AZO · Autozone Inc

Track AZO — free Ask ALVIS about AZO

$2,957.08 +33.58 (+1.15%) At close · Jul 24

Market Cap

$48.28B

16.33M

Options Chain

15-min delayed Underlying $2,957.08 · today Options Calculator

Positioning

Aug 21, 2026 · 26 days to expiry · 118 contracts

Put / call OI

0.43

Call-heavy positioning

Open interest

2,207

contracts outstanding

Volume

704

traded today

Max pain

$3,030.00

$72.92 above spot

ATM implied vol

36.8%

market's expected move

Open interest by strike · near the money

Calls Puts

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Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 26d Sep 18 54d Dec 18 145d Jan 15 173d Mar 19 236d Jun 17 326d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	55.2%	0.94	—		$4.40	-0.052	52.2%	1	1
Call · $2380 In the money Last — Breakeven — Implied vol 55.2% Delta 0.94 ≈94% ITM Gamma 0 Theta -1.213 Vega 1.225 Open interest 0 Model this call Put · $2380 Last $4.40 Breakeven $2,375.60 Implied vol 52.2% Delta -0.052 ≈5% ITM Gamma 0 Theta -0.822 Vega 0.708 Open interest 1 Model this put
0	—	53.5%	0.938	—		$4.97	-0.054	50.8%	12	17
Call · $2400 In the money Last — Breakeven — Implied vol 53.5% Delta 0.938 ≈94% ITM Gamma 0 Theta -1.211 Vega 1.229 Open interest 0 Model this call Put · $2400 Last $4.97 Breakeven $2,395.03 Implied vol 50.8% Delta -0.054 ≈5% ITM Gamma 0 Theta -0.824 Vega 0.71 Open interest 17 Model this put
0	—	51.9%	0.935	—		—	-0.055	49.1%	—	0
Call · $2420 In the money Last — Breakeven — Implied vol 51.9% Delta 0.935 ≈94% ITM Gamma 0 Theta -1.212 Vega 1.234 Open interest 0 Model this call Put · $2420 Last — Breakeven — Implied vol 49.1% Delta -0.055 ≈5% ITM Gamma 0 Theta -0.812 Vega 0.714 Open interest 0 Model this put
1	1	50.3%	0.933	$584.00		$9.20	-0.06	48.6%	1	1
Call · $2440 In the money Last $584.00 Breakeven $3,024.00 Implied vol 50.3% Delta 0.933 ≈93% ITM Gamma 0 Theta -1.211 Vega 1.239 Open interest 1 Model this call Put · $2440 Last $9.20 Breakeven $2,430.80 Implied vol 48.6% Delta -0.06 ≈6% ITM Gamma 0 Theta -0.863 Vega 1.237 Open interest 1 Model this put
0	—	48.9%	0.929	—		—	-0.063	47.2%	—	0
Call · $2460 In the money Last — Breakeven — Implied vol 48.9% Delta 0.929 ≈93% ITM Gamma 0 Theta -1.219 Vega 1.243 Open interest 0 Model this call Put · $2460 Last — Breakeven — Implied vol 47.2% Delta -0.063 ≈6% ITM Gamma 0 Theta -0.869 Vega 1.241 Open interest 0 Model this put
1	1	47.7%	0.925	$584.00		$12.00	-0.067	45.9%	1	1
Call · $2480 In the money Last $584.00 Breakeven $3,064.00 Implied vol 47.7% Delta 0.925 ≈92% ITM Gamma 0 Theta -1.24 Vega 1.248 Open interest 1 Model this call Put · $2480 Last $12.00 Breakeven $2,468.00 Implied vol 45.9% Delta -0.067 ≈7% ITM Gamma 0 Theta -0.881 Vega 1.246 Open interest 1 Model this put
1	1	47.6%	0.915	$529.30		$10.00	-0.074	45.2%	4	17
