AMRN Options History — September 2025

In September 2025, AMRN traded between $14.68 and $16.52. ATM implied volatility averaged 67.9%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 38.6% (HV 20d: 29.3%). Max pain ranged from $15.00 to $16.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 1.20.

Notable Days

  • 2025-09-22: Highest Volume — 680 contracts
  • 2025-09-18: Largest IV spike — 82.9% change
  • 2025-09-05: Highest IV Rank — 16.2%
  • 2025-09-08: Largest Expected Move — 22.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.26$14.68$16.52$15.32$16.52
Max Pain$15.10$15.00$16.00$16.00$15.00
ATM IV67.9%39.1%85.5%72.3%70.1%
Expected Move19.5%11.2%22.1%20.7%20.1%
HV 20d29.3%26.3%33.3%28.1%28.6%
HV 60d48.1%29.4%62.9%62.9%30.4%
IV Rank10.1%0.0%16.2%11.2%11.7%
IV Percentile16.5%0.0%46.4%17.1%16.7%
Term Structure13.1%-0.6%45.6%-0.6%14.0%
VWIV68.5%52.7%75.4%72.1%69.9%
Skew 25d5.7%-27.3%33.1%-27.3%-0.5%
Skew 10d1.8%-19.6%19.8%-19.6%-16.4%
Call IV 25d59.6%36.9%77.5%66.6%48.2%
Put IV 25d65.4%39.3%76.4%39.3%47.7%
Bid-Ask Spread %87.5172.39106.9796.8582.35
Gamma HHI0.160.140.300.150.14
Net GEX5.8K-16.3K28.8K6.2K28.8K
Net DEX-345.4K-1.2M58.2K-308.3K-1.2M
Net VEX-9.0K-10.6K-7.6K-9.3K-10.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.200.0012.480.500.08
Total Volume120.9521568018119
Total OI4,725.8573,8505,2564,4344,920

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-09-02$15.32$16.0072.3%20.7%28.1%11.2%72.1%-27.3%-0.6%6.2K-308.3K-9.3K0.5096.851262,4781,956
2025-09-03$15.06$16.0070.5%20.2%28.4%10.5%66.2%20.4%1.1%4.7K-261.1K-8.8K0.2492.641742,4901,961
2025-09-04$14.97$15.0071.0%21.2%28.5%10.7%0.0%1.6%3.9%2.9K-138.7K-8.5K1.9191.5411212,5001,967
2025-09-05$15.37$15.0085.5%21.2%30.0%16.2%73.9%0.1%7.7%6.3K-339.0K-9.0K0.0087.5922212,5081,986
2025-09-08$14.82$15.0066.3%22.1%32.5%8.9%73.4%2.6%5.8%3.4K-178.2K-8.4K0.1587.262742,6151,986
2025-09-09$15.09$15.0076.3%21.3%33.1%12.7%72.4%10.0%6.9%5.5K-279.7K-8.6K0.2184.89121252,6422,018
2025-09-10$14.93$15.0057.3%16.4%33.3%5.5%72.2%33.1%8.0%8.9K-243.4K-8.4K3.13101.0416502,7592,027
2025-09-11$14.97$15.0075.4%21.6%33.3%12.3%75.4%-2.7%3.9%6.6K-208.6K-8.5K0.4884.1729142,7722,041
2025-09-12$14.99$15.0073.0%20.9%33.2%11.4%71.5%-23.4%11.6%4.3K-152.8K-8.4K0.8778.4615132,7852,051
2025-09-15$14.90$15.0072.3%20.7%30.9%11.1%71.7%-1.2%11.3%-897-100.7K-8.1K0.8480.8732272,7852,059
2025-09-16$14.97$15.0071.9%20.6%26.4%11.0%70.1%0.0%9.3%-2.0K-118.0K-8.0K1.1880.4217202,7962,089
2025-09-17$14.68$15.0039.1%11.2%26.3%0.0%70.8%31.1%45.6%-16.2K58.2K-7.6K12.48106.97253122,8122,092
2025-09-18$14.90$15.0071.4%20.5%27.1%12.1%54.1%30.9%20.6%-16.3K47.4K-8.5K0.2590.661232,8372,401
2025-09-19$15.37$15.0071.3%20.4%29.4%12.1%68.6%22.0%16.9%-1.2K-119.6K-8.5K0.3580.00110382,8592,397
2025-09-22$15.54$15.0069.9%20.0%29.7%11.6%70.5%-0.7%16.6%2.0K-231.8K-8.6K0.0672.39639412,0301,820
2025-09-23$15.38$15.0055.5%15.9%26.8%6.2%68.8%17.8%18.7%11.1K-503.4K-9.9K0.1788.11117202,6511,962
2025-09-24$15.38$15.0071.5%20.5%26.7%12.2%58.3%-7.2%13.3%11.3K-546.5K-10.1K0.2088.0089182,7221,979
2025-09-25$15.39$15.0070.1%20.1%26.7%11.6%67.0%18.8%9.1%14.5K-614.7K-10.3K0.5981.8561362,8081,996
2025-09-26$15.86$15.0041.8%12.0%28.7%1.0%52.7%-9.8%44.5%18.3K-840.3K-10.6K1.0090.3056562,8292,031
2025-09-29$16.11$15.0073.8%21.2%27.7%13.0%70.0%4.5%6.4%23.6K-949.2K-10.4K0.5391.3255292,8491,977
2025-09-30$16.52$15.0070.1%20.1%28.6%11.7%69.9%-0.5%14.0%28.8K-1.2M-10.5K0.0882.3511092,8962,024