How often does Amgen move more than the options market prices?

6 of the last 8 reports moved at least as far as the implied move.

AMGNNasdaqBiological Products, (No Diagnostic Substances)

Amgen Inc (AMGN) earnings date, market-implied expected move, and options open interest by expiry

460.67

−4.78 · −1.03%

post 456.16 −0.98%

Closed19:43 ET

Open463.74Volume2.3MMkt cap$249.4BP/E28.12EPS16.22Div yield2.15%

Day451.60 – 466.4631%52-wk286.53 – 475.6590%

AMGN

Amgen Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 2

after close · in 91 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 3

after close

confirmedNov 2 close

Implied vs realized

Linked news

4dLGND · supplierLigand posts Q3 net loss of $28,485 thousand, nine-month income of $6,678 thousand
4dNMRA · customerNeumora Therapeutics notified of noncompliance with $1.00 Nasdaq minimum bid
5dCUZ · supplierCousins Properties posts Q3 net income available to common stockholders $17,000 thousand, EPS $0.10

News

Largest filed tie

13F top-10 QoQ

+3.66%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

3,165 managers

Top fund weight

4.70%

AMGN weight · SCHD

N-PORTAug 31 '26

16 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Amgen (AMGN) is expected to report on Feb 2 after close (estimated date).

Implied vs realized

8 reports

6 of 8≥ implied

avg implied: ±4.0%
avg realized: ±4.9%

Oct 30 '24Oct 30 '24confirmed±4.2%▲+1.46%×0.34

Feb 4 '25Feb 4 '25confirmed±3.7%▲+6.50%×1.78

May 1 '25May 1 '25confirmed±4.4%▼−0.90%×0.21

Aug 5 '25Aug 5 '25confirmed±4.0%▼−5.14%×1.30

Q3 FY25Nov 4 '25confirmed±3.7%▲+7.81%×2.13

Feb 3 '26Feb 3 '26confirmed±3.7%▲+8.15%×2.18

Q1 FY26Apr 30 '26confirmed±3.9%▼−4.75%×1.22

Q2 FY26Aug 4 '26confirmed±4.1%▲+4.57%×1.11

quarterimplied−10%0+10%realized×

Q2 FY26±4.1%▲+4.57%×1.11

Q1 FY26±3.9%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 10 expiries · Nov 2 close

0.80OI · 10 expiries · Nov 2 closeP/C open interest · Mar 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

6 nearer expiries

918+30%Nov 63d0.571,603+25%0.57

266+29%Nov 1310d0.44601+6%0.44

14,942+40%Nov 2017d0.6025,060+30%0.60

3320%Nov 2724d0.98339+6%0.98

158+4%Dec 431d2.0079+13%2.00

121+6%Dec 1138d4.8425+525%4.84

9,306+2%Dec 1845d0.8411,069+2%0.84

19,3970%Jan 1573d1.1416,968+2%1.14

report · Feb 2 · after close · est.

ExpiryPutsCallsP/C

6 nearer expiries

Nov 63d918+30%1,603+25%0.57

Nov 1310d266+29%601+6%0.44

Nov 2017d14,942+40%25,060

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

23.62%as filednet margin · revenue +16.66% QoQ · +9.53% YoY

Revenue

$10.1B+16.66% QoQ

Gross profit

$7.2B+23.31% QoQ

72.04% margin

Operating income

$3.5B+31.81% QoQ

34.95% margin

Pre-tax income

$2.8B+32.82% QoQ

Net income

$2.4B+30.57% QoQ

23.62% margin

Cost of revenue

$2.8B+2.44% QoQ

Operating expenses

$3.7B+16.24% QoQ

R&D $1.9B

SG&A $1.7B

Other operating $116M

Other expense

$746M

Tax

$393M+48.30% QoQ

Revenue$10.1B+16.66%

Gross profit

$7.2B+23.31%

72.04% margin

Operating income

$3.5B+31.81%

34.95% margin

Pre-tax income

$2.8B+32.82%

Net income

$2.4B+30.57%

23.62% margin

Cost of revenue

$2.8B+2.44%

Operating expenses

$3.7B+16.24%

R&D $1.9B

SG&A $1.7B

Other operating $116M

Other expense

$746M

Tax$393M+48.30%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 19:30 ET

Intraday

Event sensitivity

PPI ×1.32· ±1.6% vs ±1.2% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.6%8 of 11×1.32

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	4.37	—
Q1 FY26	Apr 30 '26 · confirmed	3.34	—
Q3 FY25	Nov 4 '25 · confirmed	5.93	—

Amgen Inc (AMGN) earnings date, market-implied expected move, and options open interest by expiry

Implied vs realized

Implied vs realized

Positioning

Positioning

Linked exposure

Linked exposure

Revenue flow

Revenue flow

Intraday

Intraday

Event sensitivity

Amgen Inc (AMGN) earnings date, market-implied expected move, and options open interest by expiry

Revenue flow

Implied vs realized

Positioning

Event sensitivity

Earnings history

Methodology

Intraday

Linked exposure