Amneal Pharmaceuticals, Inc. (AMRX) IV/HV History
Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.
Amneal Pharmaceuticals, Inc. (AMRX) operates in the Healthcare sector, specifically the Drug Manufacturers - Specialty & Generic industry, with a market capitalization near $3.95B, listed on NASDAQ, employing roughly 8,300 people, carrying a beta of 1.32 to the broader market. Amneal Pharmaceuticals, Inc. Led by Chirag K. Patel, public since 2018-05-07.
Snapshot as of May 15, 2026.
- Spot Price
- $11.95
- ATM IV
- 51.2%
- HV 20-Day
- 31.9%
- HV 60-Day
- 36.9%
- IV Rank
- 18.1%
- IV Percentile
- 45.2%
As of May 15, 2026, Amneal Pharmaceuticals, Inc. (AMRX) ATM implied volatility is 51.2%. 20-day realized volatility is 31.9%, producing an IV-HV spread of +19.3 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium. IV rank is 18.1%.
How AMRX iv/hv history Data Feeds Strategy Selection
Strategy selection on Amneal Pharmaceuticals, Inc. options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 51.2% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
Learn how implied vs realized volatility is reported and how to read the data →
Frequently asked AMRX iv/hv history questions
- Is AMRX options pricing rich or cheap right now?
- As of May 15, 2026, Amneal Pharmaceuticals, Inc. (AMRX) ATM IV is 51.2% against 20-day realized volatility of 31.9%. IV rank is 18.1%. AMRX options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 19.3 vol points.
- What is the AMRX variance risk premium?
- The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. AMRX is currently priced consistently with this premium, which is one input to whether short-vol or long-vol structures carry their typical edge.
- What does AMRX IV rank mean for strategy selection?
- IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. AMRX's current rank of 18.1% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.