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AstraZeneca PLC AZN

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-15T20:04:59.206Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:30.534803641Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:58.642693+00:00

Share price$167.00
1D+0.2%
AH$166.39$167.23$168.08$168.92$169.765:30 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$8.12$16.24$24.36$32.49$155.85$164.92$174.00$183.07$192.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $167.00OPTION PRICELive AZN spot · $167.00AZN PRICE$4.72$6.83$8.95$11.07$13.18$15.30$17.42$19.53$21.65$23.76$25.88$28.00$30.11$0.44$0.49$0.73$0.97$1.22$1.46$1.70$1.94$2.19$2.43$2.67$2.91$3.15
PutsExpensive1.41×
CallsExpensive2.97×
SkewBullish-213.01 pp
Implied moveBullish±$19.12
TiltBullish82.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ188.46237.1%15.7%162.0259.4%3.2%
25Δ184.66238.9%14.7%165.2830.2%1.3%
30Δ180.87240.7%13.7%165.6930.7%1.2%
35Δ177.07242.5%12.7%166.1031.2%1.1%
40Δ173.27244.3%11.7%166.5131.7%1.0%
45Δ169.48246.1%10.6%166.9232.2%0.9%
50Δ165.68248.0%9.6%167.3332.7%0.8%
55Δ161.88249.8%8.6%167.7433.2%0.7%
60Δ158.09251.6%7.6%168.1533.6%0.6%
65Δ154.29253.4%6.6%168.5634.1%0.5%
70Δ150.49255.2%5.6%168.9734.6%0.4%
75Δ146.70257.1%4.6%169.3935.1%0.3%
80Δ142.90258.9%3.6%169.8035.6%0.2%

20Δ

Calls
Pseudo strike
188.46
IV
237.1%
B/E move
15.7%
Puts
Pseudo strike
162.02
IV
59.4%
B/E move
3.2%

25Δ

Calls
Pseudo strike
184.66
IV
238.9%
B/E move
14.7%
Puts
Pseudo strike
165.28
IV
30.2%
B/E move
1.3%

30Δ

Calls
Pseudo strike
180.87
IV
240.7%
B/E move
13.7%
Puts
Pseudo strike
165.69
IV
30.7%
B/E move
1.2%

35Δ

Calls
Pseudo strike
177.07
IV
242.5%
B/E move
12.7%
Puts
Pseudo strike
166.10
IV
31.2%
B/E move
1.1%

40Δ

Calls
Pseudo strike
173.27
IV
244.3%
B/E move
11.7%
Puts
Pseudo strike
166.51
IV
31.7%
B/E move
1.0%

45Δ

Calls
Pseudo strike
169.48
IV
246.1%
B/E move
10.6%
Puts
Pseudo strike
166.92
IV
32.2%
B/E move
0.9%

50Δ

Calls
Pseudo strike
165.68
IV
248.0%
B/E move
9.6%
Puts
Pseudo strike
167.33
IV
32.7%
B/E move
0.8%

55Δ

Calls
Pseudo strike
161.88
IV
249.8%
B/E move
8.6%
Puts
Pseudo strike
167.74
IV
33.2%
B/E move
0.7%

60Δ

Calls
Pseudo strike
158.09
IV
251.6%
B/E move
7.6%
Puts
Pseudo strike
168.15
IV
33.6%
B/E move
0.6%

65Δ

Calls
Pseudo strike
154.29
IV
253.4%
B/E move
6.6%
Puts
Pseudo strike
168.56
IV
34.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
150.49
IV
255.2%
B/E move
5.6%
Puts
Pseudo strike
168.97
IV
34.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
146.70
IV
257.1%
B/E move
4.6%
Puts
Pseudo strike
169.39
IV
35.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
142.90
IV
258.9%
B/E move
3.6%
Puts
Pseudo strike
169.80
IV
35.6%
B/E move
0.2%