AMRN Options History — August 2025

In August 2025, AMRN traded between $14.87 and $16.19. ATM implied volatility averaged 78.1%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 21.6%. IV traded above realized volatility by 47.1% (HV 20d: 31.0%). Max pain ranged from $14.00 to $16.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.85.

Notable Days

  • 2025-08-01: Highest Volume — 528 contracts
  • 2025-08-04: Largest IV spike — 27.7% change
  • 2025-08-11: Highest IV Rank — 20.8%
  • 2025-08-04: Largest Expected Move — 24.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.34$14.87$16.19$14.99$15.10
Max Pain$15.38$14.00$16.00$14.00$16.00
ATM IV78.1%64.3%97.7%68.5%64.3%
Expected Move21.6%18.4%24.3%19.6%18.4%
HV 20d31.0%27.0%34.4%34.0%28.0%
HV 60d62.4%61.4%64.4%64.4%62.9%
IV Rank13.4%8.1%20.8%9.7%8.1%
IV Percentile28.0%7.5%67.1%11.5%7.5%
Term Structure4.5%-6.3%31.0%31.0%19.0%
VWIV73.1%63.1%82.4%71.6%64.9%
Skew 25d6.0%-28.9%40.1%-28.9%-3.5%
Skew 10d-0.2%-21.4%22.7%-15.4%4.4%
Call IV 25d68.6%40.3%81.1%80.1%69.8%
Put IV 25d74.7%51.3%83.5%51.3%66.3%
Bid-Ask Spread %88.7181.9499.5399.5388.07
Gamma HHI0.150.130.210.130.15
Net GEX14.4K4.8K28.0K13.2K4.8K
Net DEX-598.1K-898.8K-267.5K-638.4K-267.5K
Net VEX-10.0K-10.7K-9.3K-10.3K-9.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.850.022.670.312.59
Total Volume94.4299528528104
Total OI4,748.4763,8745,3734,8484,333

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-08-01$14.99$14.0068.5%19.6%34.0%9.7%71.6%-28.9%31.0%13.2K-638.4K-10.3K0.3199.534041242,7852,063
2025-08-04$15.18$15.0087.5%24.3%34.4%17.0%82.4%20.3%2.3%28.0K-898.8K-10.7K0.1992.7154103,1742,119
2025-08-05$15.00$15.0086.7%23.1%33.5%16.6%79.3%30.7%3.7%25.1K-815.2K-10.6K0.2195.64106223,1472,126
2025-08-06$15.04$15.0087.6%22.8%31.8%17.0%76.0%-0.3%4.9%23.0K-741.1K-10.6K0.2390.9444103,1442,145
2025-08-07$15.14$15.0084.1%23.4%31.8%15.6%78.8%6.2%-5.7%21.7K-775.3K-10.5K0.0284.766013,1052,152
2025-08-08$14.98$15.0081.5%22.9%30.8%14.6%73.7%2.1%-6.3%19.4K-627.2K-10.2K0.1982.881633,0802,153
2025-08-11$14.87$15.0097.7%22.3%27.0%20.8%63.1%-2.4%2.7%17.0K-531.4K-9.7K2.5787.667183,0832,155
2025-08-12$14.90$15.0095.9%22.3%27.0%20.2%73.3%-8.7%4.2%15.5K-489.0K-9.6K1.3381.9421283,0832,157
2025-08-13$14.92$15.0077.8%22.3%27.0%13.3%77.1%6.7%2.4%15.1K-504.9K-9.4K0.0486.032613,0772,176
2025-08-14$15.03$15.0075.9%21.8%27.0%12.5%75.8%-1.6%1.0%13.2K-571.8K-9.5K2.6790.55431153,0952,177
2025-08-15$15.53$15.0074.8%21.4%29.8%12.1%72.5%3.7%0.9%4.9K-708.5K-9.7K0.3487.79177603,0852,288
2025-08-18$16.19$15.0073.9%21.2%32.6%11.8%71.6%-3.6%2.4%9.6K-648.1K-10.0K0.2381.96225512,1321,742
2025-08-19$15.84$16.0076.4%21.9%32.5%12.7%76.8%8.8%-0.9%13.1K-644.6K-10.3K1.5290.1323352,3391,783
2025-08-20$15.77$16.0076.4%21.9%32.2%12.7%77.5%40.1%-0.2%12.7K-637.3K-10.3K2.6794.4015402,3621,818
2025-08-21$15.91$16.0071.3%20.4%32.3%10.8%69.7%24.4%9.1%12.2K-608.3K-10.3K0.0783.882722,3691,858
2025-08-22$15.97$16.0071.6%20.5%32.3%10.9%66.9%13.4%6.7%14.0K-637.8K-10.1K0.1294.871722,3891,858
2025-08-25$15.39$16.0073.7%21.1%33.9%11.7%68.3%1.4%2.9%10.5K-467.7K-9.8K0.8184.2816132,4061,860
2025-08-26$15.50$16.0073.8%21.2%32.3%11.7%75.4%2.4%12.4%10.5K-456.8K-9.7K0.2486.892562,4151,861
2025-08-27$15.52$16.0072.9%20.9%31.5%11.4%73.5%1.3%0.9%10.3K-485.2K-9.6K0.5088.85632,4421,867
2025-08-28$15.43$16.0068.6%19.7%29.1%9.7%67.5%13.8%0.4%9.0K-405.4K-9.6K0.9289.0712112,4451,870
2025-08-29$15.10$16.0064.3%18.4%28.0%8.1%64.9%-3.5%19.0%4.8K-267.5K-9.3K2.5988.0729752,4521,881