	-0.0%	3.3K	-235.5K	-1.3K	0.00	35.25	98	0	15,427	976
2025-02-25	$0.57	$0.50	88.4%	25.3%	55.2%	23.5%	103.6%	-42.9%	2.7%	3.4K	-229.2K	-1.3K	0.07	41.98	139	10	15,471	976
2025-02-26	$0.57	$0.50	90.3%	25.9%	54.9%	24.5%	104.7%	-43.8%	1.6%	3.4K	-230.8K	-1.3K	0.00	39.01	172	0	15,492	981
2025-02-27	$0.56	$0.50	94.4%	27.1%	52.0%	26.6%	0.0%	-45.3%	3.1%	3.2K	-231.7K	-1.3K	0.00	42.78	116	0	15,537	981
2025-02-28	$0.54	$0.50	86.1%	24.7%	51.8%	22.3%	0.0%	-59.6%	29.6%	3.1K	-231.2K	-1.3K	0.53	26.98	272	144	15,606	981