AMRN · Expected Move
Amarin Corp Plc
The expected move for AMRN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
AMRN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current AMRN Expected Move
30-Day Straddle
$2.10
7-Day Straddle
$2.10
30-Day ATM IV
70.1%
IV Rank
32%
Implied one-standard-deviation move through the next 30 days. Compare to AMRN's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
AMRN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $2.10 | $2.10 | 70.1% | 32% |
| 20261022 | $1.85 | $1.85 | 95.7% | 78% |
| 20261021 | $1.65 | $1.65 | 71.9% | 35% |
| 20261020 | $1.90 | $1.90 | — | — |
| 20261019 | $1.67 | $1.67 | 67.3% | 27% |
| 20261016 | $2.23 | $1.02 | 82.5% | 54% |
| 20261015 | $2.00 | $0.88 | — | — |
| 20261014 | $2.40 | $0.75 | 78.4% | 47% |
| 20261013 | $2.15 | $0.85 | 70.4% | 33% |
| 20261012 | $2.28 | $1.12 | 72.9% | 37% |
| 20261009 | $1.88 | $1.68 | 63.5% | 20% |
| 20261008 | $1.85 | $1.23 | 99.6% | 85% |
| 20261007 | $2.42 | $1.45 | — | — |
| 20261006 | $2.65 | $1.48 | 81.0% | 52% |
| 20261005 | $2.40 | $1.27 | 62.2% | 18% |
| 20261002 | $1.38 | $1.38 | 74.3% | 40% |
| 20261001 | $1.30 | $1.30 | 72.8% | 37% |
| 20260930 | $1.32 | $1.32 | 61.6% | 17% |
| 20260929 | $1.38 | $1.38 | 72.4% | 36% |
| 20260928 | $1.38 | $1.38 | 74.2% | 40% |
| 20260925 | $1.45 | $1.45 | 67.5% | 28% |
| 20260924 | $1.62 | $1.62 | 65.4% | 24% |
| 20260923 | $1.48 | $1.48 | 60.7% | 16% |
| 20260922 | $1.70 | $1.70 | 59.6% | 14% |
| 20260921 | $2.08 | $2.08 | 67.0% | 27% |
| 20260918 | $1.73 | $0.72 | 63.0% | 20% |
| 20260917 | $1.68 | $0.57 | 54.8% | 5% |
| 20260916 | $2.38 | $0.65 | 76.4% | 43% |
| 20260915 | $2.00 | $0.60 | 60.7% | 15% |
| 20260914 | $2.40 | $0.97 | 73.1% | 38% |
| 20260911 | $1.93 | $0.95 | 58.8% | 12% |
| 20260910 | $2.20 | $1.62 | 101.7% | 88% |
| 20260909 | $2.23 | $1.58 | 87.0% | 62% |
| 20260908 | $1.70 | $1.52 | 55.6% | 6% |
| 20260904 | $2.27 | $1.12 | 57.9% | 10% |
| 20260903 | $2.48 | $1.25 | 66.9% | 26% |
| 20260902 | $1.18 | $1.18 | 66.9% | 26% |
| 20260901 | $1.15 | $1.15 | 52.5% | 1% |
| 20260831 | $1.55 | $1.55 | 61.6% | 17% |
| 20260828 | $1.50 | $1.50 | 56.5% | 8% |
| 20260827 | $1.88 | $1.88 | 67.1% | 27% |
| 20260826 | $2.20 | $2.20 | 63.8% | 21% |
| 20260825 | $1.57 | $1.57 | 52.0% | 0% |
| 20260824 | $1.80 | $1.80 | 65.7% | 18% |
| 20260821 | $1.80 | $0.47 | 57.6% | 2% |
| 20260820 | $2.10 | $0.80 | 66.2% | 19% |
| 20260819 | $2.05 | $1.03 | 60.4% | 8% |
| 20260818 | $1.88 | $1.43 | 58.7% | 4% |
| 20260817 | $2.15 | $0.97 | 65.5% | 17% |
| 20260814 | $2.28 | $1.05 | 65.7% | 18% |
| 20260813 | $2.70 | $1.20 | 74.8% | 35% |
| 20260812 | $2.88 | $1.45 | 84.4% | 54% |
| 20260811 | $2.85 | $2.10 | 73.7% | 33% |
| 20260810 | $2.50 | $1.55 | 69.7% | 26% |
| 20260807 | — | — | 68.1% | 23% |
| 20260806 | $3.05 | $2.35 | 78.2% | 42% |
| 20260805 | $2.52 | $2.52 | 77.9% | 41% |
| 20260804 | $1.90 | $1.90 | 76.8% | 39% |
| 20260803 | $2.00 | $2.00 | 74.1% | 34% |
| 20260731 | $1.77 | $1.77 | 70.5% | 27% |
More on AMRN
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.