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AZZ Inc. AZZ

i

Market dataready · fetched 2026-11-11T14:59:39.270Z

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 · 2026-11-11T14:44:53.971472887Z

FundamentalsSEC EDGAR · ready · as of 2026-08-31 · fetched 2026-11-11T14:59:38.403760+00:00

Share price$131.99
1D-1.0%
$131.89$132.26$132.64$133.02$133.395:30 AM6:30 AM9:00 AM1:00 PMAZZ
Sold putSold call

AZZ Inc. options

Live interpolated AZZ call and put midpoint premiums by absolute delta.AZZ Inc.$0.90$3.08$5.26$7.44$9.62$119.34$125.97$132.61$139.25$145.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AZZ spot · $131.99AZZ PRICE$1.14$1.46$1.81$2.16$2.54$3.09$3.64$4.19$4.74$5.69$6.68$7.67$8.99$1.43$1.65$1.98$2.31$2.66$3.07$3.49$3.91$4.32$4.89$6.00$7.11$8.22
PutsCheap0.89×
CallsCheap0.86×
SkewBullish-3.53 pp
Implied moveBullish±$7.13
TiltBullish2.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ141.9950.8%8.4%122.3460.0%8.4%
25Δ139.6248.8%6.9%125.4650.6%6.2%
30Δ137.9947.3%5.9%127.0448.1%5.2%
35Δ136.3645.7%4.9%128.6345.6%4.3%
40Δ134.8144.4%4.1%130.1443.2%3.4%
45Δ133.6444.4%3.6%131.1541.6%3.0%
50Δ132.4644.5%3.1%132.1740.1%2.5%
55Δ131.2944.5%2.6%133.1938.5%2.1%
60Δ130.1244.5%2.2%134.2037.0%1.6%
65Δ128.7545.1%1.9%135.3036.0%1.2%
70Δ127.3545.8%1.5%136.6936.9%1.0%
75Δ125.9646.5%1.2%138.0837.8%0.8%
80Δ124.2647.7%1.0%139.4638.8%0.6%

20Δ

Calls
Pseudo strike
141.99
IV
50.8%
B/E move
8.4%
Puts
Pseudo strike
122.34
IV
60.0%
B/E move
8.4%

25Δ

Calls
Pseudo strike
139.62
IV
48.8%
B/E move
6.9%
Puts
Pseudo strike
125.46
IV
50.6%
B/E move
6.2%

30Δ

Calls
Pseudo strike
137.99
IV
47.3%
B/E move
5.9%
Puts
Pseudo strike
127.04
IV
48.1%
B/E move
5.2%

35Δ

Calls
Pseudo strike
136.36
IV
45.7%
B/E move
4.9%
Puts
Pseudo strike
128.63
IV
45.6%
B/E move
4.3%

40Δ

Calls
Pseudo strike
134.81
IV
44.4%
B/E move
4.1%
Puts
Pseudo strike
130.14
IV
43.2%
B/E move
3.4%

45Δ

Calls
Pseudo strike
133.64
IV
44.4%
B/E move
3.6%
Puts
Pseudo strike
131.15
IV
41.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
132.46
IV
44.5%
B/E move
3.1%
Puts
Pseudo strike
132.17
IV
40.1%
B/E move
2.5%

55Δ

Calls
Pseudo strike
131.29
IV
44.5%
B/E move
2.6%
Puts
Pseudo strike
133.19
IV
38.5%
B/E move
2.1%

60Δ

Calls
Pseudo strike
130.12
IV
44.5%
B/E move
2.2%
Puts
Pseudo strike
134.20
IV
37.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
128.75
IV
45.1%
B/E move
1.9%
Puts
Pseudo strike
135.30
IV
36.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
127.35
IV
45.8%
B/E move
1.5%
Puts
Pseudo strike
136.69
IV
36.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
125.96
IV
46.5%
B/E move
1.2%
Puts
Pseudo strike
138.08
IV
37.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
124.26
IV
47.7%
B/E move
1.0%
Puts
Pseudo strike
139.46
IV
38.8%
B/E move
0.6%

Options history

IV · four-Friday blend39.16%
Daily close
AZZ33.6%43.9%54.1%2026-08-13: 37.98%2026-08-14: 36.56%2026-08-17: 37.97%2026-08-18: 37.68%2026-08-19: 39.44%2026-08-20: 42.11%2026-08-21: 37.91%2026-08-24: 37.70%2026-08-25: 37.36%2026-08-26: 36.68%2026-08-27: 36.67%2026-08-28: 36.23%2026-08-31: 37.34%2026-09-01: 36.13%2026-09-02: 36.43%2026-09-03: 36.52%2026-09-04: 35.01%2026-09-08: 37.87%2026-09-09: 38.76%2026-09-10: 37.90%2026-09-11: 39.51%2026-09-14: 39.37%2026-09-15: 39.91%2026-09-18: 39.28%2026-09-21: 39.23%2026-09-22: 39.12%2026-09-23: 40.93%2026-09-24: 40.69%2026-09-25: 41.21%2026-09-28: 41.41%2026-09-29: 41.01%2026-09-30: 42.99%2026-10-01: 42.59%2026-10-02: 42.36%2026-10-05: 43.49%2026-10-06: 43.16%2026-10-07: 44.43%2026-10-08: 44.94%2026-10-09: 45.83%2026-10-12: 48.79%2026-10-13: 52.72%2026-10-14: 41.71%2026-10-15: 41.72%2026-10-16: 36.86%2026-10-19: 36.42%2026-10-20: 37.11%2026-10-21: 35.38%2026-10-22: 37.01%2026-10-23: 37.38%2026-10-26: 38.76%2026-10-27: 37.16%2026-10-28: 38.14%2026-10-29: 36.12%2026-10-30: 39.16%Aug 13Sep 23Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
37.98%
36.56%
37.97%
37.68%
39.44%
42.11%
37.91%
37.70%
37.36%
36.68%
36.67%
36.23%
37.34%
36.13%
36.43%
36.52%
35.01%
37.87%
38.76%
37.90%
39.51%
39.37%
39.91%
39.28%
39.23%
39.12%
40.93%
40.69%
41.21%
41.41%
41.01%
42.99%
42.59%
42.36%
43.49%
43.16%
44.43%
44.94%
45.83%
48.79%
52.72%
41.71%
41.72%
36.86%
36.42%
37.11%
35.38%
37.01%
37.38%
38.76%
37.16%
38.14%
36.12%
39.16%