Share price$434.00
1D+0.1%
Sold putSold callAH
Amgen Inc AMGN
HEALTHCARE · DRUG MANUFACTURERS - GENERALi
Market dataready · fetched 2026-10-16T01:04:21.137Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:10:27.689946998Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:04:20.434488+00:00
Amgen Inc options
PutsExpensive1.12×
CallsCheap0.89×
SkewBearish+2.42 pp
Implied moveBearish±$35.80
TiltBearish11.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 474.58 | 30.6% | 10.4% | 400.18 | 34.4% | 9.1% |
| 25Δ | 468.43 | 31.8% | 9.4% | 407.69 | 34.0% | 7.8% |
| 30Δ | 461.30 | 31.7% | 8.1% | 414.17 | 34.2% | 6.7% |
| 35Δ | 454.89 | 31.6% | 7.0% | 420.85 | 33.1% | 5.6% |
| 40Δ | 449.04 | 31.7% | 6.2% | 426.40 | 34.3% | 5.0% |
| 45Δ | 443.40 | 31.7% | 5.4% | 432.33 | 33.9% | 4.2% |
| 50Δ | 437.82 | 31.5% | 4.6% | 438.14 | 33.8% | 3.6% |
| 55Δ | 432.40 | 31.6% | 4.0% | 443.96 | 33.6% | 3.0% |
| 60Δ | 426.93 | 31.7% | 3.4% | 450.01 | 33.6% | 2.4% |
| 65Δ | 421.28 | 31.9% | 2.9% | 456.43 | 33.7% | 2.0% |
| 70Δ | 415.16 | 32.4% | 2.4% | 463.51 | 34.1% | 1.5% |
| 75Δ | 409.04 | 32.2% | 2.0% | 472.04 | 35.0% | 1.1% |
| 80Δ | 402.17 | 32.2% | 1.5% | 482.80 | 36.3% | 0.8% |
20Δ
- Pseudo strike
- 474.58
- IV
- 30.6%
- B/E move
- 10.4%
- Pseudo strike
- 400.18
- IV
- 34.4%
- B/E move
- 9.1%
25Δ
- Pseudo strike
- 468.43
- IV
- 31.8%
- B/E move
- 9.4%
- Pseudo strike
- 407.69
- IV
- 34.0%
- B/E move
- 7.8%
30Δ
- Pseudo strike
- 461.30
- IV
- 31.7%
- B/E move
- 8.1%
- Pseudo strike
- 414.17
- IV
- 34.2%
- B/E move
- 6.7%
35Δ
- Pseudo strike
- 454.89
- IV
- 31.6%
- B/E move
- 7.0%
- Pseudo strike
- 420.85
- IV
- 33.1%
- B/E move
- 5.6%
40Δ
- Pseudo strike
- 449.04
- IV
- 31.7%
- B/E move
- 6.2%
- Pseudo strike
- 426.40
- IV
- 34.3%
- B/E move
- 5.0%
45Δ
- Pseudo strike
- 443.40
- IV
- 31.7%
- B/E move
- 5.4%
- Pseudo strike
- 432.33
- IV
- 33.9%
- B/E move
- 4.2%
50Δ
- Pseudo strike
- 437.82
- IV
- 31.5%
- B/E move
- 4.6%
- Pseudo strike
- 438.14
- IV
- 33.8%
- B/E move
- 3.6%
55Δ
- Pseudo strike
- 432.40
- IV
- 31.6%
- B/E move
- 4.0%
- Pseudo strike
- 443.96
- IV
- 33.6%
- B/E move
- 3.0%
60Δ
- Pseudo strike
- 426.93
- IV
- 31.7%
- B/E move
- 3.4%
- Pseudo strike
- 450.01
- IV
- 33.6%
- B/E move
- 2.4%
65Δ
- Pseudo strike
- 421.28
- IV
- 31.9%
- B/E move
- 2.9%
- Pseudo strike
- 456.43
- IV
- 33.7%
- B/E move
- 2.0%
70Δ
- Pseudo strike
- 415.16
- IV
- 32.4%
- B/E move
- 2.4%
- Pseudo strike
- 463.51
- IV
- 34.1%
- B/E move
- 1.5%
75Δ
- Pseudo strike
- 409.04
- IV
- 32.2%
- B/E move
- 2.0%
- Pseudo strike
- 472.04
- IV
- 35.0%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 402.17
- IV
- 32.2%
- B/E move
- 1.5%
- Pseudo strike
- 482.80
- IV
- 36.3%
- B/E move
- 0.8%