ThetaOwl

AZN

AstraZeneca PLCHealthcare
$203.49
Neutral
Mkt Cap: $315.47B|Float: 1.54B|SI: 0.2%|DTC: 1.0
Data as of market close Apr 2, 2026
IV Rank
100
IV Pctl
89%
HV 20d
25.3%
52W Range
$120-$211
ATR(14)
$4.56
Exp. Move
±4.4%
P/C Ratio
1.26
Earnings
Apr 29
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Below
Exp. Move Wide
High Put/Call

AZN Key Options Data

IV Rank
100%
Total GEX
$0.00B
Total DEX
$3.1M
Max Pain
$90.00
Expected Move
±4.4%
Put/Call OI
1.26
Net Premium
$0.9M
Spot Price
$203.49

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$8.93±4.4%$194.57$212.42
2026-05-1543±$17.20±8.4%$186.29$220.69
2026-06-1877±$21.70±10.7%$181.79$225.19
2026-07-17106±$25.40±12.5%$178.09$228.89
2026-09-18169±$31.80±15.6%$171.69$235.29
2026-10-16197±$19.70±9.7%$183.79$223.19

Explore AZN options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.