Call · $2500 In the money Last $529.30 Breakeven $3,029.30 Implied vol 47.6% Delta 0.915 ≈92% ITM Gamma 0 Theta -1.335 Vega 1.255 Open interest 1 Model this call Put · $2500 Last $10.00 Breakeven $2,490.00 Implied vol 45.2% Delta -0.074 ≈7% ITM Gamma 0 Theta -0.934 Vega 1.252 Open interest 17 Model this put
2	2	45.8%	0.898	$494.30		$10.50	-0.081	41%	1	8
Call · $2550 In the money Last $494.30 Breakeven $3,044.30 Implied vol 45.8% Delta 0.898 ≈90% ITM Gamma 0 Theta -1.458 Vega 1.269 Open interest 2 Model this call Put · $2550 Last $10.50 Breakeven $2,539.50 Implied vol 41% Delta -0.081 ≈8% ITM Gamma 0 Theta -0.904 Vega 1.262 Open interest 8 Model this put
9	1	43.8%	0.878	$362.60		$13.11	-0.11	41.2%	1	21
Call · $2600 In the money Last $362.60 Breakeven $2,962.60 Implied vol 43.8% Delta 0.878 ≈88% ITM Gamma 0.001 Theta -1.574 Vega 1.925 Open interest 9 Model this call Put · $2600 Last $13.11 Breakeven $2,586.89 Implied vol 41.2% Delta -0.11 ≈11% ITM Gamma 0.001 Theta -1.147 Vega 1.284 Open interest 21 Model this put
0	—	42.6%	0.845	—		$23.68	-0.12	36.7%	6	43
Call · $2650 In the money Last — Breakeven — Implied vol 42.6% Delta 0.845 ≈84% ITM Gamma 0.001 Theta -1.746 Vega 1.949 Open interest 0 Model this call Put · $2650 Last $23.68 Breakeven $2,626.32 Implied vol 36.7% Delta -0.12 ≈12% ITM Gamma 0.001 Theta -1.088 Vega 1.935 Open interest 43 Model this put
7	14	40.7%	0.813	$402.05		$30.00	-0.155	34.7%	11	59
Call · $2700 In the money Last $402.05 Breakeven $3,102.05 Implied vol 40.7% Delta 0.813 ≈81% ITM Gamma 0.001 Theta -1.87 Vega 1.971 Open interest 7 Model this call Put · $2700 Last $30.00 Breakeven $2,670.00 Implied vol 34.7% Delta -0.155 ≈15% ITM Gamma 0.001 Theta -1.201 Vega 1.959 Open interest 59 Model this put
1	4	38.9%	0.774	$232.46		$35.20	-0.206	35.3%	6	48
Call · $2750 In the money Last $232.46 Breakeven $2,982.46 Implied vol 38.9% Delta 0.774 ≈77% ITM Gamma 0.001 Theta -1.979 Vega 2.608 Open interest 1 Model this call Put · $2750 Last $35.20 Breakeven $2,714.80 Implied vol 35.3% Delta -0.206 ≈21% ITM Gamma 0.001 Theta -1.484 Vega 2.033 Open interest 48 Model this put
8	16	38.3%	0.719	$321.23		$55.96	-0.268	35.3%	2	18
Call · $2800 In the money Last $321.23 Breakeven $3,121.23 Implied vol 38.3% Delta 0.719 ≈72% ITM Gamma 0.001 Theta -2.143 Vega 2.643 Open interest 8 Model this call Put · $2800 Last $55.96 Breakeven $2,744.04 Implied vol 35.3% Delta -0.268 ≈27% ITM Gamma 0.001 Theta -1.679 Vega 2.639 Open interest 18 Model this put
2	3	38.6%	0.66	$163.72		$65.00	-0.334	36.1%	18	32
Call · $2850 In the money Last $163.72 Breakeven $3,013.72 Implied vol 38.6% Delta 0.66 ≈66% ITM Gamma 0.001 Theta -2.334 Vega 3.061 Open interest 2 Model this call Put · $2850 Last $65.00 Breakeven $2,785.00 Implied vol 36.1% Delta -0.334 ≈33% ITM Gamma 0.001 Theta -1.92 Vega 3.058 Open interest 32 Model this put
13	1	37.7%	0.596	$150.00		$83.00	-0.401	34.7%	11	81
