AMRN Options History — June 2025

In June 2025, AMRN traded between $11.75 and $16.32. ATM implied volatility averaged 75.2%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 21.9%. IV traded above realized volatility by 24.5% (HV 20d: 50.8%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.65.

Notable Days

2025-06-24: Highest Volume — 2,300 contracts
2025-06-09: Largest IV spike — 38.9% change
2025-06-24: Highest IV Rank — 18.4%
2025-06-24: Largest Expected Move — 26.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.54	$11.75	$16.32	$11.75	$16.32
Max Pain	$11.25	$10.00	$15.00	$10.00	$15.00
ATM IV	75.2%	55.7%	91.3%	63.2%	63.7%
Expected Move	21.9%	16.0%	26.2%	18.1%	18.3%
HV 20d	50.8%	29.9%	97.6%	41.5%	97.6%
HV 60d	600.3%	599.2%	602.1%	602.1%	600.6%
IV Rank	12.3%	4.8%	18.4%	7.7%	7.9%
IV Percentile	24.3%	2.0%	53.2%	5.2%	7.1%
Term Structure	11.2%	0.3%	43.6%	0.3%	20.8%
VWIV	79.8%	51.8%	90.6%	82.0%	73.4%
Skew 25d	-2.2%	-42.6%	35.6%	19.2%	30.4%
Skew 10d	5.9%	-25.6%	41.1%	-21.5%	1.1%
Call IV 25d	69.9%	46.2%	91.8%	62.9%	46.2%
Put IV 25d	67.7%	45.2%	89.3%	82.0%	76.6%
Bid-Ask Spread %	82.29	64.49	96.32	73.43	92.55
Gamma HHI	0.21	0.14	0.30	0.24	0.15
Net GEX	26.5K	6.8K	41.9K	21.2K	28.1K
Net DEX	-1.1M	-1.8M	-448.6K	-671.4K	-1.8M
Net VEX	-4.8K	-9.7K	-3.1K	-4.0K	-9.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.65	0.02	2.58	0.45	0.34
Total Volume	368.3	35	2,300	90	166
Total OI	3,484.15	2,221	5,033	3,072	5,033

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
2025-06-02	$11.75	$10.00	63.2%	18.1%	41.5%	7.7%	82.0%	19.2%	0.3%	21.2K	-671.4K	-4.0K	0.45	73.43	62	28	2,095	977
2025-06-03	$11.93	$10.00	62.2%	17.8%	39.8%	7.3%	83.4%	-1.9%	10.8%	21.9K	-694.5K	-4.0K	0.84	66.48	31	26	2,101	995
2025-06-04	$11.87	$10.00	61.3%	17.6%	37.6%	7.0%	79.7%	17.4%	2.1%	23.7K	-719.4K	-3.9K	0.17	73.98	30	5	2,130	1,009
2025-06-05	$11.91	$10.00	81.4%	24.0%	36.9%	14.6%	84.2%	0.3%	4.9%	23.3K	-698.5K	-3.8K	0.02	79.61	98	2	2,154	1,025
2025-06-06	$12.71	$10.00	59.3%	24.0%	36.3%	6.2%	83.4%	9.3%	8.7%	32.5K	-1.1M	-4.0K	0.06	79.67	611	34	2,155	1,027
2025-06-09	$12.48	$10.00	82.4%	24.3%	30.6%	15.0%	82.8%	-0.3%	0.8%	31.9K	-1.0M	-4.0K	1.35	68.60	130	176	2,234	1,052
2025-06-10	$12.67	$10.00	87.1%	23.4%	30.6%	16.8%	82.9%	-37.9%	10.7%	31.3K	-1.2M	-4.3K	0.03	80.33	726	19	2,344	1,166
2025-06-11	$13.25	$10.00	80.9%	23.2%	32.5%	14.4%	73.8%	-25.5%	12.4%	28.7K	-1.2M	-3.7K	0.29	86.10	181	53	1,937	1,171
2025-06-12	$13.36	$10.00	83.8%	24.0%	29.9%	15.5%	83.9%	8.6%	8.8%	32.0K	-1.2M	-3.7K	0.68	70.35	183	124	1,998	1,212
2025-06-13	$13.25	$10.00	84.2%	24.1%	30.2%	15.7%	84.5%	-23.6%	8.8%	31.4K	-1.2M	-4.0K	0.30	83.79	64	19	2,113	1,320
2025-06-16	$13.79	$10.00	84.7%	24.3%	31.8%	15.9%	86.6%	-42.6%	15.1%	41.9K	-1.5M	-3.7K	0.61	87.82	31	19	2,139	1,329
2025-06-17	$13.38	$10.00	63.8%	18.3%	34.8%	7.9%	84.8%	-39.1%	7.4%	36.0K	-1.2M	-3.7K	0.10	87.49	96	10	2,129	1,346
2025-06-18	$13.36	$10.00	84.0%	24.1%	34.7%	15.6%	85.0%	-11.8%	8.0%	41.4K	-1.3M	-3.6K	0.81	96.17	78	63	2,167	1,356
2025-06-20	$12.58	$11.00	82.8%	23.7%	42.2%	15.1%	84.8%	-0.0%	9.3%	8.6K	-788.6K	-3.2K	0.29	82.59	263	77	2,118	1,378
2025-06-23	$12.57	$12.00	66.0%	18.9%	42.2%	8.8%	64.3%	7.8%	43.6%	6.8K	-448.6K	-3.1K	0.47	95.89	137	65	1,219	1,002
2025-06-24	$16.12	$12.00	91.3%	26.2%	95.9%	18.4%	90.6%	-27.8%	6.9%	16.1K	-1.4M	-3.1K	0.44	64.49	1,592	708	1,270	1,062
2025-06-25	$16.06	$15.00	85.8%	24.6%	96.2%	16.3%	81.7%	35.6%	7.9%	25.2K	-1.6M	-7.6K	1.02	85.33	463	472	2,386	1,729
2025-06-26	$15.78	$15.00	81.1%	23.3%	96.8%	14.5%	51.8%	7.2%	19.0%	24.3K	-1.6M	-9.5K	2.58	94.70	97	250	2,756	2,112
2025-06-27	$15.64	$15.00	55.7%	16.0%	97.2%	4.8%	73.1%	31.3%	17.5%	23.9K	-1.4M	-9.5K	2.22	96.32	55	122	2,807	2,130
2025-06-30	$16.32	$15.00	63.7%	18.3%	97.6%	7.9%	73.4%	30.4%	20.8%	28.1K	-1.8M	-9.7K	0.34	92.55	124	42	2,842	2,191