AMRX · Expected Move
Amneal Pharmaceuticals, Inc. Class A Common Stock
The expected move for AMRX 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).
AMRX 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 AMRX Expected Move
30-Day Straddle
$4.15
7-Day Straddle
$4.15
30-Day ATM IV
76.8%
IV Rank
72%
Implied one-standard-deviation move through the next 30 days. Compare to AMRX'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.
AMRX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $4.15 | $4.15 | 76.8% | 72% |
| 20261023 | $3.32 | $3.32 | 67.4% | 56% |
| 20261022 | $1.97 | $1.97 | 53.7% | 31% |
| 20261021 | $3.28 | $3.28 | 67.0% | 55% |
| 20261020 | $2.40 | $2.40 | 52.7% | 30% |
| 20261019 | $3.00 | $3.00 | 60.7% | 44% |
| 20261016 | $3.20 | $8.25 | 53.5% | 31% |
| 20261015 | $4.25 | $1.43 | 64.4% | 50% |
| 20261014 | $3.98 | $0.82 | 66.6% | 54% |
| 20261013 | $4.25 | $0.68 | 92.6% | 100% |
| 20261012 | $4.22 | $0.85 | 81.4% | 87% |
| 20261009 | $4.00 | $1.07 | 75.3% | 75% |
| 20261008 | $4.20 | $1.82 | — | — |
| 20261007 | $3.77 | $0.93 | 56.9% | 40% |
| 20261006 | $2.90 | $1.20 | 44.3% | 16% |
| 20261005 | $4.30 | $1.32 | 60.4% | 47% |
| 20261002 | $1.40 | $1.40 | 58.6% | 44% |
| 20261001 | $1.02 | $1.02 | 53.5% | 34% |
| 20260930 | $1.35 | $1.35 | 53.5% | 34% |
| 20260929 | $1.48 | $1.48 | 55.2% | 37% |
| 20260928 | $2.33 | $2.33 | 64.2% | 54% |
| 20260925 | $2.15 | $2.15 | 58.4% | 43% |
| 20260924 | $2.00 | $2.00 | 51.1% | 29% |
| 20260923 | $2.17 | $2.17 | 52.4% | 32% |
| 20260922 | $2.12 | $2.12 | 40.6% | 9% |
| 20260921 | $2.22 | $2.22 | 54.5% | 36% |
| 20260918 | $1.80 | $2.55 | 44.6% | 17% |
| 20260917 | $2.40 | $1.35 | 53.5% | 34% |
| 20260916 | $2.65 | $1.32 | 64.1% | 54% |
| 20260915 | $1.82 | $0.53 | 51.6% | 30% |
| 20260914 | $1.98 | $0.68 | 48.7% | 24% |
| 20260911 | $1.62 | $0.60 | 35.9% | 0% |
| 20260910 | $1.90 | $0.55 | 50.0% | 23% |
| 20260909 | $2.12 | $0.82 | 47.9% | 20% |
| 20260908 | $2.40 | $0.78 | 39.2% | 4% |
| 20260904 | $2.50 | $0.93 | 37.8% | 2% |
| 20260903 | $3.33 | $1.20 | 53.3% | 26% |
| 20260902 | $1.32 | $1.32 | 49.6% | 18% |
| 20260901 | $1.12 | $1.12 | 54.5% | 24% |
| 20260831 | $1.05 | $1.05 | 36.6% | 0% |
| 20260828 | $1.07 | $1.07 | 39.6% | 4% |
| 20260827 | $1.30 | $1.30 | 44.5% | 10% |
| 20260826 | $2.22 | $2.22 | 54.8% | 24% |
| 20260825 | $1.55 | $1.55 | 44.1% | 10% |
| 20260824 | $1.57 | $1.57 | 45.4% | 12% |
| 20260821 | $2.33 | $1.90 | 43.8% | 9% |
| 20260820 | $1.73 | $1.20 | 43.5% | 9% |
| 20260819 | $1.85 | $1.23 | 40.0% | 4% |
| 20260818 | $2.42 | $1.85 | 37.9% | 1% |
| 20260817 | $2.85 | $1.65 | 85.1% | 65% |
| 20260814 | $2.70 | $1.98 | 63.4% | 36% |
| 20260813 | $2.27 | $1.90 | 36.9% | 0% |
| 20260812 | $2.45 | $1.52 | 46.1% | 10% |
| 20260811 | $2.60 | $1.35 | 59.5% | 28% |
| 20260810 | $2.05 | $2.45 | 39.0% | 0% |
| 20260807 | — | — | 50.2% | 12% |
| 20260806 | $2.02 | $1.55 | 82.6% | 59% |
| 20260805 | $2.17 | $2.17 | 59.2% | 25% |
| 20260804 | $2.80 | $2.80 | 58.2% | 24% |
| 20260803 | $2.15 | $2.15 | 50.2% | 12% |
More on AMRX
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.