Jazz Pharmaceuticals plc (JAZZ) Expected Move

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

Jazz Pharmaceuticals plc, a biopharmaceutical company, identifies, develops, and commercializes pharmaceutical products for various unmet medical needs in the United States, Europe, and internationally. The company has a portfolio of products and product candidates with a focus in the areas of neuroscience, including sleep medicine and movement disorders; and in oncology, including hematologic and solid tumors. Its lead marketed products include Xyrem, an oral solution for the treatment of cataplexy and excessive daytime sleepiness (EDS) in narcolepsy patients seven years of age and older; Sunosi for the treatment of EDS in patients with narcolepsy and obstructive sleep apnea; Erwinaze to treat acute lymphoblastic leukemia; Defitelio for the treatment of adult and pediatric patients with hepatic veno-occlusive disease; Vyxeos liposome for injection, a product for the treatment of adults with newly-diagnosed therapy-related acute myeloid leukemia; and Zepzelca for the treatment of adult patients with metastatic small cell lung cancer.

The company also offers Xywav, an oxybate product candidate, to treat EDS and cataplexy with narcolepsy and idiopathic hypersomnia; JZP-324, a low sodium oxybate formulation with the potential to provide a clinically meaningful option for narcolepsy patients; JZP385, a T-type calcium channel modulator, for the treatment of essential tremor; JZP458, a recombinant Erwinia asparaginase, for use as a component of a multi-agent chemotherapeutic regimen in the treatment of pediatric and adult patients; and JZP150 for treatment of post-traumatic stress disorder. The company has licensing and collaboration agreements with ImmunoGen, Inc.; Codiak BioSciences, Inc.; Pfenex, Inc.; XL-protein GmbH; and Redx Pharma plc. Jazz Pharmaceuticals plc was incorporated in 2003 and is headquartered in Dublin, Ireland.

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