AZNNYSEManufacturing

Astrazeneca PLC (AZN) earnings date, market-implied expected move, and options open interest by expiry

186.35

Closed19:33 ET

Open180.68Volume5.5MMkt cap$289.5BP/E9.37Div yield1.73%

Day179.84 – 187.6184%52-wk90.90 – 209.1281%

AZN

Astrazeneca PLC

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

News

1dAstraZeneca Q3 reported EPS $2.02, total revenue $16,209m; core EPS $2.79
7dIMDELLTRA® IN COMBINATION WITH IMFINZI® REDUCED RISK OF DEATH BY AN UNPRECEDENTED 58% IN FIRST-LINE EXTENSIVE STAGE SMALL CELL LUNG CANCER
26dSERD Market Set for Growth During the Forecast Period (2026-2036) as AstraZeneca's ETCAMAH Approval Accelerates Adoption of Oral SERDs | DelveInsight

News

Next report

Last report

—

Largest filed tie

17.00%

of Nektar Therapeutics revenue

supplierNKTR 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+2.38%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

1,479 managers

Top fund weight

0.97%

AZN weight · SEIE

N-PORTJun 30 '26

2 funds

No upcoming report date for Astrazeneca (AZN). No implied move.

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 6 expiries · Oct 26 close

0.42OI · 6 expiries · Oct 26 closeP/C open interest · Nov 20 · nearest expiry

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

3,800+3%Nov 2019d8,986+3%

1,166+1%Dec 1847d0.333,4970%0.33

19,1170%Jan 1575d0.3357,2410%0.33

4210%Feb 19110d1.10384+1%1.10

179+26%Mar 19138d0.57315+2%0.57

5320%Apr 16166d1.124750%1.12

ExpiryPutsCallsP/C

Nov 2019d3,800+3%8,986+3%0.42

Dec 1847d1,166+1%3,4970%0.33

Jan 1575d19,1170%57,2410%0.33

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

No filed income statement.

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:30 ET

Intraday

Event sensitivity

NFP ×1.17· ±2.2% vs ±1.9% · 9 releases

eventrelease day|move|up · n×base

NFPjobs report±2.2%6 of 9×1.17

PCEpersonal income & outlays±1.8%6 of 18×0.94

GDPgross domestic product±1.7%8 of 19×0.87

CPROFcorporate profits±1.6%5 of 12×0.81

FOMCrate decision±1.4%16 of 24×0.75

PPIproducer prices±1.4%8 of 10×0.74

CPIconsumer prices±1.3%4 of 10×0.69

Bar = avg |move| to ±3% · tick = ±1.9% avg day · ×base = |move| ÷ ±1.9% · min 6 releases

Earnings history

No reported quarters.

Methodology

ties · implied moves · holdersMethod