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Amgen Inc AMGN

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-15T21:16:44.460Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:41:58.973682327Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:16:43.957815+00:00

Share price$434.90
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$1.08$3.58$6.08$8.58$11.07$423.42$429.01$434.59$440.18$445.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $434.90OPTION PRICELive AMGN spot · $434.90AMGN PRICE$1.35$1.38$2.31$2.50$2.69$2.81$2.93$3.48$4.03$4.55$5.05$5.54$6.20$1.39$1.95$2.21$1.79$2.22$2.85$3.48$4.25$5.02$5.68$6.33$8.40$10.35
PutsExpensive1.26×
CallsExpensive1.14×
SkewBearish+2.78 pp
Implied moveBearish±$6.42
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ448.6762.7%3.5%424.8554.2%2.6%
25Δ442.9445.4%2.2%426.6255.9%2.4%
30Δ441.8754.8%2.1%429.0350.6%1.9%
35Δ439.6748.3%1.7%432.0333.4%1.1%
40Δ437.4842.0%1.2%433.2432.6%0.9%
45Δ436.2537.3%1.0%434.1435.2%0.8%
50Δ435.0132.7%0.7%435.0437.8%0.8%
55Δ434.0532.8%0.6%436.2139.1%0.7%
60Δ433.1032.9%0.5%437.3840.3%0.6%
65Δ432.1832.5%0.4%438.5039.4%0.5%
70Δ431.3231.1%0.3%439.6238.2%0.4%
75Δ430.4629.7%0.3%441.8943.7%0.3%
80Δ429.4928.6%0.2%444.1346.5%0.3%

20Δ

Calls
Pseudo strike
448.67
IV
62.7%
B/E move
3.5%
Puts
Pseudo strike
424.85
IV
54.2%
B/E move
2.6%

25Δ

Calls
Pseudo strike
442.94
IV
45.4%
B/E move
2.2%
Puts
Pseudo strike
426.62
IV
55.9%
B/E move
2.4%

30Δ

Calls
Pseudo strike
441.87
IV
54.8%
B/E move
2.1%
Puts
Pseudo strike
429.03
IV
50.6%
B/E move
1.9%

35Δ

Calls
Pseudo strike
439.67
IV
48.3%
B/E move
1.7%
Puts
Pseudo strike
432.03
IV
33.4%
B/E move
1.1%

40Δ

Calls
Pseudo strike
437.48
IV
42.0%
B/E move
1.2%
Puts
Pseudo strike
433.24
IV
32.6%
B/E move
0.9%

45Δ

Calls
Pseudo strike
436.25
IV
37.3%
B/E move
1.0%
Puts
Pseudo strike
434.14
IV
35.2%
B/E move
0.8%

50Δ

Calls
Pseudo strike
435.01
IV
32.7%
B/E move
0.7%
Puts
Pseudo strike
435.04
IV
37.8%
B/E move
0.8%

55Δ

Calls
Pseudo strike
434.05
IV
32.8%
B/E move
0.6%
Puts
Pseudo strike
436.21
IV
39.1%
B/E move
0.7%

60Δ

Calls
Pseudo strike
433.10
IV
32.9%
B/E move
0.5%
Puts
Pseudo strike
437.38
IV
40.3%
B/E move
0.6%

65Δ

Calls
Pseudo strike
432.18
IV
32.5%
B/E move
0.4%
Puts
Pseudo strike
438.50
IV
39.4%
B/E move
0.5%

70Δ

Calls
Pseudo strike
431.32
IV
31.1%
B/E move
0.3%
Puts
Pseudo strike
439.62
IV
38.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
430.46
IV
29.7%
B/E move
0.3%
Puts
Pseudo strike
441.89
IV
43.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
429.49
IV
28.6%
B/E move
0.2%
Puts
Pseudo strike
444.13
IV
46.5%
B/E move
0.3%