AZN (AstraZeneca PLC)
Expected Move & Straddle Price History
The expected move for AZN 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 AZN Expected Move
30-Day Straddle
$11.45
7-Day Straddle
$11.45
Avg IV
0.4%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to AZN'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.
AZN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260724 | $11.45 | $11.45 | 0.4% | 13% |
| 20260723 | $12.25 | $12.25 | 0.4% | 12% |
| 20260722 | $12.95 | $12.95 | 0.4% | 9% |
| 20260721 | $12.85 | $12.85 | 0.4% | 13% |
| 20260720 | $12.15 | $12.15 | 0.4% | 11% |
| 20260716 | $13.40 | $2.27 | 0.4% | 10% |
| 20260715 | $13.45 | $3.48 | 0.4% | 9% |
| 20260714 | $13.55 | $3.90 | 0.4% | 10% |
| 20260713 | $13.90 | $4.58 | 0.4% | 9% |
| 20260710 | $14.35 | $5.22 | 0.4% | 7% |
| 20260709 | $15.50 | $6.28 | 0.4% | 8% |
| 20260708 | $16.30 | $7.35 | 0.4% | 6% |
| 20260707 | $16.45 | $7.90 | 0.5% | 12% |
| 20260706 | $16.25 | $7.30 | 0.3% | 0% |
| 20260702 | $9.55 | $9.55 | 1.3% | 78% |
| 20260701 | $8.10 | $8.10 | 1.2% | 65% |
| 20260630 | $8.25 | $8.25 | 1.1% | 61% |
| 20260629 | $9.10 | $9.10 | 1.1% | 58% |
| 20260626 | $8.45 | $8.45 | 1.0% | 53% |
| 20260625 | $9.40 | $9.40 | 1.0% | 55% |
| 20260624 | $9.00 | $9.00 | 1.0% | 53% |
| 20260623 | $9.30 | $9.30 | 1.0% | 53% |
| 20260622 | $9.20 | $9.20 | 1.0% | 54% |
| 20260618 | $10.45 | $2.20 | 1.0% | 50% |
| 20260617 | $10.75 | $2.75 | 1.0% | 52% |
| 20260616 | $10.60 | $3.38 | 0.9% | 46% |
| 20260615 | $11.10 | $4.72 | 0.9% | 46% |
| 20260613 | $11.50 | $4.97 | 1.0% | 47% |
| 20260612 | $11.70 | $5.17 | 0.9% | 45% |
| 20260611 | $12.85 | $6.45 | 1.0% | 49% |
| 20260610 | $12.70 | $6.60 | 0.9% | 39% |
| 20260609 | $13.35 | $7.27 | 0.8% | 36% |
| 20260608 | $13.85 | $8.80 | 0.9% | 39% |
| 20260605 | $14.20 | $9.55 | 0.8% | 15% |
| 20260604 | $14.45 | $9.10 | 0.8% | 17% |
| 20260603 | $14.10 | $9.35 | 0.8% | 16% |
| 20260602 | $10.00 | $10.00 | 1.3% | 32% |
| 20260601 | $10.30 | $10.30 | 1.3% | 34% |
| 20260529 | $10.90 | $10.90 | 1.1% | 26% |
| 20260528 | $10.45 | $10.45 | 1.2% | 29% |
| 20260527 | $11.10 | $11.10 | 1.1% | 27% |
| 20260526 | $12.90 | $12.90 | 1.1% | 25% |
| 20260522 | $11.75 | $11.75 | 1.1% | 25% |
| 20260521 | $11.90 | $11.90 | 1.1% | 24% |
| 20260520 | $12.10 | $12.10 | 1.0% | 22% |
| 20260519 | $12.20 | $12.20 | 1.0% | 23% |
| 20260518 | $12.45 | $12.45 | 1.0% | 21% |
| 20260515 | $12.60 | $3.12 | 1.0% | 21% |
| 20260514 | $13.40 | $2.27 | 0.9% | 20% |
| 20260513 | $13.00 | $4.25 | 0.9% | 18% |
| 20260512 | $13.15 | $4.15 | 0.9% | 20% |
| 20260511 | $13.10 | $5.03 | 0.9% | 19% |
| 20260510 | $12.90 | $5.35 | 0.9% | 19% |
| 20260508 | $12.90 | $5.35 | 0.8% | 17% |
| 20260507 | $13.40 | $5.95 | 0.9% | 17% |
| 20260506 | $13.65 | $6.20 | 0.9% | 18% |
| 20260505 | $13.85 | $6.75 | 0.9% | 18% |
| 20260504 | $14.15 | $7.10 | 0.9% | 18% |
| 20260502 | $7.80 | $7.80 | 0.6% | 8% |
| 20260501 | $7.80 | $7.80 | 0.5% | 5% |