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AutoZone Inc AZO

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-22T03:38:05.050Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:09:59.849866128Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-22T03:38:03.031120+00:00

Share price$3,190.00
1D+1.1%
AH$3,126$3,141$3,157$3,173$3,1885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAZO
Sold putSold callAH

AutoZone Inc options

Live interpolated AZO call and put midpoint premiums by absolute delta.AutoZone Inc$15.77$137.97$260.17$382.37$504.57$2638.74$2893.84$3148.94$3404.04$3659.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AZO spot · $3190.00AZO PRICE$28.98$39.41$48.03$58.74$70.61$83.41$97.76$112.69$128.01$144.48$162.59$182.58$202.86$38.56$52.79$66.94$81.80$98.95$120.15$144.97$172.80$203.81$240.21$296.42$359.76$469.34
PutsExpensive1.06×
CallsCheap0.68×
SkewBearish+10.83 pp
Implied moveBearish±$242.74
TiltBearish26.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3449.0329.5%9.0%2950.1835.9%8.7%
25Δ3405.0230.1%8.0%2997.9036.6%7.7%
30Δ3353.5628.8%6.6%3046.5736.3%6.6%
35Δ3313.9328.4%5.7%3092.1735.8%5.6%
40Δ3277.8428.3%5.0%3134.6735.7%4.8%
45Δ3243.5828.1%4.3%3176.2436.2%4.2%
50Δ3210.8128.1%3.7%3218.7237.0%3.6%
55Δ3178.6927.8%3.2%3263.3837.7%3.1%
60Δ3146.9927.4%2.7%3310.6238.3%2.6%
65Δ3116.2826.8%2.2%3362.0838.9%2.1%
70Δ3085.1826.2%1.8%3429.9341.3%1.8%
75Δ3053.6625.6%1.4%3505.6843.1%1.4%
80Δ3023.0124.7%1.1%3625.3147.7%1.1%

20Δ

Calls
Pseudo strike
3449.03
IV
29.5%
B/E move
9.0%
Puts
Pseudo strike
2950.18
IV
35.9%
B/E move
8.7%

25Δ

Calls
Pseudo strike
3405.02
IV
30.1%
B/E move
8.0%
Puts
Pseudo strike
2997.90
IV
36.6%
B/E move
7.7%

30Δ

Calls
Pseudo strike
3353.56
IV
28.8%
B/E move
6.6%
Puts
Pseudo strike
3046.57
IV
36.3%
B/E move
6.6%

35Δ

Calls
Pseudo strike
3313.93
IV
28.4%
B/E move
5.7%
Puts
Pseudo strike
3092.17
IV
35.8%
B/E move
5.6%

40Δ

Calls
Pseudo strike
3277.84
IV
28.3%
B/E move
5.0%
Puts
Pseudo strike
3134.67
IV
35.7%
B/E move
4.8%

45Δ

Calls
Pseudo strike
3243.58
IV
28.1%
B/E move
4.3%
Puts
Pseudo strike
3176.24
IV
36.2%
B/E move
4.2%

50Δ

Calls
Pseudo strike
3210.81
IV
28.1%
B/E move
3.7%
Puts
Pseudo strike
3218.72
IV
37.0%
B/E move
3.6%

55Δ

Calls
Pseudo strike
3178.69
IV
27.8%
B/E move
3.2%
Puts
Pseudo strike
3263.38
IV
37.7%
B/E move
3.1%

60Δ

Calls
Pseudo strike
3146.99
IV
27.4%
B/E move
2.7%
Puts
Pseudo strike
3310.62
IV
38.3%
B/E move
2.6%

65Δ

Calls
Pseudo strike
3116.28
IV
26.8%
B/E move
2.2%
Puts
Pseudo strike
3362.08
IV
38.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
3085.18
IV
26.2%
B/E move
1.8%
Puts
Pseudo strike
3429.93
IV
41.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
3053.66
IV
25.6%
B/E move
1.4%
Puts
Pseudo strike
3505.68
IV
43.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
3023.01
IV
24.7%
B/E move
1.1%
Puts
Pseudo strike
3625.31
IV
47.7%
B/E move
1.1%

Options history

No recorded observations