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
$13.40
7-Day Straddle
$7.60
Avg IV
0.8%
IV Rank
36%
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 |
|---|---|---|---|---|
| 20260609 | $13.40 | $7.60 | 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% |
| 20260430 | $8.50 | $8.50 | 0.5% | 6% |
| 20260429 | $8.65 | $8.65 | 0.4% | 4% |
| 20260428 | $11.40 | $11.40 | 0.4% | 2% |
| 20260427 | $12.15 | $12.15 | 0.5% | 5% |
| 20260424 | $11.90 | $11.90 | 0.5% | 4% |
| 20260423 | $12.25 | $12.25 | 0.5% | 4% |
| 20260422 | $12.35 | $12.35 | 0.5% | 4% |
| 20260421 | $13.00 | $13.00 | 0.5% | 4% |
| 20260420 | $13.05 | $13.05 | 0.5% | 5% |
| 20260417 | $14.65 | $5.65 | 0.4% | 3% |
| 20260416 | $13.65 | $2.85 | 0.4% | 3% |
| 20260415 | $13.60 | $3.80 | 0.4% | 3% |
| 20260414 | $14.25 | $5.47 | 0.4% | 2% |
| 20260413 | $14.10 | $5.22 | 0.4% | 3% |
| 20260410 | $14.85 | $6.80 | 0.4% | 3% |
| 20260409 | $15.85 | $7.55 | 0.4% | 2% |
| 20260408 | $15.85 | $8.35 | 0.4% | 0% |
| 20260407 | $16.25 | $7.85 | 0.4% | 2% |
| 20260406 | $16.35 | $8.38 | 0.4% | 3% |
| 20260402 | $17.20 | $8.93 | 0.3% | 0% |
| 20260401 | $10.10 | $10.10 | 1.3% | 34% |
| 20260331 | $9.97 | $9.97 | 1.4% | 35% |
| 20260330 | $10.57 | $10.57 | 1.3% | 32% |
| 20260327 | $9.95 | $9.95 | 1.3% | 31% |
| 20260326 | $10.07 | $10.07 | 1.3% | 31% |
| 20260325 | $10.05 | $10.05 | 1.1% | 27% |
| 20260324 | $10.88 | $10.88 | 1.1% | 26% |
| 20260323 | $11.27 | $11.27 | 1.2% | 29% |
| 20260320 | $12.15 | $2.98 | 1.0% | 23% |
| 20260319 | $12.70 | $3.37 | 1.0% | 23% |
| 20260318 | $12.78 | $4.27 | 1.1% | 25% |