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AstraZeneca PLC AZN

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-15T21:18:04.849Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:52:19.85833241Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:18:04.279946+00:00

Share price$166.69
1D+0.0%
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$0.45$1.11$1.76$2.42$3.07$-0.17$0.17$0.50$0.83$1.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $166.69OPTION PRICEAZN PRICE$1.20$1.27$1.34$1.40$1.47$1.54$1.61$1.68$1.75$1.82$1.89$1.96$2.88$0.52
PutsExpensive1.63×
CallsExpensive1.47×
SkewBullish-36.34 pp
Implied move——
TiltBullish95.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ191.08214.0%15.4%159.7581.1%4.5%
25Δ188.82197.8%14.0%
30Δ186.57181.5%12.7%
35Δ184.31165.2%11.4%
40Δ182.05148.9%10.1%
45Δ179.79132.6%8.8%
50Δ177.53116.4%7.5%
55Δ175.28100.1%6.2%
60Δ173.0283.8%4.8%
65Δ170.7667.5%3.5%
70Δ168.5051.2%2.2%
75Δ166.2434.9%0.9%
80Δ164.1132.2%0.2%

20Δ

Calls
Pseudo strike
191.08
IV
214.0%
B/E move
15.4%
Puts
Pseudo strike
159.75
IV
81.1%
B/E move
4.5%

25Δ

Calls
Pseudo strike
188.82
IV
197.8%
B/E move
14.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
186.57
IV
181.5%
B/E move
12.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
184.31
IV
165.2%
B/E move
11.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
182.05
IV
148.9%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
179.79
IV
132.6%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
177.53
IV
116.4%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
175.28
IV
100.1%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
173.02
IV
83.8%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
170.76
IV
67.5%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
168.50
IV
51.2%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
166.24
IV
34.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
164.11
IV
32.2%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move