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AZZ Incorporated AZZ

INDUSTRIALS · SPECIALTY BUSINESS SERVICES
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Market dataready · fetched 2026-10-22T05:17:05.082Z

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 · 2026-10-21T23:00:00.002806559Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-22T05:17:03.327615+00:00

Share price$138.58
1D+1.4%
AH$136$137$138$139$1405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAZZ
Sold putSold callAH

AZZ Incorporated options

Live interpolated AZZ call and put midpoint premiums by absolute delta.AZZ Incorporated$1.15$4.36$7.57$10.78$13.99$120.04$129.22$138.39$147.56$156.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AZZ spot · $138.58AZZ PRICE$1.50$1.87$2.41$2.95$3.55$4.15$4.88$6.01$7.14$8.31$9.53$10.76$12.77$1.71$2.21$2.77$3.34$4.10$4.92$5.74$6.80$7.91$9.02$10.25$11.48$13.06
PutsCheap0.91×
CallsCheap0.94×
SkewNeutral-0.24 pp
Implied moveBearish±$10.63
TiltBearish4.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ152.5536.2%11.2%127.7537.3%9.1%
25Δ148.8033.1%8.7%130.4735.8%7.4%
30Δ146.8233.4%7.7%132.4935.0%6.4%
35Δ144.8633.7%6.7%134.5134.3%5.3%
40Δ143.0933.2%5.8%136.2834.2%4.6%
45Δ141.3232.8%5.0%137.9834.3%4.0%
50Δ139.5632.8%4.2%139.6734.5%3.4%
55Δ137.8234.3%3.8%141.4534.5%2.8%
60Δ136.0935.7%3.4%143.2434.6%2.3%
65Δ134.2836.5%2.9%145.0334.6%1.9%
70Δ132.3736.3%2.4%146.8433.7%1.4%
75Δ130.4636.0%1.9%148.6432.7%1.0%
80Δ127.9036.8%1.5%150.7632.2%0.6%

20Δ

Calls
Pseudo strike
152.55
IV
36.2%
B/E move
11.2%
Puts
Pseudo strike
127.75
IV
37.3%
B/E move
9.1%

25Δ

Calls
Pseudo strike
148.80
IV
33.1%
B/E move
8.7%
Puts
Pseudo strike
130.47
IV
35.8%
B/E move
7.4%

30Δ

Calls
Pseudo strike
146.82
IV
33.4%
B/E move
7.7%
Puts
Pseudo strike
132.49
IV
35.0%
B/E move
6.4%

35Δ

Calls
Pseudo strike
144.86
IV
33.7%
B/E move
6.7%
Puts
Pseudo strike
134.51
IV
34.3%
B/E move
5.3%

40Δ

Calls
Pseudo strike
143.09
IV
33.2%
B/E move
5.8%
Puts
Pseudo strike
136.28
IV
34.2%
B/E move
4.6%

45Δ

Calls
Pseudo strike
141.32
IV
32.8%
B/E move
5.0%
Puts
Pseudo strike
137.98
IV
34.3%
B/E move
4.0%

50Δ

Calls
Pseudo strike
139.56
IV
32.8%
B/E move
4.2%
Puts
Pseudo strike
139.67
IV
34.5%
B/E move
3.4%

55Δ

Calls
Pseudo strike
137.82
IV
34.3%
B/E move
3.8%
Puts
Pseudo strike
141.45
IV
34.5%
B/E move
2.8%

60Δ

Calls
Pseudo strike
136.09
IV
35.7%
B/E move
3.4%
Puts
Pseudo strike
143.24
IV
34.6%
B/E move
2.3%

65Δ

Calls
Pseudo strike
134.28
IV
36.5%
B/E move
2.9%
Puts
Pseudo strike
145.03
IV
34.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
132.37
IV
36.3%
B/E move
2.4%
Puts
Pseudo strike
146.84
IV
33.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
130.46
IV
36.0%
B/E move
1.9%
Puts
Pseudo strike
148.64
IV
32.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
127.90
IV
36.8%
B/E move
1.5%
Puts
Pseudo strike
150.76
IV
32.2%
B/E move
0.6%

Options history

No recorded observations