AMGN · Expected Move
Amgen Inc
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).
AMGN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current AMGN Expected Move
30-Day Straddle
$32.80
7-Day Straddle
$23.33
30-Day ATM IV
31.7%
IV Rank
54%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261029 | $32.80 | $23.33 | 31.7% | 54% |
| 20261028 | $35.30 | $24.93 | 33.9% | 71% |
| 20261027 | $34.90 | $24.77 | 33.7% | 69% |
| 20261026 | $35.78 | $12.47 | 34.3% | 74% |
| 20261023 | $33.55 | $13.80 | 34.3% | 74% |
| 20261022 | $36.10 | $17.08 | 35.6% | 84% |
| 20261021 | $33.10 | $17.05 | 33.2% | 65% |
| 20261020 | $33.90 | $18.20 | 33.3% | 66% |
| 20261019 | $32.70 | $12.00 | 33.1% | 64% |
| 20261016 | $31.80 | $13.32 | 32.9% | 63% |
| 20261015 | $31.70 | $14.82 | 32.6% | 60% |
| 20261014 | $31.27 | $15.70 | 32.1% | 56% |
| 20261013 | $30.70 | $15.15 | 32.0% | 56% |
| 20261012 | $31.05 | $10.80 | 31.8% | 54% |
| 20261009 | $28.45 | $12.82 | 31.2% | 49% |
| 20261008 | $29.73 | $13.75 | 31.8% | 54% |
| 20261007 | $28.70 | $12.77 | 30.4% | 45% |
| 20261006 | $28.52 | $14.00 | 29.8% | 40% |
| 20261005 | $28.93 | $9.66 | 29.4% | 37% |
| 20261002 | $23.45 | $10.57 | 27.5% | 23% |
| 20261001 | $26.27 | $12.32 | 28.7% | 33% |
| 20260930 | $26.62 | $15.50 | 27.7% | 29% |
| 20260929 | $27.02 | $15.68 | 27.4% | 27% |
| 20260928 | $26.98 | $10.72 | 27.1% | 25% |
| 20260925 | $23.57 | $11.85 | 26.2% | 19% |
| 20260924 | $23.45 | $13.55 | 26.0% | 18% |
| 20260923 | $24.85 | $15.00 | 26.7% | 23% |
| 20260922 | $25.57 | $15.03 | 27.0% | 24% |
| 20260921 | $24.70 | $9.25 | 26.1% | 19% |
| 20260918 | $21.20 | $10.53 | 24.9% | 10% |
| 20260917 | $21.43 | $12.12 | 25.4% | 14% |
| 20260916 | $22.98 | $13.22 | 26.5% | 21% |
| 20260915 | $23.50 | $13.75 | 27.0% | 25% |
| 20260914 | $23.75 | $8.83 | 26.2% | 19% |
| 20260911 | $21.60 | $10.13 | 25.5% | 14% |
| 20260910 | $23.27 | $12.25 | 26.9% | 24% |
| 20260909 | $24.40 | $14.43 | 27.2% | 26% |
| 20260908 | $26.60 | $16.35 | 29.1% | 40% |
| 20260904 | $32.35 | $17.02 | 33.4% | 70% |
| 20260903 | $32.67 | $18.88 | 32.9% | 66% |
| 20260902 | $34.12 | $18.93 | 33.6% | 71% |
| 20260901 | $33.62 | $19.90 | 33.0% | 67% |
| 20260831 | $33.72 | $12.80 | 33.5% | 71% |
| 20260828 | $32.27 | $17.15 | 33.3% | 70% |
| 20260827 | $30.68 | $16.35 | 31.1% | 53% |
| 20260826 | $31.50 | $17.62 | 31.4% | 56% |
| 20260825 | $33.15 | $19.55 | 32.0% | 60% |
| 20260824 | $32.33 | $13.65 | 31.0% | 53% |
| 20260821 | $28.10 | $15.20 | 29.5% | 43% |
| 20260820 | $29.77 | $16.05 | 30.4% | 49% |
| 20260819 | $30.55 | $16.88 | 30.1% | 46% |
| 20260818 | $26.65 | $15.25 | 27.0% | 25% |
| 20260817 | $25.82 | $10.38 | 26.2% | 19% |
| 20260814 | $23.67 | $11.47 | 25.9% | 17% |
| 20260813 | $24.35 | $13.32 | 25.9% | 17% |
| 20260812 | $25.33 | $14.82 | 26.5% | 21% |
| 20260811 | $26.65 | $15.48 | 27.7% | 30% |
| 20260810 | $27.80 | $10.00 | 28.5% | 35% |
| 20260807 | — | — | 28.8% | 37% |
| 20260806 | $27.62 | $16.07 | 30.1% | 47% |
More on AMGN
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.