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AstraZeneca PLC AZN

i

Market datapartial · fetched 2026-11-07T10:27:53.577Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:00:00.001658909Z

FundamentalsAlpha Vantage · unavailable

Share price$186.43
1D+3.6%
AH$181$183$185$187$1895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAZN
Sold putSold callAH

AstraZeneca PLC options

Live interpolated AZN call and put midpoint premiums by absolute delta.AstraZeneca PLC$0.00$0.27$0.54$0.81$1.08$-0.19$0.16$0.50$0.84$1.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAZN PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.64%
Daily close
AZN26.3%30.8%35.4%2026-08-10: 28.90%2026-08-11: 28.60%2026-08-12: 27.23%2026-08-13: 27.94%2026-08-14: 26.93%2026-08-17: 28.24%2026-08-18: 29.10%2026-08-20: 31.06%2026-08-21: 27.71%2026-08-24: 27.81%2026-08-25: 27.34%2026-08-26: 28.72%2026-08-27: 29.20%2026-08-28: 28.68%2026-08-31: 28.94%2026-09-01: 28.17%2026-09-02: 29.16%2026-09-03: 29.09%2026-09-04: 29.05%2026-09-08: 31.03%2026-09-09: 30.38%2026-09-10: 31.34%2026-09-11: 31.10%2026-09-14: 29.05%2026-09-15: 29.01%2026-09-16: 30.43%2026-09-18: 28.14%2026-09-21: 28.71%2026-09-22: 27.92%2026-09-23: 28.14%2026-09-24: 28.53%2026-09-25: 27.96%2026-09-28: 28.65%2026-09-29: 28.91%2026-09-30: 29.66%2026-10-01: 31.63%2026-10-02: 31.92%2026-10-05: 32.06%2026-10-06: 31.91%2026-10-07: 32.10%2026-10-08: 31.61%2026-10-09: 31.84%2026-10-12: 33.29%2026-10-13: 33.79%2026-10-14: 34.73%2026-10-16: 33.23%2026-10-19: 32.11%2026-10-20: 32.18%2026-10-21: 31.72%2026-10-22: 32.58%2026-10-23: 32.72%2026-10-26: 31.18%2026-10-27: 30.60%2026-10-28: 30.29%2026-10-29: 30.37%2026-10-30: 27.64%Aug 10Sep 21Oct 30
56 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
28.90%
28.60%
27.23%
27.94%
26.93%
28.24%
29.10%
31.06%
27.71%
27.81%
27.34%
28.72%
29.20%
28.68%
28.94%
28.17%
29.16%
29.09%
29.05%
31.03%
30.38%
31.34%
31.10%
29.05%
29.01%
30.43%
28.14%
28.71%
27.92%
28.14%
28.53%
27.96%
28.65%
28.91%
29.66%
31.63%
31.92%
32.06%
31.91%
32.10%
31.61%
31.84%
33.29%
33.79%
34.73%
33.23%
32.11%
32.18%
31.72%
32.58%
32.72%
31.18%
30.60%
30.29%
30.37%
27.64%