Call · $2900 In the money Last $150.00 Breakeven $3,050.00 Implied vol 37.7% Delta 0.596 ≈60% ITM Gamma 0.001 Theta -2.364 Vega 3.1 Open interest 13 Model this call Put · $2900 Last $83.00 Breakeven $2,817.00 Implied vol 34.7% Delta -0.401 ≈40% ITM Gamma 0.001 Theta -1.912 Vega 3.099 Open interest 81 Model this put
11	23	38.1%	0.531	$121.24		$106.40	-0.473	35.6%	5	54
Call · $2950 In the money Last $121.24 Breakeven $3,071.24 Implied vol 38.1% Delta 0.531 ≈53% ITM Gamma 0.001 Theta -2.471 Vega 3.14 Open interest 11 Model this call Put · $2950 Last $106.40 Breakeven $2,843.60 Implied vol 35.6% Delta -0.473 ≈47% ITM Gamma 0.001 Theta -2.046 Vega 3.14 Open interest 54 Model this put
Underlying $2,957.08
3	3	36%	0.489	$104.97		$123.03	-0.517	34.6%	2	10
Call · $2980 Last $104.97 Breakeven $3,084.97 Implied vol 36% Delta 0.489 ≈49% ITM Gamma 0.001 Theta -2.306 Vega 3.166 Open interest 3 Model this call Put · $2980 In the money Last $123.03 Breakeven $2,856.97 Implied vol 34.6% Delta -0.517 ≈52% ITM Gamma 0.001 Theta -1.951 Vega 3.165 Open interest 10 Model this put
2	4	37.2%	0.477	$101.20		$142.25	-0.531	34.6%	8	5
Call · $2990 Last $101.20 Breakeven $3,091.20 Implied vol 37.2% Delta 0.477 ≈48% ITM Gamma 0.001 Theta -2.371 Vega 3.173 Open interest 2 Model this call Put · $2990 In the money Last $142.25 Breakeven $2,847.75 Implied vol 34.6% Delta -0.531 ≈53% ITM Gamma 0.001 Theta -1.937 Vega 3.171 Open interest 5 Model this put
43	26	35.7%	0.461	$85.18		$148.56	-0.545	34.6%	4	48
Call · $3000 Last $85.18 Breakeven $3,085.18 Implied vol 35.7% Delta 0.461 ≈46% ITM Gamma 0.001 Theta -2.265 Vega 3.182 Open interest 43 Model this call Put · $3000 In the money Last $148.56 Breakeven $2,851.44 Implied vol 34.6% Delta -0.545 ≈55% ITM Gamma 0.001 Theta -1.926 Vega 3.179 Open interest 48 Model this put
40	4	37.4%	0.451	$92.16		$102.89	-0.558	35.1%	1	12
Call · $3010 Last $92.16 Breakeven $3,102.16 Implied vol 37.4% Delta 0.451 ≈45% ITM Gamma 0.001 Theta -2.359 Vega 3.189 Open interest 40 Model this call Put · $3010 In the money Last $102.89 Breakeven $2,907.11 Implied vol 35.1% Delta -0.558 ≈56% ITM Gamma 0.001 Theta -1.943 Vega 3.187 Open interest 12 Model this put
20	6	37.2%	0.437	$87.59		$125.05	-0.573	34.9%	36	17
Call · $3020 Last $87.59 Breakeven $3,107.59 Implied vol 37.2% Delta 0.437 ≈44% ITM Gamma 0.001 Theta -2.334 Vega 3.197 Open interest 20 Model this call Put · $3020 In the money Last $125.05 Breakeven $2,894.95 Implied vol 34.9% Delta -0.573 ≈57% ITM Gamma 0.001 Theta -1.919 Vega 3.192 Open interest 17 Model this put
7	2	37.2%	0.424	$130.80		$120.80	-0.592	33.9%	2	19
Call · $3030 Last $130.80 Breakeven $3,160.80 Implied vol 37.2% Delta 0.424 ≈42% ITM Gamma 0.001 Theta -2.323 Vega 3.205 Open interest 7 Model this call Put · $3030 In the money Last $120.80 Breakeven $2,909.20 Implied vol 33.9% Delta -0.592 ≈59% ITM Gamma 0.001 Theta -1.842 Vega 3.196 Open interest 19 Model this put
7	5	36.3%	0.408	$70.10		$127.44	-0.603	34.6%	5	3
