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AZZ Inc. AZZ

INDUSTRIALS · SPECIALTY BUSINESS SERVICES
i

Market dataready · fetched 2026-11-04T06:48:55.230Z

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 · 2026-11-04T00:00:00.003535825Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-04T06:48:54.485643+00:00

Share price$138.21
1D+0.2%
AH$137.82$138.46$139.10$139.74$140.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAZZ
Sold putSold callAH

AZZ Inc. options

Live interpolated AZZ call and put midpoint premiums by absolute delta.AZZ Inc.$0.87$4.19$7.51$10.84$14.16$124.17$131.57$138.98$146.39$153.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AZZ spot · $138.21AZZ PRICE$1.23$1.68$2.14$2.78$3.45$4.12$4.90$5.75$6.59$7.59$8.73$9.87$13.20$1.51$1.92$2.45$2.99$3.50$3.98$4.46$4.98$5.94$6.89$7.85$8.80$9.74
PutsExpensive1.26×
CallsExpensive1.37×
SkewBullish-5.24 pp
Implied moveBullish±$9.36
TiltBullish5.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ148.2436.6%8.1%128.2345.0%8.3%
25Δ146.7338.4%7.4%130.9241.8%6.7%
30Δ145.2140.2%6.6%132.6341.6%5.8%
35Δ143.6941.4%6.0%134.3441.5%5.0%
40Δ142.1642.6%5.4%135.8740.3%4.2%
45Δ140.6343.8%4.7%137.2938.5%3.5%
50Δ139.0444.4%4.1%138.7036.8%2.9%
55Δ137.4144.5%3.6%140.1235.1%2.2%
60Δ135.7844.7%3.0%141.5535.2%1.9%
65Δ134.0944.6%2.5%142.9835.3%1.5%
70Δ132.3444.4%2.1%144.4035.4%1.2%
75Δ130.5944.1%1.6%145.7634.3%0.9%
80Δ126.9651.7%1.4%147.0732.2%0.6%

20Δ

Calls
Pseudo strike
148.24
IV
36.6%
B/E move
8.1%
Puts
Pseudo strike
128.23
IV
45.0%
B/E move
8.3%

25Δ

Calls
Pseudo strike
146.73
IV
38.4%
B/E move
7.4%
Puts
Pseudo strike
130.92
IV
41.8%
B/E move
6.7%

30Δ

Calls
Pseudo strike
145.21
IV
40.2%
B/E move
6.6%
Puts
Pseudo strike
132.63
IV
41.6%
B/E move
5.8%

35Δ

Calls
Pseudo strike
143.69
IV
41.4%
B/E move
6.0%
Puts
Pseudo strike
134.34
IV
41.5%
B/E move
5.0%

40Δ

Calls
Pseudo strike
142.16
IV
42.6%
B/E move
5.4%
Puts
Pseudo strike
135.87
IV
40.3%
B/E move
4.2%

45Δ

Calls
Pseudo strike
140.63
IV
43.8%
B/E move
4.7%
Puts
Pseudo strike
137.29
IV
38.5%
B/E move
3.5%

50Δ

Calls
Pseudo strike
139.04
IV
44.4%
B/E move
4.1%
Puts
Pseudo strike
138.70
IV
36.8%
B/E move
2.9%

55Δ

Calls
Pseudo strike
137.41
IV
44.5%
B/E move
3.6%
Puts
Pseudo strike
140.12
IV
35.1%
B/E move
2.2%

60Δ

Calls
Pseudo strike
135.78
IV
44.7%
B/E move
3.0%
Puts
Pseudo strike
141.55
IV
35.2%
B/E move
1.9%

65Δ

Calls
Pseudo strike
134.09
IV
44.6%
B/E move
2.5%
Puts
Pseudo strike
142.98
IV
35.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
132.34
IV
44.4%
B/E move
2.1%
Puts
Pseudo strike
144.40
IV
35.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
130.59
IV
44.1%
B/E move
1.6%
Puts
Pseudo strike
145.76
IV
34.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
126.96
IV
51.7%
B/E move
1.4%
Puts
Pseudo strike
147.07
IV
32.2%
B/E move
0.6%

Options history

IV · four-Friday blend39.16%
Daily close
AZZ33.6%43.9%54.1%2026-08-06: 40.24%2026-08-07: 38.58%2026-08-10: 41.00%2026-08-11: 37.23%2026-08-12: 38.35%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 6Sep 21Oct 30
59 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
40.24%
38.58%
41.00%
37.23%
38.35%
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%