AZN · Expected Move
AstraZeneca PLC
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).
AZN 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 AZN Expected Move
30-Day Straddle
$13.35
7-Day Straddle
$13.35
30-Day ATM IV
34.4%
IV Rank
97%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $13.35 | $13.35 | 34.4% | 97% |
| 20261022 | $13.40 | $13.40 | 33.9% | 92% |
| 20261021 | $12.90 | $12.90 | 33.3% | 85% |
| 20261020 | $13.10 | $13.10 | 33.2% | 84% |
| 20261019 | $13.05 | $13.05 | 33.6% | 88% |
| 20261016 | $14.15 | $1.02 | 34.7% | 100% |
| 20261015 | $13.80 | $2.48 | 32.8% | 92% |
| 20261014 | $13.75 | $4.42 | 32.9% | 94% |
| 20261013 | $13.30 | $4.47 | 33.0% | 95% |
| 20261012 | $13.60 | $5.10 | 32.6% | 90% |
| 20261009 | $14.00 | $5.65 | 32.4% | 87% |
| 20261008 | $14.05 | $5.90 | 32.0% | 83% |
| 20261007 | $14.50 | $6.50 | 32.8% | 92% |
| 20261006 | $14.60 | $6.85 | 32.3% | 87% |
| 20261005 | $14.50 | $7.05 | 32.3% | 86% |
| 20261002 | $7.80 | $7.80 | 32.1% | 84% |
| 20261001 | $8.20 | $8.20 | 32.3% | 86% |
| 20260930 | $8.15 | $8.15 | 30.6% | 65% |
| 20260929 | $8.05 | $8.05 | 29.6% | 53% |
| 20260928 | $8.25 | $8.25 | 29.2% | 47% |
| 20260925 | $8.55 | $8.55 | 27.6% | 27% |
| 20260924 | $8.95 | $8.95 | 28.7% | 42% |
| 20260923 | $8.90 | $8.90 | 27.7% | 30% |
| 20260922 | $9.20 | $9.20 | 27.2% | 23% |
| 20260921 | $10.20 | $10.20 | 28.4% | 39% |
| 20260918 | $10.20 | $2.12 | 27.5% | 27% |
| 20260917 | $10.90 | $2.77 | 28.8% | 43% |
| 20260916 | $11.00 | $3.88 | 28.4% | 38% |
| 20260915 | $10.50 | $4.15 | 27.6% | 28% |
| 20260914 | $10.25 | $4.75 | 26.5% | 14% |
| 20260911 | $11.85 | $6.05 | 30.1% | 59% |
| 20260910 | $12.45 | $6.47 | 31.2% | 72% |
| 20260909 | $12.55 | $6.88 | 30.2% | 60% |
| 20260908 | $12.75 | $7.40 | 31.5% | 77% |
| 20260904 | $13.10 | $7.95 | 29.4% | 51% |
| 20260903 | $12.00 | $8.57 | 28.1% | 34% |
| 20260902 | $8.07 | $8.07 | 28.7% | 42% |
| 20260901 | $8.30 | $8.30 | 26.9% | 20% |
| 20260831 | $8.75 | $8.75 | 28.8% | 43% |
| 20260828 | $9.10 | $9.10 | 29.2% | 47% |
| 20260827 | $9.60 | $9.60 | 30.3% | 61% |
| 20260826 | $10.70 | $10.70 | 28.9% | 44% |
| 20260825 | $9.70 | $9.70 | 27.4% | 26% |
| 20260824 | $9.80 | $9.80 | 27.4% | 25% |
| 20260821 | $10.10 | $1.05 | 27.3% | 25% |
| 20260820 | $10.15 | $2.80 | 27.6% | 28% |
| 20260819 | $10.50 | $2.92 | 28.0% | 33% |
| 20260818 | $10.00 | $3.52 | 27.0% | 20% |
| 20260817 | $10.10 | $4.22 | 26.3% | 11% |
| 20260814 | $10.35 | $4.38 | 26.2% | 10% |
| 20260813 | $11.10 | $5.35 | 26.4% | 13% |
| 20260812 | $10.55 | $5.40 | 26.3% | 11% |
| 20260811 | $11.10 | $6.08 | 27.0% | 21% |
| 20260810 | $11.90 | $6.43 | 27.9% | 31% |
| 20260807 | — | — | 27.6% | 28% |
| 20260806 | $13.15 | $7.75 | 29.4% | 51% |
| 20260805 | $7.80 | $7.80 | 28.5% | 39% |
| 20260804 | $8.60 | $8.60 | 32.0% | 83% |
| 20260803 | $10.05 | $10.05 | 33.0% | 96% |
| 20260731 | $8.40 | $8.40 | 26.8% | 18% |
More on AZN
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.