AMRN Options History — March 2025

In March 2025, AMRN traded between $0.40 and $0.54. ATM implied volatility averaged 98.3%, placing in the 28.6% IV rank vs the trailing year. The 30-day expected move averaged 32.0%. IV traded above realized volatility by 23.1% (HV 20d: 75.2%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.43.

Notable Days

  • 2025-03-12: Highest Volume — 853 contracts
  • 2025-03-21: Largest IV spike — 39.2% change
  • 2025-03-04: Highest IV Rank — 51.1%
  • 2025-03-13: Largest Expected Move — 50.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.46$0.40$0.54$0.51$0.45
Max Pain$0.50$0.50$0.50$0.50$0.50
ATM IV98.3%68.4%141.7%109.1%89.0%
Expected Move32.0%18.5%50.4%31.3%22.6%
HV 20d75.2%54.1%90.9%55.1%89.2%
HV 60d71.3%62.9%76.6%63.5%76.0%
IV Rank28.6%13.1%51.1%34.2%23.8%
IV Percentile56.7%16.3%92.5%71.8%47.2%
Term Structure7.4%-37.2%61.3%14.7%-35.1%
VWIV129.8%80.5%180.1%156.1%130.7%
Skew 25d2.9%-37.4%62.5%-35.7%14.1%
Skew 10d-15.5%-232.1%40.6%-232.1%20.5%
Call IV 25d93.2%67.4%114.2%111.7%97.9%
Put IV 25d96.1%69.6%139.5%76.0%112.0%
Bid-Ask Spread %84.7813.38200.0031.64127.28
Gamma HHI0.510.470.600.600.48
Net GEX2.6K1.8K3.2K3.0K2.7K
Net DEX-141.2K-214.5K-61.4K-204.9K-140.7K
Net VEX-992-1.3K-742-1.2K-897
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.004.700.920.00
Total Volume294.9051985324419
Total OI17,132.38113,79319,34716,90114,585

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-03-03$0.51$0.50109.1%31.3%55.1%34.2%156.1%-35.7%14.7%3.0K-204.9K-1.2K0.9231.6412711715,7801,121
2025-03-04$0.51$0.50141.7%40.6%54.1%51.1%158.2%-37.4%-24.4%3.1K-198.5K-1.2K0.0321.643911015,8361,228
2025-03-05$0.53$0.50135.5%38.8%56.2%47.8%135.5%-24.1%0.8%3.1K-201.8K-1.2K0.0017.40400015,9441,230
2025-03-06$0.54$0.50102.1%29.3%56.3%30.5%132.7%18.1%-9.6%3.1K-206.8K-1.2K0.0326.832911016,1121,230
2025-03-07$0.53$0.50112.6%32.3%56.5%36.0%145.0%48.4%-0.4%3.2K-214.5K-1.3K0.0223.2450116,3341,177
2025-03-10$0.48$0.50110.6%31.7%63.7%34.9%133.7%62.1%-2.0%2.4K-170.1K-1.1K0.0221.407791216,3551,177
2025-03-11$0.47$0.50128.8%33.3%62.8%44.3%0.0%62.5%-37.2%2.4K-164.8K-1.1K0.0022.22328016,9511,232
2025-03-12$0.40$0.5090.2%49.4%83.0%24.4%180.1%-19.1%16.0%1.8K-61.4K-7420.0723.177955817,2601,232
2025-03-13$0.41$0.5084.4%50.4%80.3%21.4%0.0%-14.0%-20.8%2.0K-95.2K-8930.1030.8331317,7751,228
2025-03-14$0.41$0.50104.5%36.8%71.3%31.8%80.5%20.1%-21.5%2.1K-98.4K-8950.0213.38123317,7711,229
2025-03-17$0.41$0.5089.6%18.5%70.4%24.1%0.0%-14.3%-23.8%2.1K-92.8K-8791.03129.58707217,8391,230
2025-03-18$0.43$0.5091.6%18.8%74.5%25.1%0.0%-3.9%-22.0%2.3K-93.5K-9174.70172.0010247917,8491,272
2025-03-19$0.47$0.5068.4%29.5%83.2%13.1%0.0%29.4%57.0%2.8K-118.7K-8540.04200.003131317,9211,197
2025-03-20$0.44$0.5069.0%24.3%85.4%13.5%87.3%1.3%13.8%2.4K-104.6K-8911.52146.81659918,1001,198
2025-03-21$0.46$0.5096.1%30.6%87.8%27.5%89.1%11.8%9.2%2.5K-104.5K-8750.14125.681632218,1381,209
2025-03-24$0.47$0.5092.2%30.8%88.5%25.4%120.7%-11.9%56.6%2.7K-138.7K-8790.41149.5236515113,249544
2025-03-25$0.45$0.5076.6%32.4%89.2%17.4%137.2%-23.2%61.3%2.5K-130.8K-9000.00126.40167013,563692
2025-03-26$0.46$0.5092.4%32.1%90.0%25.6%130.7%-17.7%58.4%2.6K-142.6K-9460.01121.48168113,585692
2025-03-27$0.47$0.5098.4%31.7%90.6%28.7%0.0%-12.3%55.7%2.7K-145.5K-9030.03121.3268213,658693
2025-03-28$0.45$0.5082.1%26.0%90.9%20.2%0.0%6.7%8.3%2.7K-135.4K-8940.00128.46325013,671693
2025-03-31$0.45$0.5089.0%22.6%89.2%23.8%0.0%14.1%-35.1%2.7K-140.7K-8970.00127.2819013,892693