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Amarin Corporation plc AMRN

i

Market dataready · fetched 2026-11-12T15:08:34.644Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T14:59:26.352895284Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:08:34.106922+00:00

Share price$11.40
1D-1.8%
$11.38$11.45$11.51$11.57$11.645:30 AM6:30 AM9:00 AM1:00 PMAMRN
Sold putSold call

Amarin Corporation plc options

Live interpolated AMRN call and put midpoint premiums by absolute delta.Amarin Corporation plc$0.32$0.79$1.25$1.72$2.18$9.92$10.66$11.39$12.12$12.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AMRN spot · $11.40AMRN PRICE$0.88$0.40$0.47$0.63$0.79$0.96$1.13$1.30$1.46$1.63$2.05$0.38$0.38$0.40$0.42$0.46$0.51$0.56$0.62$0.67$0.72
Puts——
Calls——
Skew——
Implied moveBullish±$1.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.05205.7%23.9%
25Δ23.76469.6%116.1%10.11136.9%14.6%
30Δ10.49117.9%11.5%
35Δ12.36110.1%11.9%10.8698.9%8.4%
40Δ12.03106.5%9.6%11.1089.0%6.7%
45Δ11.76109.5%8.6%11.2584.1%5.8%
50Δ11.49113.1%7.7%11.4079.3%5.0%
55Δ11.22116.7%6.9%11.5574.5%4.1%
60Δ10.95120.3%6.0%11.7069.7%3.2%
65Δ10.69124.0%5.1%11.8564.9%2.4%
70Δ10.42127.6%4.2%
75Δ10.15131.2%3.4%
80Δ9.67149.3%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.05
IV
205.7%
B/E move
23.9%

25Δ

Calls
Pseudo strike
23.76
IV
469.6%
B/E move
116.1%
Puts
Pseudo strike
10.11
IV
136.9%
B/E move
14.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.49
IV
117.9%
B/E move
11.5%

35Δ

Calls
Pseudo strike
12.36
IV
110.1%
B/E move
11.9%
Puts
Pseudo strike
10.86
IV
98.9%
B/E move
8.4%

40Δ

Calls
Pseudo strike
12.03
IV
106.5%
B/E move
9.6%
Puts
Pseudo strike
11.10
IV
89.0%
B/E move
6.7%

45Δ

Calls
Pseudo strike
11.76
IV
109.5%
B/E move
8.6%
Puts
Pseudo strike
11.25
IV
84.1%
B/E move
5.8%

50Δ

Calls
Pseudo strike
11.49
IV
113.1%
B/E move
7.7%
Puts
Pseudo strike
11.40
IV
79.3%
B/E move
5.0%

55Δ

Calls
Pseudo strike
11.22
IV
116.7%
B/E move
6.9%
Puts
Pseudo strike
11.55
IV
74.5%
B/E move
4.1%

60Δ

Calls
Pseudo strike
10.95
IV
120.3%
B/E move
6.0%
Puts
Pseudo strike
11.70
IV
69.7%
B/E move
3.2%

65Δ

Calls
Pseudo strike
10.69
IV
124.0%
B/E move
5.1%
Puts
Pseudo strike
11.85
IV
64.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
10.42
IV
127.6%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.15
IV
131.2%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.67
IV
149.3%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend67.78%
Daily close
AMRN57.8%89.8%121.8%2026-08-14: 73.66%2026-08-17: 80.28%2026-08-18: 97.14%2026-08-21: 70.68%2026-08-24: 69.87%2026-08-25: 69.78%2026-08-26: 66.46%2026-08-27: 70.45%2026-08-28: 63.09%2026-08-31: 67.65%2026-09-01: 62.25%2026-09-02: 67.09%2026-09-03: 66.93%2026-09-04: 67.93%2026-09-08: 75.91%2026-09-09: 73.98%2026-09-10: 87.74%2026-09-11: 68.86%2026-09-14: 77.28%2026-09-15: 79.71%2026-09-16: 93.33%2026-09-17: 96.69%2026-09-18: 67.93%2026-09-21: 67.45%2026-09-22: 63.85%2026-09-23: 63.03%2026-09-24: 69.04%2026-09-25: 71.82%2026-09-28: 72.60%2026-09-29: 70.01%2026-09-30: 70.04%2026-10-01: 73.19%2026-10-02: 71.66%2026-10-05: 79.70%2026-10-06: 81.99%2026-10-07: 79.51%2026-10-08: 77.58%2026-10-09: 85.46%2026-10-12: 100.56%2026-10-13: 113.61%2026-10-14: 113.77%2026-10-15: 117.43%2026-10-16: 76.58%2026-10-19: 73.46%2026-10-20: 72.11%2026-10-21: 71.48%2026-10-22: 71.48%2026-10-23: 76.22%2026-10-26: 76.27%2026-10-27: 74.85%2026-10-28: 79.10%2026-10-29: 63.96%2026-10-30: 67.78%Aug 14Sep 24Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
73.66%
80.28%
97.14%
70.68%
69.87%
69.78%
66.46%
70.45%
63.09%
67.65%
62.25%
67.09%
66.93%
67.93%
75.91%
73.98%
87.74%
68.86%
77.28%
79.71%
93.33%
96.69%
67.93%
67.45%
63.85%
63.03%
69.04%
71.82%
72.60%
70.01%
70.04%
73.19%
71.66%
79.70%
81.99%
79.51%
77.58%
85.46%
100.56%
113.61%
113.77%
117.43%
76.58%
73.46%
72.11%
71.48%
71.48%
76.22%
76.27%
74.85%
79.10%
63.96%
67.78%