The options market is pricing a — move for AMGN's 2026-11-03 · after close report. Over its last 8 reports, AMGN has actually moved ±4.9% on average (biggest: ±8.2%). That's a 1.28× realized-vs-implied ratio, so the options look underpriced — AMGN has historically moved more than the market prices in, which favors buying premium (long straddle/strangle) into the print. It has exceeded the implied move in 75% of those prints, beaten EPS estimates 100% of the time (8 quarters), and the 1-day reaction has been positive 63% of the time (avg +2.2%).
Longer run: across all 20 reports on record (since 2020-01-30), the options overpriced AMGN's move 35% of the time — less often than the 57% market-wide average. Median actual move was 1.29× the implied (mean implied ±3.5%, mean actual ±4.6%), so on this longer sample the options screen cheap. See how that compares across 2,422 prints →
This is a data-driven edge, not a prediction of direction — earnings are binary events and any single print can gap either way. Position and size accordingly.
| Report | Est EPS | Actual | Result | Implied | 1d move | 1w move |
|---|---|---|---|---|---|---|
| 2026-08-04 | 5.60 | 6.29 | beat | ±4.2% | +4.6% | +6.2% |
| 2026-04-30 | 4.73 | 5.15 | beat | ±3.6% | -4.7% | -5% |
| 2026-02-03 | 4.76 | 5.29 | beat | ±3.7% | +8.2% | +7.7% |
| 2025-11-04 | 5.00 | 5.64 | beat | ±3.4% | +7.8% | +14.1% |
| 2025-08-05 | 5.26 | 6.02 | beat | ±3.9% | -5.1% | -5% |
| 2025-05-01 | 4.16 | 4.90 | beat | ±4% | -0.9% | -4.1% |
| 2025-02-04 | 5.03 | 5.31 | beat | ±3.6% | +6.5% | +2.6% |
| 2024-10-30 | 5.11 | 5.58 | beat | ±4.2% | +1.5% | +2% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
AMGN is scheduled to report on 2026-11-03, after the close. Dates can shift until the company confirms.
The expected move is the size of the post-earnings swing the options market is pricing in (from the ATM straddle). We show AMGN's live.
Over its last 8 reports, AMGN has beaten EPS estimates 100% of the time. A beat doesn't guarantee an up move — the reaction depends on guidance and how much was already priced in.
Over the last 8 reports, AMGN moved ±4.9% on average versus a ±3.8% implied move — a 1.28× ratio, so the options have been cheap (it moves more than priced). It exceeded the implied move 75% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See AMGN's positioning too: AMGN gamma exposure → · AMGN options flow →
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The premium earnings board ranks every upcoming report by the biggest realized-vs-implied edge — where the options are mispriced vs how the stock actually moves — with the play on each.
Data via Unusual Whales · refreshes each session · educational, not financial advice · earnings are binary events with substantial risk.
