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Amgen Inc AMGN

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-15T20:04:07.124Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:26.909823485Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:06.251725+00:00

Share price$434.03
1D-0.1%
AH$433$435$438$440$4425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMGN
Sold putSold callAH

Amgen Inc options

Live interpolated AMGN call and put midpoint premiums by absolute delta.Amgen Inc$1.14$3.19$5.23$7.28$9.33$423.46$429.10$434.74$440.38$446.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $434.03OPTION PRICELive AMGN spot · $434.03AMGN PRICE$1.36$1.39$2.37$2.57$2.76$2.90$3.43$4.06$4.69$5.32$6.07$7.25$8.74$1.50$1.83$2.24$2.05$1.76$2.35$2.93$3.52$4.19$4.87$5.41$5.89$6.37
PutsExpensive1.13×
CallsExpensive1.26×
SkewBullish-6.26 pp
Implied moveBullish±$6.36
TiltBullish8.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ447.5861.1%3.4%422.8759.6%2.9%
25Δ441.2343.1%2.0%426.2752.4%2.2%
30Δ441.2656.3%2.2%428.1051.3%1.9%
35Δ438.8049.5%1.7%430.6838.6%1.2%
40Δ436.8043.5%1.3%432.6026.8%0.7%
45Δ435.3138.3%1.0%433.4228.8%0.7%
50Δ434.1337.8%0.8%434.2430.9%0.6%
55Δ433.0438.6%0.7%435.0832.8%0.6%
60Δ431.9438.6%0.6%436.1133.3%0.5%
65Δ430.8438.0%0.5%437.1433.8%0.4%
70Δ429.6537.8%0.4%438.0432.7%0.3%
75Δ428.1739.0%0.3%438.8630.8%0.2%
80Δ426.3840.7%0.3%439.6928.9%0.2%

20Δ

Calls
Pseudo strike
447.58
IV
61.1%
B/E move
3.4%
Puts
Pseudo strike
422.87
IV
59.6%
B/E move
2.9%

25Δ

Calls
Pseudo strike
441.23
IV
43.1%
B/E move
2.0%
Puts
Pseudo strike
426.27
IV
52.4%
B/E move
2.2%

30Δ

Calls
Pseudo strike
441.26
IV
56.3%
B/E move
2.2%
Puts
Pseudo strike
428.10
IV
51.3%
B/E move
1.9%

35Δ

Calls
Pseudo strike
438.80
IV
49.5%
B/E move
1.7%
Puts
Pseudo strike
430.68
IV
38.6%
B/E move
1.2%

40Δ

Calls
Pseudo strike
436.80
IV
43.5%
B/E move
1.3%
Puts
Pseudo strike
432.60
IV
26.8%
B/E move
0.7%

45Δ

Calls
Pseudo strike
435.31
IV
38.3%
B/E move
1.0%
Puts
Pseudo strike
433.42
IV
28.8%
B/E move
0.7%

50Δ

Calls
Pseudo strike
434.13
IV
37.8%
B/E move
0.8%
Puts
Pseudo strike
434.24
IV
30.9%
B/E move
0.6%

55Δ

Calls
Pseudo strike
433.04
IV
38.6%
B/E move
0.7%
Puts
Pseudo strike
435.08
IV
32.8%
B/E move
0.6%

60Δ

Calls
Pseudo strike
431.94
IV
38.6%
B/E move
0.6%
Puts
Pseudo strike
436.11
IV
33.3%
B/E move
0.5%

65Δ

Calls
Pseudo strike
430.84
IV
38.0%
B/E move
0.5%
Puts
Pseudo strike
437.14
IV
33.8%
B/E move
0.4%

70Δ

Calls
Pseudo strike
429.65
IV
37.8%
B/E move
0.4%
Puts
Pseudo strike
438.04
IV
32.7%
B/E move
0.3%

75Δ

Calls
Pseudo strike
428.17
IV
39.0%
B/E move
0.3%
Puts
Pseudo strike
438.86
IV
30.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
426.38
IV
40.7%
B/E move
0.3%
Puts
Pseudo strike
439.69
IV
28.9%
B/E move
0.2%