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AMGNAmgen Inc

Options Analysis Report•BIOLOGICAL PRODUCTS, (NO DIAGNOSTIC SUBSTANCES)
Market Cap $233.8B|NASDAQ
● 2026-08-28$432.42
NEUTRAL
Analysis: 2026-08-27 EOD data
1Y +50.3%YTD +32.0%7D -1.6%
6,221
30D
±8.9%
15%

AMGN Options Overview

Mixed signals. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.9VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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AMGN Gamma Walls

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Value

Is IV priced right?

6.3
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 52.6% — elevated vs history

<1.05x

IV/HV 1.17x — IV premium over HV

Sector Relative≤50%

Sector percentile 53% — above sector median

<1.1x

Front/Back 1.02x — flat

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 31.9% — normal range

<80%

Effective IV 59.3% (ATM 31.9% + spread 13.7% + bias) — good value

<3.0%

Total drag 28.44% (spread 13.70% + slippage 14.74%) — high friction

≥5.0

Vega efficiency 76.69 (vega 105.067 / spread 13.70%) — efficient

Sentiment

Bullish or bearish?

5.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Moderate signal (Conviction: +19%, Raw: +10%)
|net sentiment| ≥25%

Conviction-weighted: +19% (bullish) — Raw: +10%

≥15%

|OI skew| 12.0% — balanced

Same sign, |vol skew| ≥10%

Vol skew -4.3%, OI skew -12.0% — weak (same direction)

≥2/3 conditions

0-DTE 32%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +6%, ATM: +2%, OTM: +13% — neutral (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 66% — bearish vs sector

Activity

Unusual activity?

2.9
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.5x avg — normal

≥15%

Vol/OI 4.4% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +1.9% (5d) — stable

Sector Relative≥60%

Sector activity percentile 80% — active vs sector

≥30%

Large trade volume 4% — mostly retail

≥60%

Aggressive execution 26% — patient

≥30

Conviction +19 (bullish) — mixed

Liquidity

Can I trade efficiently?

3.5
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks2/8 checks passed
≤5.0%

Spread 13.7% — wide

≥10,000

OI 142,797 — deep

≥500

Volume 6,221/day — active

≤$0.50

$0.68 to cross — expensive

≥5 strikes

1 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 54% — neutral vs sector

≥100 contracts

Depth 29.6 contracts (bid:13.6 ask:16.0) — thin

<1.0%

Avg slippage 14.74% — poor

Timing

Is now a good time?

6.6
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks4/9 checks passed
|slope| ≥5%

Slope +1.9% — flat/unclear

<30 or >70

IV percentile 53% — neutral

≥10pts kink

IV kink 0.3pts — no clear event

<0.5 or >2.0

θ/ν ratio 802.65 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +19% @ 60% consistency — unclear

≥40 composite score

Score 34 (ITM 20% + inst 4%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls5.5
bullishIV cheap, mixed flow
Long Puts5.5
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.5
bullishIV too cheap, mixed flow
Covered Call4.5
bearishIV too cheap, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.