Call · $3040 Last $70.10 Breakeven $3,110.10 Implied vol 36.3% Delta 0.408 ≈41% ITM Gamma 0.001 Theta -2.258 Vega 3.215 Open interest 7 Model this call Put · $3040 In the money Last $127.44 Breakeven $2,912.56 Implied vol 34.6% Delta -0.603 ≈60% ITM Gamma 0.001 Theta -1.876 Vega 3.195 Open interest 3 Model this put
24	1	37.6%	0.399	$71.34		$135.00	-0.615	35.2%	1	13
Call · $3050 Last $71.34 Breakeven $3,121.34 Implied vol 37.6% Delta 0.399 ≈40% ITM Gamma 0.001 Theta -2.323 Vega 3.221 Open interest 24 Model this call Put · $3050 In the money Last $135.00 Breakeven $2,915.00 Implied vol 35.2% Delta -0.615 ≈62% ITM Gamma 0.001 Theta -1.901 Vega 3.181 Open interest 13 Model this put
4	1	37.4%	0.385	$70.00		$160.60	-0.63	34.9%	3	10
Call · $3060 Last $70.00 Breakeven $3,130.00 Implied vol 37.4% Delta 0.385 ≈39% ITM Gamma 0.001 Theta -2.301 Vega 3.229 Open interest 4 Model this call Put · $3060 In the money Last $160.60 Breakeven $2,899.40 Implied vol 34.9% Delta -0.63 ≈63% ITM Gamma 0.001 Theta -1.849 Vega 2.823 Open interest 10 Model this put
1	1	36.7%	0.371	$119.80		$147.25	-0.644	34.6%	2	1
Call · $3070 Last $119.80 Breakeven $3,189.80 Implied vol 36.7% Delta 0.371 ≈37% ITM Gamma 0.001 Theta -2.22 Vega 2.834 Open interest 1 Model this call Put · $3070 In the money Last $147.25 Breakeven $2,922.75 Implied vol 34.6% Delta -0.644 ≈64% ITM Gamma 0.001 Theta -1.795 Vega 2.829 Open interest 1 Model this put
5	2	37%	0.361	$147.00		$145.00	-0.661	33.8%	2	11
Call · $3080 Last $147.00 Breakeven $3,227.00 Implied vol 37% Delta 0.361 ≈36% ITM Gamma 0.001 Theta -2.206 Vega 2.84 Open interest 5 Model this call Put · $3080 In the money Last $145.00 Breakeven $2,935.00 Implied vol 33.8% Delta -0.661 ≈66% ITM Gamma 0.001 Theta -1.702 Vega 2.836 Open interest 11 Model this put
12	1	36.4%	0.346	$135.32		$124.16	-0.676	33.3%	2	1
Call · $3090 Last $135.32 Breakeven $3,225.32 Implied vol 36.4% Delta 0.346 ≈35% ITM Gamma 0.001 Theta -2.128 Vega 2.848 Open interest 12 Model this call Put · $3090 In the money Last $124.16 Breakeven $2,965.84 Implied vol 33.3% Delta -0.676 ≈68% ITM Gamma 0.001 Theta -1.636 Vega 2.836 Open interest 1 Model this put
43	3	36.2%	0.333	$51.54		$186.40	-0.686	33.8%	11	20
Call · $3100 Last $51.54 Breakeven $3,151.54 Implied vol 36.2% Delta 0.333 ≈33% ITM Gamma 0.001 Theta -2.08 Vega 2.856 Open interest 43 Model this call Put · $3100 In the money Last $186.40 Breakeven $2,913.60 Implied vol 33.8% Delta -0.686 ≈69% ITM Gamma 0.001 Theta -1.637 Vega 2.842 Open interest 20 Model this put
2	2	35.2%	0.315	$86.50		$134.70	-0.699	33.8%	22	27
Call · $3110 Last $86.50 Breakeven $3,196.50 Implied vol 35.2% Delta 0.315 ≈32% ITM Gamma 0.001 Theta -1.973 Vega 2.866 Open interest 2 Model this call Put · $3110 In the money Last $134.70 Breakeven $2,975.30 Implied vol 33.8% Delta -0.699 ≈70% ITM Gamma 0.001 Theta -1.6 Vega 2.846 Open interest 27 Model this put
9	1	36.3%	0.31	$56.79		—	-0.715	33.4%	—	0
