AMRN Options History — January 2026

In January 2026, AMRN traded between $13.51 and $16.68. ATM implied volatility averaged 73.5%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 13.2% (HV 20d: 60.3%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.30.

Notable Days

  • 2026-01-20: Highest Volume — 553 contracts
  • 2026-01-07: Largest IV spike — 68.2% change
  • 2026-01-07: Highest IV Rank — 24.3%
  • 2026-01-07: Largest Expected Move — 25.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.14$13.51$16.68$13.75$14.98
Max Pain$15.00$15.00$15.00$15.00$15.00
ATM IV73.5%56.5%103.7%77.9%78.1%
Expected Move20.0%16.2%25.5%22.3%22.4%
HV 20d60.3%36.8%71.4%46.3%70.8%
HV 60d53.9%47.8%58.1%48.4%52.9%
IV Rank12.9%6.5%24.3%14.6%14.6%
IV Percentile28.2%2.8%82.5%36.9%39.7%
Term Structure7.9%-23.4%40.6%-23.4%33.8%
VWIV64.0%36.6%101.4%52.7%56.8%
Skew 25d-17.7%-60.8%26.7%-45.2%8.7%
Skew 10d8.0%-78.4%63.3%63.3%-63.6%
Call IV 25d80.1%43.9%122.4%103.9%61.5%
Put IV 25d62.4%38.0%104.2%58.8%70.2%
Bid-Ask Spread %127.67103.35146.35121.41133.62
Gamma HHI0.170.130.290.170.15
Net GEX25.4K10.5K43.5K13.7K25.2K
Net DEX-893.6K-1.2M-320.5K-489.7K-1.1M
Net VEX-4.8K-6.0K-2.7K-3.6K-5.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.002.550.190.09
Total Volume144.6425535650
Total OI4,933.72,8156,7495,5513,749

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2026-01-02$13.75$15.0077.9%22.3%46.3%14.6%52.7%-45.2%-23.4%13.7K-489.7K-3.6K0.19121.414795,346205
2026-01-05$13.51$15.0079.3%16.6%45.4%15.1%79.9%-22.2%8.6%13.9K-443.3K-3.4K0.37117.58102385,395205
2026-01-06$13.69$15.0061.7%18.8%46.0%8.5%101.4%-2.9%8.2%10.5K-320.5K-2.7K0.20106.41129265,487222
2026-01-07$14.03$15.00103.7%25.5%36.8%24.3%55.2%8.0%-4.5%14.7K-481.5K-3.5K0.21133.6047105,581233
2026-01-08$16.24$15.0079.0%19.2%58.7%15.0%56.6%-60.8%17.8%35.9K-1.0M-4.9K0.08136.75451345,611242
2026-01-09$15.72$15.0078.5%18.9%60.2%14.8%94.5%-10.1%14.3%43.5K-1.2M-5.5K0.04122.57264106,022268
2026-01-12$15.46$15.0071.1%21.5%60.4%12.0%50.7%-13.9%-12.4%30.8K-1.0M-5.3K0.51129.5270366,247273
2026-01-13$15.11$15.0096.2%21.2%60.5%21.4%71.5%-51.4%1.6%26.1K-860.2K-4.7K0.11137.443846,302308
2026-01-14$15.10$15.0077.9%22.3%60.3%14.6%52.6%-34.3%1.7%23.7K-895.7K-4.9K2.55135.8822566,330312
2026-01-15$14.95$15.0068.4%19.6%60.4%11.0%71.0%-24.9%17.0%23.6K-857.2K-4.7K0.12103.354256,352368
2026-01-16$14.79$15.0061.5%17.6%60.3%8.4%54.1%15.4%15.4%19.2K-736.4K-4.5K0.00146.3526716,377372
2026-01-20$15.56$15.0083.7%24.0%62.5%16.8%66.4%1.7%-10.9%22.6K-920.4K-4.8K0.04115.88531222,587228
2026-01-21$15.37$15.0064.3%18.4%62.8%9.5%64.8%-14.7%-2.2%24.8K-929.8K-4.9K0.29133.8235102,975250
2026-01-22$16.39$15.0061.5%17.6%65.9%8.4%62.7%-27.6%4.0%31.0K-1.0M-5.0K0.09129.995453,010260
2026-01-23$16.68$15.0070.9%20.3%65.6%12.0%63.6%0.8%9.3%35.0K-1.2M-5.3K0.01120.2910013,082265
2026-01-26$15.63$15.0065.5%18.8%70.8%9.9%58.5%26.7%10.6%29.4K-994.4K-5.0K0.01130.639413,169266
2026-01-27$15.57$15.0056.5%16.2%70.2%6.5%36.6%-56.1%40.6%31.3K-1.2M-6.0K0.00129.308203,260267
2026-01-28$15.07$15.0069.4%19.9%71.4%11.4%66.2%-32.1%-1.6%27.1K-1.1M-5.6K0.02134.859123,332267
2026-01-29$15.29$15.0064.1%18.4%70.5%9.4%63.5%-19.7%29.6%25.8K-1.0M-5.4K1.08134.1751553,381268
2026-01-30$14.98$15.0078.1%22.4%70.8%14.6%56.8%8.7%33.8%25.2K-1.1M-5.8K0.09133.624643,427322