Annexon Inc (ANNX) Expected Move

Tracking the ANNX expected move helps you see how far Annexon Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Annexon Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the ANNX expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For ANNX, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The ANNX expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Annexon Inc is unlikely to go.

Annexon, Inc., a clinical-stage biopharmaceutical company, discovers and develops therapeutics for autoimmune, neurodegenerative, and ophthalmic disorders. The company's C1q is an initiating molecule of the classical complement pathway that targets distinct disease processes, such as antibody-mediated autoimmune disease and complement-mediated neurodegeneration. Its product candidates include ANX005, a monoclonal antibody, which is in Phase II/III clinical trials to treat patients with guillain- barré syndrome; Phase II trial in patients with warm autoimmune hemolytic anemia; and Phase II clinical trial for Huntington's disease and amyotrophic lateral sclerosis.

The company is also developing ANX009 that is in Phase Ib trial in patients with lupus nephritis; and ANX007, which is in Phase II clinical trials to treat patients with geographic atrophy. In addition, it develops ANX105, an investigational monoclonal antibody targeting neurodegenerative indications; and ANX1502, an investigational oral small molecule for the treatment of certain autoimmune indications. The company was incorporated in 2011 and is headquartered in Brisbane, California.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the ANNX expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Annexon Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about ANNX.