Axsome Therapeutics Inc (AXSM) Expected Move

Tracking the AXSM expected move helps you see how far Axsome Therapeutics Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Axsome Therapeutics 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 AXSM 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 AXSM, 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 AXSM 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 Axsome Therapeutics Inc is unlikely to go.

Axsome Therapeutics, Inc., a biopharmaceutical company, engages in the development of novel therapies for central nervous system (CNS) disorders in the United States. The company's product pipeline includes AXS-05, a therapeutic for the treatment of major depressive disorder and resistant depression disorders; and that is in the Phase III clinical trial to treat Alzheimer's disease agitation, as well as that has completed phase II clinical trial for the treatment of smoking cessation. It is also developing AXS-07, a novel, oral, rapidly absorbed, multi-mechanistic, and investigational medicine that has completed two Phase III trials for the acute treatment of migraine; AXS-12, a selective and potent norepinephrine reuptake inhibitor, which is in Phase III trial to treat narcolepsy; and AXS-14, a novel, oral, and investigational medicine that is in Phase III trial for the treatment of fibromyalgia.

Axsome Therapeutics, Inc. has a research collaboration agreement with Duke University for evaluating AXS-05 in smoking cessation. The company was incorporated in 2012 and is based 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 AXSM expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Axsome Therapeutics 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 AXSM.