Amgen Inc. (AMGN)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 12:33 UTC · Figures derived from the full chain (1,766 contracts, 14 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±8.3% (range 396.52–467.88) by Nov 20, 2026. ATM straddle: 35.67 @ strike 430 · ATM IV: 32.6%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 388.98 | -10% | 85.2% | 14.8% |
| 410.59 | -5% | 68.6% | 31.4% |
| 432.20 | +0% | 48.1% | 51.9% |
| 453.81 | +5% | 29.0% | 71.0% |
| 475.42 | +10% | 15.0% | 85.0% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±3.1% | 27.7% | 4,270 |
| Oct 30, 2026 | 11 | ±4.5% | 28.8% | 2,890 |
| Nov 06, 2026 | 18 | ±6.7% | 34.6% | 977 |
| Nov 13, 2026 | 25 | ±7.4% | 33.1% | 395 |
| Nov 20, 2026 | 32 | ±8.3% | 32.6% | 21.2K |
| Nov 27, 2026 | 39 | ±8.5% | 31.2% | 189 |
| Dec 18, 2026 | 60 | ±10.2% | 30.7% | 18.2K |
| Jan 15, 2027 | 88 | ±12.0% | 30.0% | 34.4K |
| Mar 19, 2027 | 151 | ±16.2% | 31.5% | 7,651 |
| Apr 16, 2027 | 179 | ±17.9% | 32.0% | 3,347 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 350 P · 3,418500 C · 2,420310 C · 2,242420 C · 2,211425 C · 2,176
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 48.4% of the time.
Past earnings reactions
Avg |reaction| 4.6% · median 4.3% (20 reports). Two-session close-to-close window; definition
About Amgen Inc.
Amgen Inc., established in 1980 and headquartered in Thousand Oaks, California, is a global biotechnology leader focused on discovering, developing, manufacturing, and delivering groundbreaking human medicines. The company's scientific endeavors span several critical therapeutic categories, including inflammatory conditions, oncology and hematology, bone health, cardiovascular diseases, nephrology, and neuroscience. Its extensive portfolio features a range of significant pharmaceutical products. Notable examples include Enbrel, prescribed for conditions like plaque psoriasis, rheumatoid arthritis, and psoriatic arthritis; Neulasta, which helps cancer patients by reducing the risk of infection linked to a low white blood cell count; Prolia, utilized in postmenopausal women to combat osteoporosis; and Xgeva, designed to prevent skeletal-related complications. Otezla offers relief for adult patients suffering from plaque psoriasis, psoriatic arthritis, and oral ulcers associated with Behçet's disease. Aranesp addresses anemia and low red blood cell counts, while KYPROLIS is employed to treat patients with relapsed or refractory multiple myeloma. Furthermore, Repatha plays a vital role
Healthcare · Drug Manufacturers - General · NASDAQ · Profile: Financial Modeling Prep
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