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AutoZone, Inc. AZO

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Market datapartial · fetched 2026-10-23T17:43:51.915Z

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 · 2026-10-23T17:42:32.746776294Z

FundamentalsAlpha Vantage · unavailable

Share price$3,215.89
1D-1.6%
$3,204$3,227$3,250$3,273$3,2965:30 AM6:30 AM9:00 AM1:00 PMAZO
Sold putSold call

AutoZone, Inc. options

Live interpolated AZO call and put midpoint premiums by absolute delta.AutoZone, Inc.$23.92$105.07$186.23$267.39$348.55$2643.50$2886.29$3129.08$3371.86$3614.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AZO spot · $3215.89AZO PRICE$32.69$42.88$53.38$67.44$81.12$95.51$111.36$129.39$149.46$171.85$196.68$223.89$258.26$34.87$45.87$59.37$73.83$89.37$106.00$123.86$146.32$171.16$198.16$234.30$275.76$325.15
PutsExpensive1.13×
CallsFair0.97×
SkewBearish+0.29 pp
Implied moveBearish±$235.22
TiltBearish7.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3510.9434.3%10.2%2995.9033.5%7.9%
25Δ3452.9633.6%8.7%3045.6932.9%6.7%
30Δ3397.9533.0%7.3%3086.4033.2%5.9%
35Δ3358.4533.7%6.5%3125.9333.3%5.1%
40Δ3317.3633.6%5.7%3164.4033.3%4.4%
45Δ3277.4433.3%4.9%3202.0633.1%3.7%
50Δ3239.1733.1%4.2%3238.8832.8%3.1%
55Δ3202.0833.1%3.6%3277.1433.1%2.6%
60Δ3164.7833.1%3.1%3316.4033.4%2.2%
65Δ3126.6333.0%2.6%3357.3933.4%1.8%
70Δ3087.3632.9%2.1%3405.2034.2%1.4%
75Δ3046.7232.7%1.7%3458.0234.7%1.0%
80Δ3000.6932.8%1.3%3518.1935.1%0.7%

20Δ

Calls
Pseudo strike
3510.94
IV
34.3%
B/E move
10.2%
Puts
Pseudo strike
2995.90
IV
33.5%
B/E move
7.9%

25Δ

Calls
Pseudo strike
3452.96
IV
33.6%
B/E move
8.7%
Puts
Pseudo strike
3045.69
IV
32.9%
B/E move
6.7%

30Δ

Calls
Pseudo strike
3397.95
IV
33.0%
B/E move
7.3%
Puts
Pseudo strike
3086.40
IV
33.2%
B/E move
5.9%

35Δ

Calls
Pseudo strike
3358.45
IV
33.7%
B/E move
6.5%
Puts
Pseudo strike
3125.93
IV
33.3%
B/E move
5.1%

40Δ

Calls
Pseudo strike
3317.36
IV
33.6%
B/E move
5.7%
Puts
Pseudo strike
3164.40
IV
33.3%
B/E move
4.4%

45Δ

Calls
Pseudo strike
3277.44
IV
33.3%
B/E move
4.9%
Puts
Pseudo strike
3202.06
IV
33.1%
B/E move
3.7%

50Δ

Calls
Pseudo strike
3239.17
IV
33.1%
B/E move
4.2%
Puts
Pseudo strike
3238.88
IV
32.8%
B/E move
3.1%

55Δ

Calls
Pseudo strike
3202.08
IV
33.1%
B/E move
3.6%
Puts
Pseudo strike
3277.14
IV
33.1%
B/E move
2.6%

60Δ

Calls
Pseudo strike
3164.78
IV
33.1%
B/E move
3.1%
Puts
Pseudo strike
3316.40
IV
33.4%
B/E move
2.2%

65Δ

Calls
Pseudo strike
3126.63
IV
33.0%
B/E move
2.6%
Puts
Pseudo strike
3357.39
IV
33.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
3087.36
IV
32.9%
B/E move
2.1%
Puts
Pseudo strike
3405.20
IV
34.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
3046.72
IV
32.7%
B/E move
1.7%
Puts
Pseudo strike
3458.02
IV
34.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
3000.69
IV
32.8%
B/E move
1.3%
Puts
Pseudo strike
3518.19
IV
35.1%
B/E move
0.7%

Options history

AZO32.9833.5534.122026-10-20: 33.15%2026-10-21: 33.06%2026-10-22: 34.04%Oct 20Oct 22
Table
DateIV
33.15%
33.06%
34.04%