Astrazeneca plc (AZN) Expected Move

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

AstraZeneca PLC, a biopharmaceutical company, focuses on the discovery, development, manufacture, and commercialization of prescription medicines. The company's marketed products include Tagrisso, Imfinzi, Lynparza, Calquence, Enhertu, Orpathys, Truqap, Zoladex, Faslodex, Farxiga, Brilinta, Lokelma, Roxadustat, Andexxa, Crestor, Seloken, Onglyza, Bydureon, Fasenra, Breztri, Symbicort, Saphnelo, Tezspire, Pulmicort, Bevespi, and Daliresp for cardiovascular, renal, metabolism, and oncology. Its marketed products also comprise Vaxzevria, Beyfortus, Synagis, FluMist, Soliris, Ultomiris, Strensiq, Koselugo, and Kanuma for covid-19 and rare disease.

The company serves primary care and specialty care physicians through distributors and local representative offices in the United Kingdom, rest of Europe, the Americas, Asia, Africa, and Australasia. It has a collaboration agreement with Neurimmune AG to develop and commercialize NI006; BenevolentAI for drug discovery for systemic lupus erythematosus; Lunit for developing AI-Powered Digital Pathology Risk Assessment Tools for NSCLC; and Absci Corporation for AI-driven drug discovery against an oncology target. The company was formerly known as Zeneca Group PLC and changed its name to AstraZeneca PLC in April 1999. AstraZeneca PLC was incorporated in 1992 and is headquartered in Cambridge, the United Kingdom.

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 AZN expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Astrazeneca plc 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 AZN.