Call · $3120 Last $56.79 Breakeven $3,176.79 Implied vol 36.3% Delta 0.31 ≈31% ITM Gamma 0.001 Theta -2.016 Vega 2.87 Open interest 9 Model this call Put · $3120 In the money Last — Breakeven — Implied vol 33.4% Delta -0.715 ≈71% ITM Gamma 0.001 Theta -1.541 Vega 2.841 Open interest 0 Model this put
6	5	36.6%	0.3	$130.70		$127.83	-0.728	33.4%	3	3
Call · $3130 Last $130.70 Breakeven $3,260.70 Implied vol 36.6% Delta 0.3 ≈30% ITM Gamma 0.001 Theta -2.007 Vega 2.876 Open interest 6 Model this call Put · $3130 In the money Last $127.83 Breakeven $3,002.17 Implied vol 33.4% Delta -0.728 ≈73% ITM Gamma 0.001 Theta -1.501 Vega 2.836 Open interest 3 Model this put
4	1	35.3%	0.279	$43.80		—	-0.741	33.5%	—	0
Call · $3140 Last $43.80 Breakeven $3,183.80 Implied vol 35.3% Delta 0.279 ≈28% ITM Gamma 0.001 Theta -1.874 Vega 2.888 Open interest 4 Model this call Put · $3140 In the money Last — Breakeven — Implied vol 33.5% Delta -0.741 ≈74% ITM Gamma 0.001 Theta -1.473 Vega 2.824 Open interest 0 Model this put
49	1	36.6%	0.277	$43.66		$254.89	-0.752	33.7%	22	18
Call · $3150 Last $43.66 Breakeven $3,193.66 Implied vol 36.6% Delta 0.277 ≈28% ITM Gamma 0.001 Theta -1.935 Vega 2.891 Open interest 49 Model this call Put · $3150 In the money Last $254.89 Breakeven $2,895.11 Implied vol 33.7% Delta -0.752 ≈75% ITM Gamma 0.001 Theta -1.451 Vega 2.734 Open interest 18 Model this put
4	1	36%	0.261	$200.00		—	-0.77	32.6%	—	0
Call · $3160 Last $200.00 Breakeven $3,360.00 Implied vol 36% Delta 0.261 ≈26% ITM Gamma 0.001 Theta -1.858 Vega 2.9 Open interest 4 Model this call Put · $3160 In the money Last — Breakeven — Implied vol 32.6% Delta -0.77 ≈77% ITM Gamma 0.001 Theta -1.324 Vega 2.197 Open interest 0 Model this put
4	1	37.3%	0.259	$70.00		$113.60	-0.78	32.8%	1	1
Call · $3170 Last $70.00 Breakeven $3,240.00 Implied vol 37.3% Delta 0.259 ≈26% ITM Gamma 0.001 Theta -1.917 Vega 2.903 Open interest 4 Model this call Put · $3170 In the money Last $113.60 Breakeven $3,056.40 Implied vol 32.8% Delta -0.78 ≈78% ITM Gamma 0.001 Theta -1.291 Vega 2.202 Open interest 1 Model this put
2	1	36.4%	0.243	$180.00		$203.46	-0.791	32.6%	1	2
Call · $3180 Last $180.00 Breakeven $3,360.00 Implied vol 36.4% Delta 0.243 ≈24% ITM Gamma 0.001 Theta -1.809 Vega 2.227 Open interest 2 Model this call Put · $3180 In the money Last $203.46 Breakeven $2,976.54 Implied vol 32.6% Delta -0.791 ≈79% ITM Gamma 0.001 Theta -1.235 Vega 2.195 Open interest 2 Model this put
2	2	36%	0.232	$85.04		—	-0.787	34.5%	—	0
Call · $3190 Last $85.04 Breakeven $3,275.04 Implied vol 36% Delta 0.232 ≈23% ITM Gamma 0.001 Theta -1.733 Vega 2.234 Open interest 2 Model this call Put · $3190 In the money Last — Breakeven — Implied vol 34.5% Delta -0.787 ≈79% ITM Gamma 0.001 Theta -1.334 Vega 2.203 Open interest 0 Model this put
28	35	36%	0.223	$36.36		$293.92	-0.809	32.9%	1	5
