AMRN Options History — July 2025

In July 2025, AMRN traded between $14.49 and $17.34. ATM implied volatility averaged 89.1%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 26.2%. IV traded above realized volatility by 12.4% (HV 20d: 76.8%). Max pain ranged from $13.00 to $15.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 1.02.

Notable Days

  • 2025-07-11: Highest Volume — 493 contracts
  • 2025-07-15: Largest IV spike — 31.7% change
  • 2025-07-29: Highest IV Rank — 24.7%
  • 2025-07-29: Largest Expected Move — 30.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.94$14.49$17.34$16.83$14.49
Max Pain$13.59$13.00$15.00$15.00$14.00
ATM IV89.1%68.2%107.8%72.9%77.3%
Expected Move26.2%19.6%30.9%20.9%22.2%
HV 20d76.8%29.9%99.0%97.7%30.9%
HV 60d212.4%64.2%600.3%600.3%64.6%
IV Rank17.6%9.6%24.7%11.4%13.1%
IV Percentile48.8%10.3%73.8%16.3%23.4%
Term Structure-6.8%-29.7%23.9%23.9%-1.2%
VWIV89.3%65.4%109.6%78.0%72.6%
Skew 25d-3.8%-42.6%27.7%11.4%-2.1%
Skew 10d9.5%-22.2%46.7%46.7%9.6%
Call IV 25d77.5%52.6%103.1%80.8%80.6%
Put IV 25d73.7%53.2%108.3%92.2%78.5%
Bid-Ask Spread %86.9575.21101.9989.0881.46
Gamma HHI0.150.110.300.160.13
Net GEX22.4K-19.0K50.9K33.8K9.5K
Net DEX-1.4M-2.6M-380.7K-2.0M-380.7K
Net VEX-9.8K-10.6K-8.9K-9.8K-10.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.020.066.411.000.40
Total Volume173.63664936028
Total OI5,1143,9066,4235,1064,832

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-07-01$16.83$15.0072.9%20.9%97.7%11.4%78.0%11.4%23.9%33.8K-2.0M-9.8K1.0089.0830302,9092,197
2025-07-02$16.48$15.0068.4%19.6%98.6%9.7%82.2%-7.4%-1.8%32.2K-2.0M-9.6K0.1795.54103172,9212,206
2025-07-03$16.46$13.0079.5%28.2%98.5%13.9%88.0%-0.3%-19.3%34.9K-2.0M-9.6K6.4187.73171093,0112,205
2025-07-07$16.54$13.0068.2%26.5%98.5%9.6%92.9%-20.5%-5.7%36.0K-2.0M-9.1K0.0786.5412493,0272,313
2025-07-08$16.83$13.0082.6%26.3%96.8%15.1%93.5%23.2%-4.3%42.3K-2.3M-9.2K0.0683.50248153,1012,315
2025-07-09$17.25$13.0094.6%27.1%96.1%19.6%80.2%2.0%-6.7%45.7K-2.5M-9.5K0.1597.412743,1412,327
2025-07-10$17.34$13.0090.6%26.0%96.2%18.1%90.2%-4.7%-2.2%50.9K-2.6M-9.4K1.1694.3419223,1652,331
2025-07-11$16.84$13.0090.6%26.0%96.8%18.1%94.6%6.2%2.8%45.3K-2.4M-8.9K2.2983.551503433,1662,343
2025-07-14$16.09$13.0072.9%20.9%99.0%11.4%94.7%-23.8%-2.3%32.0K-1.7M-9.6K0.2984.54221653,2852,672
2025-07-15$15.95$13.0096.0%27.5%99.0%20.2%104.6%-13.2%-8.0%25.2K-1.5M-9.8K0.3985.4764253,3972,718
2025-07-16$15.87$13.0097.0%27.8%98.4%20.6%96.4%-3.6%-9.2%22.6K-1.5M-9.7K0.8586.792602213,4122,741
2025-07-17$16.00$13.0094.8%27.2%97.4%19.7%94.7%27.7%-5.0%9.6K-1.5M-10.3K0.4880.34118573,4142,943
2025-07-18$15.91$13.0090.3%25.9%97.5%18.0%94.8%15.2%-0.8%-19.0K-1.4M-10.2K1.4182.141111573,4892,934
2025-07-21$15.61$14.0096.1%27.6%94.7%20.2%93.3%-38.6%-9.9%12.3K-788.1K-9.9K0.4484.07160712,2211,685
2025-07-22$15.25$14.0097.5%27.9%95.4%20.7%98.1%-36.1%-15.0%11.1K-713.2K-10.0K0.2982.4896282,3041,755
2025-07-23$15.47$14.0098.3%28.2%34.0%21.1%75.1%17.5%-14.7%12.1K-780.4K-10.1K0.1179.87134152,3531,787
2025-07-24$15.47$14.00101.5%29.1%34.0%22.3%97.4%-42.6%-29.7%12.9K-781.6K-10.0K5.0091.77152,3921,800
2025-07-25$15.41$14.0097.2%27.9%33.5%20.6%68.3%-4.8%-11.8%12.9K-772.9K-9.9K0.1489.171422,3931,805
2025-07-28$15.03$14.00101.9%29.2%34.5%22.4%100.0%-5.3%-7.7%10.3K-539.2K-9.3K0.8189.972612112,3961,807
2025-07-29$14.64$14.00107.8%30.9%31.2%24.7%109.6%16.3%-13.7%9.6K-554.3K-10.6K0.4175.2144182,6082,017
2025-07-30$14.96$14.0085.0%24.4%29.9%16.0%65.4%-0.6%-7.6%11.6K-583.3K-10.4K0.20101.99138282,6372,033
2025-07-31$14.49$14.0077.3%22.2%30.9%13.1%72.6%-2.1%-1.2%9.5K-380.7K-10.0K0.4081.462082,7712,061