AMRX (Amneal Pharmaceuticals, Inc. Class A Common Stock)

Expected Move & Straddle Price History

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).

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 AMRX Expected Move
30-Day Straddle
$2.55
7-Day Straddle
$2.55
Avg IV
0.9%
IV Rank
23%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260727 $2.55 $2.55 0.9% 23%
20260724 $3.00 $3.00 1.3% 46%
20260723 $2.17 $2.17 1.0% 25%
20260722 $2.73 $2.73 1.4% 53%
20260721 $3.73 $3.73 1.0% 27%
20260720 $2.65 $2.65 1.4% 59%
20260716 $3.88 $1.42 0.9% 23%
20260715 $2.67 $1.38 0.8% 12%
20260714 $2.98 $1.55 1.2% 39%
20260713 $3.15 $1.80 1.0% 26%
20260710 $3.55 $1.75 1.0% 25%
20260709 $3.35 $2.08 0.8% 14%
20260708 $3.50 $1.60 0.8% 11%
20260707 $3.50 $1.85 1.1% 37%
20260706 $4.03 $1.80 1.1% 35%
20260702 $2.00 $2.00 1.2% 40%
20260701 $1.90 $1.90 2.0% 95%
20260630 $1.97 $1.97 1.5% 64%
20260629 $2.17 $2.17 1.1% 37%
20260626 $1.05 $1.05 1.6% 71%
20260625 $1.65 $1.65 1.6% 69%
20260624 $1.48 $1.48 1.0% 27%
20260623 $1.48 $1.48 0.9% 24%
20260622 $1.35 $1.35 1.3% 48%
20260618 $1.35 $1.48 1.2% 38%
20260617 $2.00 $3.08 1.2% 42%
20260616 $1.82 $2.47 0.9% 17%
20260615 $1.90 $1.40 0.9% 18%
20260613 $1.88 $1.95 0.8% 16%
20260612 $1.77 $2.05 0.6% 0%
20260611 $2.35 $2.15 1.0% 14%
20260610 $1.93 $1.18 1.0% 15%
20260609 $1.80 $1.92 1.0% 15%
20260608 $2.08 $1.75 1.1% 29%
20260605 $2.07 $1.98 0.9% 13%
20260604 $2.75 $1.68 0.9% 11%
20260603 $3.15 $0.77 1.0% 16%
20260602 $1.50 $1.50 2.0% 100%
20260601 $1.38 $1.38 1.6% 64%
20260529 $1.45 $1.45 1.6% 63%
20260528 $1.70 $1.70 1.3% 43%
20260527 $1.00 $1.00 1.5% 57%
20260526 $2.02 $2.02 1.4% 48%
20260522 $2.15 $2.15 1.1% 27%
20260521 $1.25 $1.25 1.3% 39%
20260520 $1.88 $1.88 1.3% 43%
20260519 $1.88 $1.88 1.6% 71%
20260518 $2.00 $2.00 1.4% 55%
20260515 $2.20 $2.27 1.5% 60%
20260514 $1.90 $0.62 1.5% 61%
20260513 $1.95 $1.82 1.4% 52%
20260512 $1.62 $1.10 1.3% 46%
20260511 $2.08 $0.55 1.3% 51%
20260510 $2.20 $1.85 1.2% 40%
20260508 $2.20 $1.85 1.2% 45%
20260507 $1.82 $2.38 0.9% 22%
20260506 $2.95 $1.38 1.0% 26%
20260505 $2.12 $2.52 1.1% 29%
20260504 $1.35 $1.05 1.0% 25%
20260502 $2.65 $2.65 1.6% 64%