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AstraZeneca PLC AZN

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Market datapartial · fetched 2026-10-15T23:41:49.196Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002066987Z

FundamentalsAlpha Vantage · unavailable

Share price$166.68
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$1.34$5.83$10.32$14.81$19.30$145.10$156.43$167.76$179.09$190.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AZN spot · $166.68AZN PRICE$1.83$2.40$3.16$3.92$4.80$5.68$6.66$7.67$8.95$10.48$12.07$13.76$16.10$2.14$2.85$3.62$4.42$5.23$6.20$7.32$8.49$9.92$11.35$13.04$14.73$18.01
PutsFair1.05×
CallsCheap0.91×
SkewBullish-0.85 pp
Implied moveBearish±$13.98
TiltBearish4.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ183.5132.6%11.2%153.4734.6%9.2%
25Δ180.1332.3%9.5%156.4434.2%7.9%
30Δ177.6732.9%8.5%159.0534.1%6.8%
35Δ175.2533.6%7.5%161.4833.6%5.8%
40Δ172.9033.8%6.6%163.8132.9%4.9%
45Δ170.5734.0%5.7%166.0632.5%4.1%
50Δ168.3033.8%5.0%168.2132.5%3.5%
55Δ166.0633.5%4.2%170.3932.5%2.9%
60Δ163.7533.8%3.6%172.6632.4%2.4%
65Δ161.3734.5%3.1%174.9332.4%1.9%
70Δ158.9334.7%2.6%177.3431.9%1.4%
75Δ156.4034.4%2.1%179.7631.5%1.0%
80Δ153.3335.0%1.7%183.5732.8%0.7%

20Δ

Calls
Pseudo strike
183.51
IV
32.6%
B/E move
11.2%
Puts
Pseudo strike
153.47
IV
34.6%
B/E move
9.2%

25Δ

Calls
Pseudo strike
180.13
IV
32.3%
B/E move
9.5%
Puts
Pseudo strike
156.44
IV
34.2%
B/E move
7.9%

30Δ

Calls
Pseudo strike
177.67
IV
32.9%
B/E move
8.5%
Puts
Pseudo strike
159.05
IV
34.1%
B/E move
6.8%

35Δ

Calls
Pseudo strike
175.25
IV
33.6%
B/E move
7.5%
Puts
Pseudo strike
161.48
IV
33.6%
B/E move
5.8%

40Δ

Calls
Pseudo strike
172.90
IV
33.8%
B/E move
6.6%
Puts
Pseudo strike
163.81
IV
32.9%
B/E move
4.9%

45Δ

Calls
Pseudo strike
170.57
IV
34.0%
B/E move
5.7%
Puts
Pseudo strike
166.06
IV
32.5%
B/E move
4.1%

50Δ

Calls
Pseudo strike
168.30
IV
33.8%
B/E move
5.0%
Puts
Pseudo strike
168.21
IV
32.5%
B/E move
3.5%

55Δ

Calls
Pseudo strike
166.06
IV
33.5%
B/E move
4.2%
Puts
Pseudo strike
170.39
IV
32.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
163.75
IV
33.8%
B/E move
3.6%
Puts
Pseudo strike
172.66
IV
32.4%
B/E move
2.4%

65Δ

Calls
Pseudo strike
161.37
IV
34.5%
B/E move
3.1%
Puts
Pseudo strike
174.93
IV
32.4%
B/E move
1.9%

70Δ

Calls
Pseudo strike
158.93
IV
34.7%
B/E move
2.6%
Puts
Pseudo strike
177.34
IV
31.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
156.40
IV
34.4%
B/E move
2.1%
Puts
Pseudo strike
179.76
IV
31.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
153.33
IV
35.0%
B/E move
1.7%
Puts
Pseudo strike
183.57
IV
32.8%
B/E move
0.7%