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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
Astrazeneca PLC (AZN) - NYSE Next Earnings Date: Nov. 5, 2020 BO
EVR: 1.5
Avg Daily Volume: 4,303,856    Market Cap: 149.70B
Sector: Healthcare    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 8 Days
Current 7 Day Implied Movement: 4.44%       Theoretical Expires in 7 days
Implied Move Weekly: 7.83%       Expires on: Nov. 6, 2020
Implied Move Monthly: 9.44%       Expires on: Nov. 20, 2020


 
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Sample Chart


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Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 25

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
July 30, 2020 BO $56.64 5.29% 1.38% 0.84% $57.12 $57.89 N/A N/A 2.29% 5.0% N/A
April 29, 2020 BO $50.97 5.24% 4.14% 2.06% $52.02 $50.72 N/A N/A 2.06% 7.09% N/A
Feb. 14, 2020 BO $49.33 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 24, 2019 BO $44.69
July 25, 2019 BO $40.35
April 26, 2019 BO $39.06
Feb. 14, 2019 BO $36.58
Nov. 8, 2018 BO $39.21
July 26, 2018 BO $37.44
May 18, 2018 BO $36.44

 
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