AMRN Options History — November 2025

In November 2025, AMRN traded between $15.32 and $17.07. ATM implied volatility averaged 85.5%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 24.5%. IV traded above realized volatility by 32.5% (HV 20d: 53.0%). Max pain ranged from $15.00 to $17.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.36.

Notable Days

  • 2025-11-04: Highest Volume — 705 contracts
  • 2025-11-17: Largest IV spike — 31.4% change
  • 2025-11-20: Highest IV Rank — 23.1%
  • 2025-11-06: Largest Expected Move — 28.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.05$15.32$17.07$15.61$15.96
Max Pain$15.32$15.00$17.00$17.00$15.00
ATM IV85.5%61.6%100.5%83.6%85.4%
Expected Move24.5%17.7%28.9%24.0%24.5%
HV 20d53.0%35.0%60.2%59.7%35.0%
HV 60d47.5%46.5%48.2%47.5%48.2%
IV Rank17.4%8.5%23.1%16.7%17.4%
IV Percentile51.0%6.7%78.2%46.8%53.6%
Term Structure0.5%-40.3%34.0%34.0%-19.9%
VWIV78.8%57.7%101.0%92.8%61.0%
Skew 25d4.9%-25.4%36.9%3.5%21.3%
Skew 10d-10.7%-51.1%24.0%-51.1%24.0%
Call IV 25d72.7%40.6%99.5%99.5%69.9%
Put IV 25d77.5%41.2%119.2%103.0%91.2%
Bid-Ask Spread %113.90104.90127.28116.16127.28
Gamma HHI0.180.140.240.170.18
Net GEX23.4K3.1K45.9K23.8K14.9K
Net DEX-941.5K-1.4M-348.9K-846.4K-799.7K
Net VEX-9.5K-12.4K-6.7K-10.4K-7.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.360.002.570.020.00
Total Volume241.6842170542360
Total OI8,419.2116,8429,8586,8427,877

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-11-03$15.61$17.0083.6%24.0%59.7%16.7%92.8%3.5%34.0%23.8K-846.4K-10.4K0.02116.1641494,7272,115
2025-11-04$15.32$17.0092.8%26.6%59.3%20.2%80.9%16.6%-9.6%13.2K-348.9K-9.6K0.01109.5469695,0732,119
2025-11-05$15.36$17.0081.2%23.3%59.3%15.8%101.0%8.3%12.8%13.8K-511.3K-10.3K0.02124.6317245,7612,121
2025-11-06$15.64$15.0089.5%28.9%60.2%18.9%87.4%1.5%-4.2%13.2K-570.8K-10.4K0.01115.929415,9282,125
2025-11-07$15.69$15.0091.2%23.1%58.0%19.6%90.4%-6.0%13.2%13.6K-751.2K-10.3K0.00107.9957306,0012,126
2025-11-10$15.80$15.0097.9%25.6%52.2%22.1%83.2%35.1%-2.4%32.3K-1.2M-11.4K0.00115.6817006,5682,126
2025-11-11$16.13$15.0089.8%28.1%53.2%19.1%97.1%-25.4%0.9%35.1K-1.3M-12.4K0.00117.1215006,6892,126
2025-11-12$16.23$15.0087.9%25.2%51.0%18.3%85.4%-22.0%-0.6%31.7K-1.2M-10.3K0.00108.519406,8222,126
2025-11-13$16.34$15.0084.2%24.2%51.0%17.0%93.5%15.5%-5.9%35.6K-1.2M-11.0K0.24113.2551126,8972,126
2025-11-14$16.40$15.0067.1%19.2%51.2%10.5%63.0%-6.3%33.0%36.7K-1.3M-10.7K0.03104.9010337,0612,131
2025-11-17$15.95$15.0088.2%25.3%50.7%18.4%72.1%36.9%19.9%35.3K-1.1M-10.7K2.50110.636157,0712,133
2025-11-18$16.78$15.0099.0%28.4%55.4%22.5%71.7%-9.6%26.3%18.5K-1.3M-8.5K0.88106.551361207,0702,169
2025-11-19$17.07$15.0083.5%23.9%56.0%16.7%64.2%0.6%-15.1%45.9K-1.4M-9.1K0.17113.12155267,2002,331
2025-11-20$16.45$15.00100.5%28.8%57.0%23.1%72.6%3.4%-40.3%37.5K-1.2M-10.0K0.05117.43435207,3092,354
2025-11-21$16.40$15.0075.5%21.6%54.5%13.7%85.2%26.0%-23.9%17.5K-870.3K-7.8K2.57114.907187,5422,316
2025-11-24$15.98$15.0061.6%17.7%53.4%8.5%57.7%-21.8%1.9%3.1K-824.7K-7.4K0.11113.13267295,2941,850
2025-11-25$15.73$15.0075.4%21.6%53.2%13.6%66.8%24.2%1.3%14.7K-709.6K-6.7K0.27114.9789245,4341,877
2025-11-26$16.07$15.0089.8%25.7%35.9%19.0%71.2%-9.4%-12.6%8.8K-587.3K-7.2K0.04112.39605255,4721,898
2025-11-28$15.96$15.0085.4%24.5%35.0%17.4%61.0%21.3%-19.9%14.9K-799.7K-7.0K0.00127.286005,9541,923