AMRN Options History — May 2025

In May 2025, AMRN traded between $10.16 and $11.66. ATM implied volatility averaged 93.4%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 25.2%. IV traded below realized volatility by 288.4% (HV 20d: 381.8%). Max pain ranged from $8.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 1.27.

Notable Days

  • 2025-05-06: Highest Volume — 460 contracts
  • 2025-05-07: Largest IV drop — 27.6% change
  • 2025-05-06: Highest IV Rank — 38.1%
  • 2025-05-02: Largest Expected Move — 35.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.86$10.16$11.66$11.08$11.66
Max Pain$9.67$8.00$10.00$10.00$10.00
ATM IV93.4%75.8%143.0%122.0%78.8%
Expected Move25.2%15.4%35.9%35.0%22.6%
HV 20d381.8%41.5%1035.6%1033.5%41.5%
HV 60d602.8%602.0%603.2%602.8%602.1%
IV Rank19.2%12.5%38.1%30.1%13.6%
IV Percentile45.5%20.2%92.5%80.2%26.2%
Term Structure2.5%-20.6%42.8%-17.1%4.2%
VWIV86.9%67.8%121.7%121.7%78.4%
Skew 25d-0.6%-36.7%18.8%-2.1%6.3%
Skew 10d-7.0%-41.2%44.6%32.9%-4.9%
Call IV 25d82.2%61.1%125.6%125.6%76.5%
Put IV 25d81.6%47.8%123.5%123.5%82.8%
Bid-Ask Spread %70.2842.2094.5059.2955.57
Gamma HHI0.240.210.270.240.23
Net GEX11.3K7.0K19.7K7.6K19.7K
Net DEX-323.6K-619.7K-155.7K-319.7K-619.7K
Net VEX-3.2K-4.1K-2.7K-2.8K-4.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.270.008.500.030.08
Total Volume158.5713646015341
Total OI2,379.5241,7083,0371,7083,037

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-05-01$11.08$10.00122.0%35.0%1033.5%30.1%121.7%-2.1%-17.1%7.6K-319.7K-2.8K0.0359.2914941,056652
2025-05-02$11.04$10.00125.3%35.9%1032.5%31.3%121.7%-1.8%-20.6%8.4K-322.8K-2.8K2.3777.7041971,094648
2025-05-05$10.71$10.00137.5%29.8%1032.0%36.0%106.0%5.9%2.4%7.1K-247.9K-2.8K0.2542.2073181,122738
2025-05-06$10.38$10.00143.0%30.1%1033.2%38.1%105.1%1.4%-4.9%7.0K-195.1K-2.7K0.6052.102871731,192736
2025-05-07$10.25$10.00103.6%15.4%1034.3%23.1%86.4%-10.0%42.8%9.1K-155.7K-3.1K0.3779.06108401,406803
2025-05-08$10.97$8.0077.0%29.0%1034.0%12.9%85.8%0.6%-12.1%14.2K-363.5K-3.3K0.0752.82419311,506821
2025-05-09$10.42$9.0091.9%25.7%1035.6%18.6%89.3%18.8%6.2%13.2K-259.2K-3.5K0.0565.3710851,759843
2025-05-12$10.44$9.00106.7%24.2%76.1%24.3%85.6%7.5%9.0%12.9K-225.5K-3.4K8.5065.49221871,792846
2025-05-13$10.39$9.0077.3%24.4%68.7%13.1%84.6%-36.7%3.1%13.4K-277.3K-2.9K6.0071.809541,818729
2025-05-14$10.16$9.0080.4%23.1%68.5%14.2%74.1%-8.2%10.4%9.7K-177.3K-2.7K1.5671.8727421,820758
2025-05-15$10.47$9.0089.0%25.5%65.8%17.5%88.0%-0.3%1.6%13.6K-283.1K-2.8K1.0873.2859641,836769
2025-05-16$10.57$10.0082.9%23.8%65.5%15.2%81.8%0.5%3.6%7.0K-353.1K-2.8K0.3975.1599391,875786
2025-05-19$10.87$10.0082.5%23.7%64.8%15.1%79.5%0.6%1.3%8.3K-253.6K-2.9K0.4366.63117501,409631
2025-05-20$11.11$10.0080.1%23.0%54.8%14.1%78.6%0.3%4.4%10.7K-334.4K-3.1K0.3881.0493351,521681
2025-05-21$11.00$10.0081.9%23.5%54.7%14.8%81.1%-0.9%5.9%10.4K-318.5K-3.3K2.9594.50381121,593716
2025-05-22$11.03$10.0079.1%22.7%49.0%13.7%79.8%-5.6%5.3%9.1K-296.9K-3.5K0.0078.064601,604828
2025-05-23$11.16$10.0081.5%23.4%43.9%14.7%79.3%8.6%7.9%10.8K-327.1K-3.5K0.2971.842881,644828
2025-05-27$11.38$10.0081.1%23.3%44.1%14.5%79.9%17.6%7.8%12.1K-410.9K-3.5K0.3470.95158541,670834
2025-05-28$11.40$10.0084.9%24.3%44.0%15.9%70.3%-11.5%5.5%14.1K-479.8K-3.7K0.4486.96171751,811862
2025-05-29$11.63$10.0075.8%21.7%42.2%12.5%67.8%-3.5%-14.5%18.1K-574.2K-3.9K0.5284.2598511,979917
2025-05-30$11.66$10.0078.8%22.6%41.5%13.6%78.4%6.3%4.2%19.7K-619.7K-4.1K0.0855.573832,062975