AMGN Options Chain Analysis

As of previous close (2026-10-02) · OPRA historical data

Spot $404 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

1.05

69k P / 66k C

Put/Call (Volume)

0.51

1k P / 2k C that session

30d ATM IV

27%

annualized implied move

Call wall

$440

5k contracts

Put wall

$350

5k contracts

Tail hedging

1.8×

deep-OTM puts vs calls

What the positioning says

●Call wall at $440 (5k contracts), 9% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $350 (5k contracts), 13% below spot — the hedge floor; often acts as support.

Open interest by strike

All expiries combined. Amber lines mark the call and put walls; the dashed line is spot.

IV term structure

At-the-money implied volatility per expiry.

Volatility smile

IV by strike — expiry 2026-10-30. A steep left side = expensive downside protection.

30-day implied volatility history

Daily ATM IV (~30 DTE bucket) collected since March 2026. Rising IV into an event = the market bracing; collapsing IV after = the crush.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-10-09	1k	894	0.81	949
2026-10-16	15k	19k	1.30	357
2026-10-23	1k	1k	1.17	63
2026-10-30	975	743	0.76	322
2026-11-06	121	143	1.18	43
2026-11-13	2	15	7.50	9
2026-11-20	11k	8k	0.72	271
2026-12-18	6k	8k	1.29	224
2027-01-15	15k	16k	1.04	295
2027-03-19	3k	4k	1.30	96
2027-04-16	616	835	1.36	43
2027-06-17	3k	3k	0.91	161
2027-09-17	1k	265	0.19	26
2028-01-21	3k	3k	0.97	17
2029-01-19	247	94	0.38	5

Source: Cboe end-of-session option chains, summarized after each US market close and published from the following trading day — OPRA historical data. Under the OPRA plan options data becomes historical, and freely publishable, at the opening of the next trading session; data from the session in progress is never displayed or served here. Open interest is exchange-reported once a day. Research, not investment advice.