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
$13.10
7-Day Straddle
$7.95
Avg IV
0.5%
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 |
|---|---|---|---|---|
| 20260904 | $13.10 | $7.95 | 0.5% | 13% |
| 20260903 | $12.00 | $8.57 | 0.5% | 12% |
| 20260902 | $8.07 | $8.07 | 1.6% | 100% |
| 20260901 | $8.30 | $8.30 | 1.5% | 96% |
| 20260831 | $8.75 | $8.75 | 1.5% | 100% |
| 20260828 | $9.10 | $9.10 | 1.3% | 97% |
| 20260827 | $9.60 | $9.60 | 1.3% | 98% |
| 20260826 | $10.70 | $10.70 | 1.2% | 86% |
| 20260825 | $9.70 | $9.70 | 1.2% | 82% |
| 20260824 | $9.80 | $9.80 | 1.2% | 89% |
| 20260821 | $10.10 | $1.05 | 1.2% | 83% |
| 20260820 | $10.15 | $2.80 | 1.2% | 89% |
| 20260819 | $10.50 | $2.92 | 1.2% | 85% |
| 20260818 | $10.00 | $3.52 | 1.1% | 80% |
| 20260817 | $10.10 | $4.22 | 1.1% | 78% |
| 20260814 | $10.35 | $4.38 | 1.1% | 75% |
| 20260813 | $11.10 | $5.35 | 1.1% | 80% |
| 20260812 | $10.55 | $5.40 | 1.0% | 70% |
| 20260811 | $11.10 | $6.08 | 1.1% | 74% |
| 20260810 | $11.90 | $6.43 | 1.0% | 67% |
| 20260806 | $13.15 | $7.75 | 1.0% | 61% |
| 20260805 | $7.80 | $7.80 | 0.6% | 25% |
| 20260804 | $8.60 | $8.60 | 0.6% | 28% |
| 20260803 | $10.05 | $10.05 | 0.6% | 24% |
| 20260731 | $8.40 | $8.40 | 0.5% | 15% |
| 20260730 | $8.80 | $8.80 | 0.4% | 11% |
| 20260729 | $10.40 | $10.40 | 0.4% | 10% |
| 20260728 | $10.05 | $10.05 | 0.4% | 11% |
| 20260727 | $10.30 | $10.30 | 0.4% | 13% |
| 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% |