AMGN (Amgen Inc)

Expected Move & Straddle Price History

The expected move for AMGN 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).

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.

Current AMGN Expected Move
30-Day Straddle
$23.75
7-Day Straddle
$8.83
Avg IV
0.5%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to AMGN'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.
AMGN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260914 $23.75 $8.83 0.5% 37%
20260911 $21.60 $10.13 0.4% 20%
20260910 $23.27 $12.25 0.4% 14%
20260909 $24.40 $14.43 0.4% 21%
20260908 $26.60 $16.35 0.5% 29%
20260904 $32.35 $17.02 0.5% 46%
20260903 $32.67 $18.88 0.5% 50%
20260902 $34.12 $18.93 0.5% 47%
20260901 $33.62 $19.90 0.5% 44%
20260831 $33.72 $12.80 0.5% 40%
20260828 $32.27 $17.15 0.6% 63%
20260827 $30.68 $16.35 0.6% 60%
20260826 $31.50 $17.62 0.6% 60%
20260825 $33.15 $19.55 0.6% 62%
20260824 $32.33 $13.65 0.6% 62%
20260821 $28.10 $15.20 0.7% 100%
20260820 $29.77 $16.05 0.7% 98%
20260819 $30.55 $16.88 0.7% 100%
20260818 $26.65 $15.25 0.6% 81%
20260817 $25.82 $10.38 0.5% 58%
20260814 $23.67 $11.47 0.4% 10%
20260813 $24.35 $13.32 0.5% 50%
20260812 $25.33 $14.82 0.5% 48%
20260811 $26.65 $15.48 0.5% 37%
20260810 $27.80 $10.00 0.5% 47%
20260806 $27.62 $16.07 0.5% 63%
20260805 $28.17 $17.42 0.5% 56%
20260804 $31.85 $23.12 0.5% 64%
20260803 $31.65 $19.52 0.5% 52%
20260731 $30.82 $22.10 0.6% 87%
20260730 $31.32 $22.73 0.6% 84%
20260729 $31.75 $23.05 0.6% 81%
20260728 $34.35 $25.05 0.6% 83%
20260727 $30.85 $10.80 0.6% 69%
20260724 $29.10 $11.88 0.5% 61%
20260723 $28.75 $13.07 0.5% 60%
20260722 $29.07 $14.38 0.5% 59%
20260721 $30.55 $14.85 0.5% 59%
20260720 $30.80 $10.88 0.5% 56%
20260716 $27.05 $11.50 0.5% 52%
20260715 $27.12 $11.90 0.5% 48%
20260714 $27.68 $12.60 0.5% 47%
20260713 $27.80 $9.32 0.5% 42%
20260710 $25.68 $9.45 0.5% 47%
20260709 $27.38 $12.05 0.5% 44%
20260708 $27.80 $12.65 0.5% 48%
20260707 $26.90 $14.47 0.5% 36%
20260706 $28.40 $9.18 0.5% 42%
20260702 $22.93 $12.91 0.7% 100%
20260701 $21.55 $10.70 0.5% 58%
20260630 $22.77 $10.78 0.5% 49%
20260629 $23.12 $7.18 0.3% 3%
20260626 $20.43 $9.55 0.5% 52%
20260625 $21.35 $11.22 0.5% 40%
20260624 $20.52 $12.30 0.5% 50%
20260623 $21.55 $13.32 0.4% 29%
20260622 $20.80 $9.18 0.4% 30%
20260618 $20.75 $10.52 0.4% 24%
20260617 $21.52 $12.00 0.4% 20%
20260616 $21.40 $13.85 0.4% 20%