AMPH · Expected Move

Amphastar Pharmaceuticals, Inc.

The expected move for AMPH 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).

AMPH straddle price & implied vol

60 sessions

Bars: 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 AMPH Expected Move
30-Day Straddle
$4.62
7-Day Straddle
$4.62
30-Day ATM IV
63.1%
IV Rank
32%
Implied one-standard-deviation move through the next 30 days. Compare to AMPH'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.
AMPH Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $4.62 $4.62 63.1% 32%
20261021 $4.57 $4.57 69.1% 43%
20261020 $4.43 $4.43 71.4% 47%
20261019 $4.90 $4.90 81.4% 64%
20261016 $4.80 $2.48 74.2% 51%
20261015 $4.82 $3.17 58.3% 24%
20261014 $4.58 $2.80 72.4% 48%
20261013 $4.70 $1.85 74.5% 52%
20261012 $4.70 $3.50 52.6% 14%
20261009 $4.57 $3.50 62.7% 31%
20261008 $4.82 $2.83 67.3% 39%
20261007 $4.80 $2.60 65.6% 36%
20261006 $4.80 $3.17 64.8% 35%
20261005 $4.78 $2.83 65.2% 36%
20261002 $2.88 $2.88 61.3% 29%
20261001 $2.35 $2.35 59.5% 26%
20260930 $2.75 $2.75 60.1% 27%
20260929 $3.60 $3.60 57.0% 21%
20260928 $3.65 $3.65 58.8% 25%
20260925 $3.00 $3.00 57.9% 23%
20260924 $3.05 $3.05 50.8% 11%
20260923 $2.55 $2.55 54.0% 16%
20260922 $2.92 $2.92 58.8% 25%
20260921 $3.15 $3.15 65.1% 36%
20260918 $3.73 $3.20 55.2% 18%
20260917 $3.20 $1.95 67.4% 40%
20260916 $3.75 $3.15 61.1% 29%
20260915 $4.15 $3.10 47.7% 5%
20260914 $2.60 $3.58 46.4% 3%
20260911 $2.90 $3.62 47.7% 5%
20260910 $3.88 $3.58 62.5% 31%
20260909 $3.90 $3.50 48.0% 6%
20260908 $4.03 $3.60 76.9% 56%
20260904 $3.42 $3.65 44.6% 0%
20260903 $3.02 $3.62 46.6% 2%
20260902 $3.50 $3.50 59.0% 24%
20260901 $3.85 $3.85 45.7% 0%
20260831 $2.75 $2.75 69.0% 38%
20260828 $3.75 $3.75 82.1% 62%
20260827 $3.78 $3.78 82.2% 62%
20260826 $4.12 $4.12 82.8% 63%
20260825 $2.33 $2.33 52.3% 6%
20260824 $2.48 $2.48 61.7% 24%
20260821 $2.52 $3.15 58.6% 18%
20260820 $2.65 $3.70 60.7% 22%
20260819 $3.15 $3.08 49.1% 0%
20260818 $2.62 $3.70 65.9% 30%
20260817 $4.38 $2.38 92.1% 81%
20260814 $4.40 $2.83 75.9% 50%
20260813 $4.08 $1.92 93.5% 83%
20260812 $4.15 $1.93 82.6% 63%
20260811 $3.48 $2.60 71.2% 41%
20260810 $4.42 $2.65 80.9% 59%
20260807 — — 64.2% 27%
20260806 $4.45 $3.60 92.8% 82%
20260805 $3.57 $3.57 84.1% 65%
20260804 $3.53 $3.53 92.1% 81%
20260803 $3.80 $3.80 102.2% 100%
20260731 $3.35 $3.35 69.3% 41%
20260730 $3.70 $3.70 66.3% 35%

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.