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AutoZone, Inc. AZO

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-11-11T04:22:17.707Z

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: 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 · 2026-11-11T00:00:00.003601235Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-11T04:22:17.312782+00:00

Share price$3,217.44
1D-1.0%
AH$3,196$3,214$3,232$3,250$3,2685:30 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.$16.30$62.02$107.74$153.45$199.17$2983.07$3100.14$3217.22$3334.29$3451.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AZO spot · $3217.44AZO PRICE$21.24$25.93$34.21$42.58$53.20$63.83$74.61$85.39$98.85$112.65$132.57$154.77$185.99$21.64$28.73$35.96$43.75$52.86$62.13$72.25$82.36$97.18$112.77$130.21$148.32$173.46
PutsCheap0.92×
CallsFair1.00×
SkewBullish-2.68 pp
Implied moveBalanced±$146.85
TiltBalanced1.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3396.8636.8%6.2%3071.4935.0%5.2%
25Δ3348.8533.5%4.9%3102.0935.1%4.5%
30Δ3323.9334.2%4.4%3130.3034.3%3.8%
35Δ3299.0535.0%3.9%3157.0433.7%3.2%
40Δ3275.2135.8%3.4%3180.3433.5%2.8%
45Δ3251.3836.6%3.0%3203.3933.2%2.4%
50Δ3227.0236.2%2.6%3225.1532.6%2.0%
55Δ3202.6335.8%2.2%3246.9132.1%1.6%
60Δ3178.4135.6%1.9%3270.2432.3%1.4%
65Δ3154.2135.4%1.5%3293.8232.6%1.1%
70Δ3126.0736.1%1.3%3318.7732.5%0.9%
75Δ3096.2136.9%1.0%3344.2032.3%0.7%
80Δ3058.2738.4%0.8%3375.6032.3%0.5%

20Δ

Calls
Pseudo strike
3396.86
IV
36.8%
B/E move
6.2%
Puts
Pseudo strike
3071.49
IV
35.0%
B/E move
5.2%

25Δ

Calls
Pseudo strike
3348.85
IV
33.5%
B/E move
4.9%
Puts
Pseudo strike
3102.09
IV
35.1%
B/E move
4.5%

30Δ

Calls
Pseudo strike
3323.93
IV
34.2%
B/E move
4.4%
Puts
Pseudo strike
3130.30
IV
34.3%
B/E move
3.8%

35Δ

Calls
Pseudo strike
3299.05
IV
35.0%
B/E move
3.9%
Puts
Pseudo strike
3157.04
IV
33.7%
B/E move
3.2%

40Δ

Calls
Pseudo strike
3275.21
IV
35.8%
B/E move
3.4%
Puts
Pseudo strike
3180.34
IV
33.5%
B/E move
2.8%

45Δ

Calls
Pseudo strike
3251.38
IV
36.6%
B/E move
3.0%
Puts
Pseudo strike
3203.39
IV
33.2%
B/E move
2.4%

50Δ

Calls
Pseudo strike
3227.02
IV
36.2%
B/E move
2.6%
Puts
Pseudo strike
3225.15
IV
32.6%
B/E move
2.0%

55Δ

Calls
Pseudo strike
3202.63
IV
35.8%
B/E move
2.2%
Puts
Pseudo strike
3246.91
IV
32.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
3178.41
IV
35.6%
B/E move
1.9%
Puts
Pseudo strike
3270.24
IV
32.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
3154.21
IV
35.4%
B/E move
1.5%
Puts
Pseudo strike
3293.82
IV
32.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
3126.07
IV
36.1%
B/E move
1.3%
Puts
Pseudo strike
3318.77
IV
32.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
3096.21
IV
36.9%
B/E move
1.0%
Puts
Pseudo strike
3344.20
IV
32.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
3058.27
IV
38.4%
B/E move
0.8%
Puts
Pseudo strike
3375.60
IV
32.3%
B/E move
0.5%

Options history

IV · four-Friday blend33.82%
Daily close
AZO30.6%35.9%41.2%2026-08-12: 33.82%2026-08-13: 33.50%2026-08-14: 33.07%2026-08-17: 35.18%2026-08-18: 34.99%2026-08-19: 35.01%2026-08-20: 35.91%2026-08-21: 34.01%2026-08-24: 34.37%2026-08-25: 34.94%2026-08-26: 34.91%2026-08-27: 34.44%2026-08-28: 33.32%2026-08-31: 33.98%2026-09-01: 34.59%2026-09-02: 34.66%2026-09-03: 34.48%2026-09-04: 34.19%2026-09-08: 36.19%2026-09-09: 36.56%2026-09-10: 36.65%2026-09-11: 35.68%2026-09-14: 39.54%2026-09-15: 40.28%2026-09-16: 40.47%2026-09-17: 39.84%2026-09-18: 39.63%2026-09-21: 40.48%2026-09-22: 32.45%2026-09-23: 32.92%2026-09-24: 33.43%2026-09-25: 32.44%2026-09-28: 32.98%2026-09-29: 33.01%2026-09-30: 32.55%2026-10-01: 32.69%2026-10-02: 32.46%2026-10-05: 32.68%2026-10-06: 32.73%2026-10-07: 32.58%2026-10-08: 32.36%2026-10-09: 31.35%2026-10-12: 32.31%2026-10-13: 33.28%2026-10-14: 33.94%2026-10-15: 34.47%2026-10-16: 33.48%2026-10-19: 33.50%2026-10-20: 33.20%2026-10-21: 33.13%2026-10-22: 34.01%2026-10-23: 33.71%2026-10-26: 34.06%2026-10-27: 34.03%2026-10-28: 33.95%2026-10-29: 33.75%2026-10-30: 33.82%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
33.82%
33.50%
33.07%
35.18%
34.99%
35.01%
35.91%
34.01%
34.37%
34.94%
34.91%
34.44%
33.32%
33.98%
34.59%
34.66%
34.48%
34.19%
36.19%
36.56%
36.65%
35.68%
39.54%
40.28%
40.47%
39.84%
39.63%
40.48%
32.45%
32.92%
33.43%
32.44%
32.98%
33.01%
32.55%
32.69%
32.46%
32.68%
32.73%
32.58%
32.36%
31.35%
32.31%
33.28%
33.94%
34.47%
33.48%
33.50%
33.20%
33.13%
34.01%
33.71%
34.06%
34.03%
33.95%
33.75%
33.82%