Anavex Life Sciences Corp (AVXL) Expected Move

Tracking the AVXL expected move helps you see how far Anavex Life Sciences Corp's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Anavex Life Sciences Corp'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 AVXL 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 AVXL, 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 AVXL 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 Anavex Life Sciences Corp is unlikely to go.

Anavex Life Sciences Corp., a clinical stage biopharmaceutical company, engages in the development of drug candidates for the treatment of central nervous system (CNS) diseases. Its lead drug candidate is ANAVEX 2-73, which is in Phase III clinical trial for the treatment of Alzheimer's disease; Phase III clinical trial to treat pediatric patients with Rett syndrome; Phase II clinical trial for the treatment of Parkinson's disease; and preclinical clinical trials to treat epilepsy, infantile spasms, Fragile X syndrome, Angelman syndrome, multiple sclerosis, and tuberous sclerosis complex. The company's drug candidate also comprises ANAVEX 3-71, which is in Phase I clinical trial for the treatment of frontotemporal dementia and other dementia indications; and preclinical clinical trials for the treatment of neurodegenerative diseases, such as Alzheimer's and Parkinson's diseases.

Its preclinical drug candidates include ANAVEX 1-41, a sigma-1 receptor agonist for the treatment of depression, stroke, Parkinson's, and Alzheimer's diseases; ANAVEX 1066, a mixed sigma-1/sigma-2 ligand for the potential treatment of neuropathic and visceral pain; and ANAVEX 1037 to treat prostate and pancreatic cancer. The company was incorporated in 2004 and is headquartered in New York, New York.

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 AVXL expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Anavex Life Sciences Corp 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 AVXL.