Call · $3200 Last $36.36 Breakeven $3,236.36 Implied vol 36% Delta 0.223 ≈22% ITM Gamma 0.001 Theta -1.688 Vega 2.239 Open interest 28 Model this call Put · $3200 In the money Last $293.92 Breakeven $2,906.08 Implied vol 32.9% Delta -0.809 ≈81% ITM Gamma 0.001 Theta -1.166 Vega 2.195 Open interest 5 Model this put
0	—	35.9%	0.213	—		—	-0.809	34.1%	—	0
Call · $3210 Last — Breakeven — Implied vol 35.9% Delta 0.213 ≈21% ITM Gamma 0.001 Theta -1.631 Vega 2.245 Open interest 0 Model this call Put · $3210 In the money Last — Breakeven — Implied vol 34.1% Delta -0.809 ≈81% ITM Gamma 0.001 Theta -1.215 Vega 2.196 Open interest 0 Model this put
2	2	36%	0.204	$99.00		—	-0.829	33%	—	0
Call · $3220 Last $99.00 Breakeven $3,319.00 Implied vol 36% Delta 0.204 ≈20% ITM Gamma 0.001 Theta -1.595 Vega 2.25 Open interest 2 Model this call Put · $3220 In the money Last — Breakeven — Implied vol 33% Delta -0.829 ≈83% ITM Gamma 0.001 Theta -1.084 Vega 2.171 Open interest 0 Model this put
1	1	38.8%	0.215	$54.00		—	-0.832	33.8%	—	0
Call · $3230 Last $54.00 Breakeven $3,284.00 Implied vol 38.8% Delta 0.215 ≈21% ITM Gamma 0.001 Theta -1.768 Vega 2.247 Open interest 1 Model this call Put · $3230 In the money Last — Breakeven — Implied vol 33.8% Delta -0.832 ≈83% ITM Gamma 0.001 Theta -1.103 Vega 2.165 Open interest 0 Model this put
1	1	36.7%	0.192	$70.40		$289.97	-0.856	32.4%	1	1
Call · $3240 Last $70.40 Breakeven $3,310.40 Implied vol 36.7% Delta 0.192 ≈19% ITM Gamma 0.001 Theta -1.561 Vega 2.259 Open interest 1 Model this call Put · $3240 In the money Last $289.97 Breakeven $2,950.03 Implied vol 32.4% Delta -0.856 ≈86% ITM Gamma 0.001 Theta -0.946 Vega 2.056 Open interest 1 Model this put
95	13	33.9%	0.16	$23.66		$284.66	-0.868	32%	6	9
Call · $3250 Last $23.66 Breakeven $3,273.66 Implied vol 33.9% Delta 0.16 ≈16% ITM Gamma 0.001 Theta -1.298 Vega 2.275 Open interest 95 Model this call Put · $3250 In the money Last $284.66 Breakeven $2,965.34 Implied vol 32% Delta -0.868 ≈87% ITM Gamma 0.001 Theta -0.868 Vega 1.447 Open interest 9 Model this put
1	1	35.9%	0.168	$87.30		$207.49	-0.858	34.2%	1	1
Call · $3260 Last $87.30 Breakeven $3,347.30 Implied vol 35.9% Delta 0.168 ≈17% ITM Gamma 0.001 Theta -1.408 Vega 2.272 Open interest 1 Model this call Put · $3260 In the money Last $207.49 Breakeven $3,052.51 Implied vol 34.2% Delta -0.858 ≈86% ITM Gamma 0.001 Theta -0.993 Vega 2.006 Open interest 1 Model this put
77	22	38.7%	0.156	$32.00		$299.90	-0.894	33.1%	3	5
Call · $3300 Last $32.00 Breakeven $3,332.00 Implied vol 38.7% Delta 0.156 ≈16% ITM Gamma 0.001 Theta -1.454 Vega 2.284 Open interest 77 Model this call Put · $3300 In the money Last $299.90 Breakeven $3,000.10 Implied vol 33.1% Delta -0.894 ≈89% ITM Gamma 0.001 Theta -0.74 Vega 1.424 Open interest 5 Model this put
72	3	34.5%	0.097	$18.86		$260.45	-0.945	31%	7	7
Call · $3350 Last $18.86 Breakeven $3,368.86 Implied vol 34.5% Delta 0.097 ≈10% ITM Gamma 0.001 Theta -0.92 Vega 1.552 Open interest 72 Model this call Put · $3350 In the money Last $260.45 Breakeven $3,089.55 Implied vol 31% Delta -0.945 ≈94% ITM Gamma 0.001 Theta -0.378 Vega 0.762 Open interest 7 Model this put
