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Amgen Inc. Common Stock AMGN

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
i

Market dataready · fetched 2026-11-07T05:07:08.306Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:57:05.289386245Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T05:07:07.803431+00:00

Share price$461.50
1D+2.1%
AH$445$450$454$459$4645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMGN
Sold putSold callAH

Amgen Inc. Common Stock options

Live interpolated AMGN call and put midpoint premiums by absolute delta.Amgen Inc. Common Stock$1.81$7.66$13.50$19.35$25.19$419.36$440.60$461.85$483.09$504.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMGN spot · $461.50AMGN PRICE$2.44$2.60$3.53$4.37$5.36$6.26$7.58$8.84$9.71$11.71$12.82$14.15$16.03$2.63$3.37$4.36$5.22$6.30$7.49$8.80$10.21$12.59$13.93$16.62$18.76$23.51
PutsCheap0.69×
CallsCheap0.58×
SkewBearish+5.31 pp
Implied moveBearish±$16.38
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ481.4937.6%4.9%443.3138.9%4.5%
25Δ473.8629.2%3.2%447.6637.3%3.7%
30Δ472.2432.0%3.1%450.7237.8%3.3%
35Δ469.5432.0%2.7%454.0336.5%2.8%
40Δ467.1332.6%2.4%456.8636.3%2.4%
45Δ464.5531.9%2.0%459.6036.3%2.0%
50Δ462.2132.9%1.8%462.2936.2%1.7%
55Δ459.7733.0%1.5%464.9736.0%1.5%
60Δ457.4931.3%1.2%468.0938.2%1.3%
65Δ454.7732.9%1.1%470.7736.6%1.0%
70Δ452.5731.2%0.8%474.2637.8%0.8%
75Δ450.3429.9%0.6%477.3737.0%0.6%
80Δ447.7329.3%0.5%482.7439.9%0.5%

20Δ

Calls
Pseudo strike
481.49
IV
37.6%
B/E move
4.9%
Puts
Pseudo strike
443.31
IV
38.9%
B/E move
4.5%

25Δ

Calls
Pseudo strike
473.86
IV
29.2%
B/E move
3.2%
Puts
Pseudo strike
447.66
IV
37.3%
B/E move
3.7%

30Δ

Calls
Pseudo strike
472.24
IV
32.0%
B/E move
3.1%
Puts
Pseudo strike
450.72
IV
37.8%
B/E move
3.3%

35Δ

Calls
Pseudo strike
469.54
IV
32.0%
B/E move
2.7%
Puts
Pseudo strike
454.03
IV
36.5%
B/E move
2.8%

40Δ

Calls
Pseudo strike
467.13
IV
32.6%
B/E move
2.4%
Puts
Pseudo strike
456.86
IV
36.3%
B/E move
2.4%

45Δ

Calls
Pseudo strike
464.55
IV
31.9%
B/E move
2.0%
Puts
Pseudo strike
459.60
IV
36.3%
B/E move
2.0%

50Δ

Calls
Pseudo strike
462.21
IV
32.9%
B/E move
1.8%
Puts
Pseudo strike
462.29
IV
36.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
459.77
IV
33.0%
B/E move
1.5%
Puts
Pseudo strike
464.97
IV
36.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
457.49
IV
31.3%
B/E move
1.2%
Puts
Pseudo strike
468.09
IV
38.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
454.77
IV
32.9%
B/E move
1.1%
Puts
Pseudo strike
470.77
IV
36.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
452.57
IV
31.2%
B/E move
0.8%
Puts
Pseudo strike
474.26
IV
37.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
450.34
IV
29.9%
B/E move
0.6%
Puts
Pseudo strike
477.37
IV
37.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
447.73
IV
29.3%
B/E move
0.5%
Puts
Pseudo strike
482.74
IV
39.9%
B/E move
0.5%

Options history

IV · four-Friday blend36.63%
Daily close
AMGN23.8%31.7%39.6%2026-08-10: 28.84%2026-08-11: 27.94%2026-08-12: 27.08%2026-08-13: 26.26%2026-08-14: 25.45%2026-08-17: 27.25%2026-08-18: 27.98%2026-08-19: 33.61%2026-08-20: 34.83%2026-08-21: 30.44%2026-08-24: 33.71%2026-08-25: 33.63%2026-08-26: 32.76%2026-08-27: 31.70%2026-08-28: 32.98%2026-08-31: 34.10%2026-09-01: 34.33%2026-09-02: 33.99%2026-09-03: 35.26%2026-09-04: 33.80%2026-09-08: 32.83%2026-09-09: 28.76%2026-09-10: 29.28%2026-09-11: 24.93%2026-09-14: 27.15%2026-09-15: 28.03%2026-09-16: 28.00%2026-09-17: 27.53%2026-09-18: 24.91%2026-09-21: 26.83%2026-09-22: 28.41%2026-09-23: 29.33%2026-09-24: 27.76%2026-09-25: 25.42%2026-09-28: 27.14%2026-09-29: 27.97%2026-09-30: 28.33%2026-10-01: 29.62%2026-10-02: 25.40%2026-10-05: 27.42%2026-10-06: 27.09%2026-10-07: 27.20%2026-10-08: 30.27%2026-10-09: 28.04%2026-10-12: 30.01%2026-10-13: 31.24%2026-10-14: 31.91%2026-10-15: 30.93%2026-10-16: 31.27%2026-10-19: 33.42%2026-10-20: 34.49%2026-10-21: 34.26%2026-10-22: 38.05%2026-10-23: 34.08%2026-10-26: 37.03%2026-10-27: 35.97%2026-10-28: 38.54%2026-10-29: 38.29%2026-10-30: 36.63%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
28.84%
27.94%
27.08%
26.26%
25.45%
27.25%
27.98%
33.61%
34.83%
30.44%
33.71%
33.63%
32.76%
31.70%
32.98%
34.10%
34.33%
33.99%
35.26%
33.80%
32.83%
28.76%
29.28%
24.93%
27.15%
28.03%
28.00%
27.53%
24.91%
26.83%
28.41%
29.33%
27.76%
25.42%
27.14%
27.97%
28.33%
29.62%
25.40%
27.42%
27.09%
27.20%
30.27%
28.04%
30.01%
31.24%
31.91%
30.93%
31.27%
33.42%
34.49%
34.26%
38.05%
34.08%
37.03%
35.97%
38.54%
38.29%
36.63%