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Azenta, Inc. AZTA

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
i

Market dataready · fetched 2026-11-04T04:45:36.278Z

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 · 2026-11-03T21:24:27.455983039Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T04:45:35.932795+00:00

Share price$37.00
1D+4.2%
AH$35.35$35.89$36.43$36.97$37.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAZTA
Sold putSold callAH

Azenta, Inc. options

Live interpolated AZTA call and put midpoint premiums by absolute delta.Azenta, Inc.$0.96$2.81$4.66$6.51$8.35$26.51$31.80$37.09$42.38$47.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AZTA spot · $37.00AZTA PRICE$1.16$1.22$1.50$1.79$2.08$2.49$2.93$3.36$3.80$4.27$5.26$6.25$7.24$1.54$1.74$1.95$2.16$2.76$3.40$4.04$4.68$5.31$5.94$6.57$7.20$7.82
PutsExpensive1.56×
CallsExpensive1.63×
SkewBullish-2.25 pp
Implied moveBearish±$6.97
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.62152.7%42.6%29.80149.1%23.6%
25Δ45.36117.3%25.9%31.55132.5%19.4%
30Δ43.48111.2%21.6%33.20117.0%15.5%
35Δ41.87107.2%18.0%34.85101.6%11.6%
40Δ40.25103.2%14.4%35.98101.3%10.2%
45Δ39.12102.0%12.5%37.06102.5%9.0%
50Δ38.07101.2%10.8%38.13103.7%7.9%
55Δ37.02100.4%9.1%39.21104.9%6.7%
60Δ35.9799.7%7.5%40.25104.5%5.6%
65Δ34.9099.3%5.9%41.2299.8%4.7%
70Δ33.58103.4%5.0%42.1895.0%3.7%
75Δ32.27107.6%4.1%43.1590.3%2.8%
80Δ30.95111.8%3.2%44.1185.5%1.9%

20Δ

Calls
Pseudo strike
51.62
IV
152.7%
B/E move
42.6%
Puts
Pseudo strike
29.80
IV
149.1%
B/E move
23.6%

25Δ

Calls
Pseudo strike
45.36
IV
117.3%
B/E move
25.9%
Puts
Pseudo strike
31.55
IV
132.5%
B/E move
19.4%

30Δ

Calls
Pseudo strike
43.48
IV
111.2%
B/E move
21.6%
Puts
Pseudo strike
33.20
IV
117.0%
B/E move
15.5%

35Δ

Calls
Pseudo strike
41.87
IV
107.2%
B/E move
18.0%
Puts
Pseudo strike
34.85
IV
101.6%
B/E move
11.6%

40Δ

Calls
Pseudo strike
40.25
IV
103.2%
B/E move
14.4%
Puts
Pseudo strike
35.98
IV
101.3%
B/E move
10.2%

45Δ

Calls
Pseudo strike
39.12
IV
102.0%
B/E move
12.5%
Puts
Pseudo strike
37.06
IV
102.5%
B/E move
9.0%

50Δ

Calls
Pseudo strike
38.07
IV
101.2%
B/E move
10.8%
Puts
Pseudo strike
38.13
IV
103.7%
B/E move
7.9%

55Δ

Calls
Pseudo strike
37.02
IV
100.4%
B/E move
9.1%
Puts
Pseudo strike
39.21
IV
104.9%
B/E move
6.7%

60Δ

Calls
Pseudo strike
35.97
IV
99.7%
B/E move
7.5%
Puts
Pseudo strike
40.25
IV
104.5%
B/E move
5.6%

65Δ

Calls
Pseudo strike
34.90
IV
99.3%
B/E move
5.9%
Puts
Pseudo strike
41.22
IV
99.8%
B/E move
4.7%

70Δ

Calls
Pseudo strike
33.58
IV
103.4%
B/E move
5.0%
Puts
Pseudo strike
42.18
IV
95.0%
B/E move
3.7%

75Δ

Calls
Pseudo strike
32.27
IV
107.6%
B/E move
4.1%
Puts
Pseudo strike
43.15
IV
90.3%
B/E move
2.8%

80Δ

Calls
Pseudo strike
30.95
IV
111.8%
B/E move
3.2%
Puts
Pseudo strike
44.11
IV
85.5%
B/E move
1.9%

Options history

IV · four-Friday blend74.13%
Daily close
AZTA52.7%64.6%76.4%2026-08-05: 57.72%2026-08-21: 60.91%2026-08-24: 64.95%2026-08-25: 60.79%2026-08-26: 60.12%2026-08-27: 61.98%2026-08-28: 58.93%2026-08-31: 61.25%2026-09-01: 66.03%2026-09-02: 60.42%2026-09-04: 63.91%2026-09-10: 62.19%2026-09-18: 57.11%2026-09-21: 58.04%2026-09-22: 55.46%2026-09-23: 57.17%2026-09-24: 56.08%2026-09-25: 58.74%2026-09-28: 56.13%2026-09-29: 57.52%2026-09-30: 58.29%2026-10-01: 54.31%2026-10-02: 65.39%2026-10-05: 74.81%2026-10-06: 70.68%2026-10-07: 67.11%2026-10-08: 70.54%2026-10-09: 69.74%2026-10-12: 73.13%2026-10-16: 66.07%2026-10-19: 64.86%2026-10-20: 66.47%2026-10-21: 68.99%2026-10-22: 66.13%2026-10-23: 64.77%2026-10-26: 65.13%2026-10-27: 69.87%2026-10-28: 59.83%2026-10-29: 67.25%2026-10-30: 74.13%Aug 5Sep 29Oct 30
40 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
57.72%
60.91%
64.95%
60.79%
60.12%
61.98%
58.93%
61.25%
66.03%
60.42%
63.91%
62.19%
57.11%
58.04%
55.46%
57.17%
56.08%
58.74%
56.13%
57.52%
58.29%
54.31%
65.39%
74.81%
70.68%
67.11%
70.54%
69.74%
73.13%
66.07%
64.86%
66.47%
68.99%
66.13%
64.77%
65.13%
69.87%
59.83%
67.25%
74.13%