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Amgen Inc AMGN 478.48 17.22 3.73%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $479.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$6.75 $472.25 – $485.75 $470.86 – $487.14 $464.44 – $493.56
2 sessions ±2.0% ±$9.44 $469.56 – $488.44 $467.60 – $490.40 $458.69 – $499.31
3 sessions ±2.5% ±$11.88 $467.12 – $490.88 $464.82 – $493.18 $453.71 – $504.29
1 week ±3.1% ±$15.09 $463.91 – $494.09 $460.56 – $497.44 $446.86 – $511.14
2 weeks ±4.3% ±$20.60 $458.40 – $499.60 $453.52 – $504.48 $435.03 – $522.97
3 weeks ±5.2% ±$24.86 $454.14 – $503.86 $448.10 – $509.90 $426.45 – $531.55
1 month ±6.1% ±$29.12 $449.88 – $508.12 $442.64 – $515.36 $417.30 – $540.70
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±4.53%
Average actual move
4.82%
Beyond the implied move
4 / 7
Median IV change
-22.71%
Reaction session Implied Actual Used ATM IV before → after
November 04, 2026 ±4.30% +3.73% 0.87× —
August 05, 2026 ±4.83% +4.57% 0.94× —
May 01, 2026 ±4.49% -4.75% 1.06× —
February 04, 2026 ±4.76% +8.15% 1.71× —
August 06, 2025 ±4.67% -5.14% 1.10× —
May 02, 2025 ±4.56% -0.90% 0.20× 39.8% → 27.4%
February 05, 2025 ±4.10% +6.50% 1.59× 30.0% → 25.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →