The figure at the center of Edvard Munch's "The Scream" has gone by many names: a fetus, a worm, a tadpole, a skull. It has been dubbed "the portrait of a soul" and "the face that launched 1,000 therapists."

Now, for the first time in history it is something else: an auction celebrity.

"The Scream" will be on the block at Sotheby's on May...