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Amarin Corporation PLC AMRN

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
i

Market dataready · fetched 2026-10-23T05:52:14.058Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.069387441Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T05:52:13.654718+00:00

Share price$11.60
1D+0.4%
AH$11.39$11.46$11.53$11.60$11.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMRN
Sold putSold callAH

Amarin Corporation PLC options

Live interpolated AMRN call and put midpoint premiums by absolute delta.Amarin Corporation PLC$0.07$1.75$3.44$5.12$6.81$7.24$9.51$11.78$14.05$16.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMRN spot · $11.60AMRN PRICE$0.25$0.30$0.67$1.12$0.98$0.81$0.85$1.09$1.33$1.71$2.48$3.36$4.29$0.43$0.58$0.97$1.37$1.44$1.35$1.27$1.45$1.70$2.07$3.50$3.97$6.32
PutsExpensive1.55×
CallsExpensive1.75×
SkewBullish-11.14 pp
Implied moveBearish±$2.12
TiltBearish15.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.2275.4%24.7%9.55100.0%21.4%
25Δ13.5369.1%19.2%10.00102.0%18.7%
30Δ15.70134.0%41.2%10.43120.6%18.5%
35Δ16.57191.1%52.4%10.86139.1%18.2%
40Δ14.57142.6%34.1%11.23130.4%15.6%
45Δ12.8292.4%17.5%11.58108.1%11.8%
50Δ11.8472.6%9.4%11.9385.7%8.1%
55Δ11.5379.6%8.8%12.3081.7%6.5%
60Δ11.2286.6%8.2%12.6782.1%5.5%
65Δ10.83102.0%8.1%13.1485.3%4.5%
70Δ10.20139.9%9.3%14.55114.4%4.7%
75Δ9.24166.8%8.6%15.19107.7%3.3%
80Δ8.12188.7%7.0%17.56138.8%3.1%

20Δ

Calls
Pseudo strike
14.22
IV
75.4%
B/E move
24.7%
Puts
Pseudo strike
9.55
IV
100.0%
B/E move
21.4%

25Δ

Calls
Pseudo strike
13.53
IV
69.1%
B/E move
19.2%
Puts
Pseudo strike
10.00
IV
102.0%
B/E move
18.7%

30Δ

Calls
Pseudo strike
15.70
IV
134.0%
B/E move
41.2%
Puts
Pseudo strike
10.43
IV
120.6%
B/E move
18.5%

35Δ

Calls
Pseudo strike
16.57
IV
191.1%
B/E move
52.4%
Puts
Pseudo strike
10.86
IV
139.1%
B/E move
18.2%

40Δ

Calls
Pseudo strike
14.57
IV
142.6%
B/E move
34.1%
Puts
Pseudo strike
11.23
IV
130.4%
B/E move
15.6%

45Δ

Calls
Pseudo strike
12.82
IV
92.4%
B/E move
17.5%
Puts
Pseudo strike
11.58
IV
108.1%
B/E move
11.8%

50Δ

Calls
Pseudo strike
11.84
IV
72.6%
B/E move
9.4%
Puts
Pseudo strike
11.93
IV
85.7%
B/E move
8.1%

55Δ

Calls
Pseudo strike
11.53
IV
79.6%
B/E move
8.8%
Puts
Pseudo strike
12.30
IV
81.7%
B/E move
6.5%

60Δ

Calls
Pseudo strike
11.22
IV
86.6%
B/E move
8.2%
Puts
Pseudo strike
12.67
IV
82.1%
B/E move
5.5%

65Δ

Calls
Pseudo strike
10.83
IV
102.0%
B/E move
8.1%
Puts
Pseudo strike
13.14
IV
85.3%
B/E move
4.5%

70Δ

Calls
Pseudo strike
10.20
IV
139.9%
B/E move
9.3%
Puts
Pseudo strike
14.55
IV
114.4%
B/E move
4.7%

75Δ

Calls
Pseudo strike
9.24
IV
166.8%
B/E move
8.6%
Puts
Pseudo strike
15.19
IV
107.7%
B/E move
3.3%

80Δ

Calls
Pseudo strike
8.12
IV
188.7%
B/E move
7.0%
Puts
Pseudo strike
17.56
IV
138.8%
B/E move
3.1%

Options history

AMRN71.5371.9572.372026-10-20: 72.30%2026-10-21: 71.61%Oct 20Oct 21
Table
DateIV
72.30%
71.61%