This page reflects AMRN options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
AMRN Options Chain
Data as of market close May 20, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 29)
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
1.00
14.61
0.00
0.00
0.00
0
0
0.0%
1.000
0.0000
-0.000
0.000
0.001
5.00
10.86
8.10
12.10
0.00
0
1
394.9%
0.933
0.0081
-0.036
0.005
0.003
7.00
9.91
6.00
7.90
0.00
1
1
257.4%
0.911
0.0155
-0.029
0.006
0.004
9.00
7.50
4.40
6.10
0.00
0
1
208.0%
0.861
0.0265
-0.033
0.009
0.005
10.00
5.59
3.20
7.20
0.00
20
44
184.8%
0.829
0.0342
-0.033
0.010
0.005
11.00
4.00
0.00
0.00
0.00
0
0
0.0%
1.000
0.0000
-0.001
0.000
0.009
12.00
3.65
1.65
4.50
0.00
0
21
114.3%
0.761
0.0675
-0.025
0.012
0.006
13.00
2.60
0.45
3.30
0.00
3
49
72.5%
0.717
0.1160
-0.018
0.014
0.007
14.00
2.75
0.00
3.00
0.00
4
54
84.4%
0.585
0.1149
-0.024
0.016
0.005
15.00
0.75
0.00
2.70
0.00
3
41
101.4%
0.492
0.0978
-0.029
0.016
0.005
16.00
0.33
0.05
0.60
0.03
31
98
55.0%
0.261
0.1471
-0.013
0.013
0.003
17.00
0.23
0.00
0.70
0.00
54
163
71.7%
0.227
0.1046
-0.015
0.012
0.002
18.00
0.40
0.00
0.40
0.00
1
23
70.3%
0.146
0.0808
-0.011
0.009
0.001
19.00
0.10
0.00
0.40
0.00
1
22
81.1%
0.131
0.0651
-0.012
0.009
0.001
20.00
0.10
0.00
0.15
-0.05
10
223
72.3%
0.062
0.0420
-0.006
0.005
0.001
21.00
1.15
0.00
1.30
0.00
0
5
143.0%
0.227
0.0524
-0.030
0.012
0.002
22.00
1.10
0.00
1.20
0.00
9
10
148.4%
0.207
0.0478
-0.030
0.011
0.002
23.00
4.70
0.25
3.60
0.00
1
1
251.9%
0.377
0.0375
-0.067
0.015
0.003
24.00
0.30
0.00
2.40
0.00
2
2
212.6%
0.287
0.0398
-0.051
0.014
0.002
25.00
0.10
0.00
0.20
0.00
10
107
112.5%
0.055
0.0246
-0.009
0.004
0.001
30.00
0.05
0.00
2.15
0.00
31
196
247.7%
0.239
0.0311
-0.054
0.012
0.002
35.00
0.05
0.00
0.25
0.00
135
504
167.2%
0.048
0.0149
-0.012
0.004
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
3.00
0.05
0.00
1.75
0.00
56
85
594.5%
-0.038
0.0035
-0.034
0.003
-0.001
10.00
0.15
0.00
1.75
0.00
4
16
179.5%
-0.168
0.0348
-0.031
0.010
-0.003
11.00
0.40
0.00
2.25
0.00
1
5
169.7%
-0.215
0.0428
-0.034
0.012
-0.003
12.00
0.65
0.05
1.75
0.00
3
3
121.7%
-0.246
0.0644
-0.026
0.013
-0.003
13.00
0.50
0.00
0.50
0.00
2
50
64.9%
-0.268
0.1261
-0.014
0.013
-0.003
14.00
1.00
0.00
1.05
0.00
2
14
73.1%
-0.416
0.1326
-0.019
0.016
-0.006
15.00
1.35
0.05
3.00
0.00
10
30
67.2%
-0.560
0.1460
-0.017
0.016
-0.008
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
What matters first
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
What can mislead you
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.
Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.