AMRN Options History — March 2026

In March 2026, AMRN traded between $13.91 and $16.87. ATM implied volatility averaged 74.8%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded above realized volatility by 15.5% (HV 20d: 59.3%). Max pain ranged from $15.00 to $16.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.21.

Notable Days

  • 2026-03-31: Highest Volume — 335 contracts
  • 2026-03-30: Largest IV spike — 84.6% change
  • 2026-03-18: Highest IV Rank — 26.2%
  • 2026-03-13: Largest Expected Move — 28.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.76$13.91$16.87$13.97$14.30
Max Pain$15.86$15.00$16.00$15.00$16.00
ATM IV74.8%44.8%109.0%64.0%76.8%
Expected Move21.2%12.8%28.4%18.3%22.0%
HV 20d59.3%48.6%68.5%50.4%58.1%
HV 60d57.6%52.1%59.7%56.8%59.5%
IV Rank13.4%2.2%26.2%9.4%14.2%
IV Percentile33.1%0.8%91.7%9.1%36.9%
Term Structure6.6%-31.5%47.3%47.3%9.8%
VWIV78.0%50.6%108.7%70.8%69.7%
Skew 25d-4.5%-47.3%47.8%-2.6%-24.5%
Skew 10d-8.2%-49.2%43.4%-42.7%14.5%
Call IV 25d77.6%48.8%101.6%74.1%91.7%
Put IV 25d73.1%42.3%109.4%71.5%67.2%
Bid-Ask Spread %80.5438.10129.69120.8738.10
Gamma HHI0.150.110.240.110.17
Net GEX17.1K7.5K52.6K8.4K12.3K
Net DEX-654.0K-1.4M-375.2K-475.9K-471.7K
Net VEX-3.9K-4.8K-3.0K-4.4K-3.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.210.001.600.930.07
Total Volume115.8181033529335
Total OI3,507.9091,9694,4193,8802,620

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2026-03-02$13.97$15.0064.0%18.3%50.4%9.4%70.8%-2.6%47.3%8.4K-475.9K-4.4K0.93120.8715143,189691
2026-03-03$14.28$15.0082.0%23.5%51.2%16.1%67.8%-33.9%-21.4%14.8K-560.6K-4.8K0.00129.6911803,199703
2026-03-04$14.43$15.0083.5%23.9%51.4%16.7%54.1%10.6%-31.5%10.2K-532.1K-4.3K0.00127.742303,187703
2026-03-05$14.10$16.00100.6%23.6%51.4%23.1%76.5%-0.0%-23.1%14.2K-545.8K-4.4K0.00124.290103,197703
2026-03-06$13.94$16.0080.2%18.1%49.9%15.4%79.8%4.4%22.3%7.9K-409.5K-3.9K0.08106.095243,197713
2026-03-09$14.30$16.0060.4%20.3%48.6%8.0%92.5%-6.9%32.8%7.5K-454.9K-3.7K0.00101.398303,152717
2026-03-10$15.63$16.0076.9%17.3%58.2%14.2%86.9%2.7%24.0%19.9K-781.1K-3.8K0.06107.43278173,113717
2026-03-11$16.20$16.0070.6%20.2%58.7%11.8%51.9%-4.9%12.0%38.2K-1.1M-4.1K0.00110.1921513,318731
2026-03-12$16.87$16.0079.1%22.8%60.0%15.0%108.7%29.4%-9.6%52.6K-1.4M-4.3K0.0563.816333,433731
2026-03-13$15.54$16.0081.8%28.4%67.3%16.1%0.0%-16.7%-23.4%31.3K-965.6K-4.1K0.0061.474603,464734
2026-03-16$15.21$16.0062.5%20.8%67.8%8.8%80.0%-15.8%-1.1%26.3K-830.1K-3.9K0.1060.0598103,497735
2026-03-17$15.43$16.0070.1%18.3%65.5%11.6%77.2%-47.3%43.5%19.1K-844.5K-3.9K0.0056.043203,458735
2026-03-18$14.90$16.00109.0%23.8%66.4%26.2%107.2%-3.1%11.3%19.8K-716.9K-3.8K0.0064.859303,455735
2026-03-19$14.95$16.0065.0%27.1%66.4%9.7%0.0%47.8%5.8%14.7K-691.3K-3.6K0.0571.88215103,529735
2026-03-20$14.32$16.0077.4%13.6%68.0%14.4%84.6%10.0%29.3%9.6K-375.2K-3.0K0.2849.7561173,674745
2026-03-23$14.61$16.0068.8%27.0%68.5%11.2%78.0%16.7%-5.7%8.7K-492.6K-3.2K0.0555.5310251,535434
2026-03-24$14.46$16.0063.6%22.7%68.5%9.2%67.4%2.2%17.4%10.1K-523.8K-3.3K1.6073.7948771,615437
2026-03-25$14.71$16.0064.3%14.9%56.6%9.5%72.8%-25.3%39.7%9.9K-543.4K-3.5K0.1369.65195261,652514
2026-03-26$14.40$16.0081.3%23.3%57.2%15.9%50.6%-17.8%-18.6%12.2K-537.3K-3.7K0.1766.68140241,842540
2026-03-27$14.23$16.0044.8%12.8%57.1%2.2%90.3%-34.1%7.9%15.7K-629.1K-3.9K0.6358.49851,978562
2026-03-30$13.91$16.0082.7%23.7%57.8%16.4%92.4%9.7%-23.0%11.9K-542.5K-3.8K0.1154.1895101,988567
2026-03-31$14.30$16.0076.8%22.0%58.1%14.2%69.7%-24.5%9.8%12.3K-471.7K-3.3K0.0738.10314212,056564