11	12	38.3%	0.096	$10.28		$360.40	-0.982	29.4%	1	3
Call · $3400 Last $10.28 Breakeven $3,410.28 Implied vol 38.3% Delta 0.096 ≈10% ITM Gamma 0.001 Theta -1.01 Vega 1.558 Open interest 11 Model this call Put · $3400 In the money Last $360.40 Breakeven $3,039.60 Implied vol 29.4% Delta -0.982 ≈98% ITM Gamma 0 Theta -0.13 Vega 0.427 Open interest 3 Model this put
18	4	41.2%	0.089	$18.92		$410.00	—	—	1	6
Call · $3450 Last $18.92 Breakeven $3,468.92 Implied vol 41.2% Delta 0.089 ≈9% ITM Gamma 0 Theta -1.027 Vega 1.566 Open interest 18 Model this call Put · $3450 In the money Last $410.00 Breakeven $3,040.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this put
207	8	42.5%	0.076	$12.80		$408.00	—	—	1	5
Call · $3500 Last $12.80 Breakeven $3,512.80 Implied vol 42.5% Delta 0.076 ≈8% ITM Gamma 0 Theta -0.94 Vega 0.914 Open interest 207 Model this call Put · $3500 In the money Last $408.00 Breakeven $3,092.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 Model this put
86	1	45.7%	0.075	$5.48		—	—	—	—	0
Call · $3550 Last $5.48 Breakeven $3,555.48 Implied vol 45.7% Delta 0.075 ≈7% ITM Gamma 0 Theta -1 Vega 0.918 Open interest 86 Model this call Put · $3550 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
418	122	36.9%	0.026	$3.80		$500.00	—	—	2	0
Call · $3600 Last $3.80 Breakeven $3,603.80 Implied vol 36.9% Delta 0.026 ≈3% ITM Gamma 0 Theta -0.342 Vega 0.472 Open interest 418 Model this call Put · $3600 In the money Last $500.00 Breakeven $3,100.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
148	58	44.9%	0.045	$3.40		$584.00	—	—	3	0
Call · $3650 Last $3.40 Breakeven $3,653.40 Implied vol 44.9% Delta 0.045 ≈4% ITM Gamma 0 Theta -0.65 Vega 0.937 Open interest 148 Model this call Put · $3650 In the money Last $584.00 Breakeven $3,066.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
5	4	50.7%	0.057	$2.60		$510.48	—	—	4	0
Call · $3700 Last $2.60 Breakeven $3,702.60 Implied vol 50.7% Delta 0.057 ≈6% ITM Gamma 0 Theta -0.889 Vega 0.937 Open interest 5 Model this call Put · $3700 In the money Last $510.48 Breakeven $3,189.52 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
8	12	53.7%	0.058	$22.17		$760.00	—	—	3	0
Call · $3750 Last $22.17 Breakeven $3,772.17 Implied vol 53.7% Delta 0.058 ≈6% ITM Gamma 0 Theta -0.948 Vega 0.941 Open interest 8 Model this call Put · $3750 In the money Last $760.00 Breakeven $2,990.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
11	10	55.5%	0.054	$7.31		—	—	—	—	0
Call · $3800 Last $7.31 Breakeven $3,807.31 Implied vol 55.5% Delta 0.054 ≈5% ITM Gamma 0 Theta -0.921 Vega 0.947 Open interest 11 Model this call Put · $3800 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	57.9%	0.052	—		—	—	—	—	0
Call · $3850 Last — Breakeven — Implied vol 57.9% Delta 0.052 ≈5% ITM Gamma 0 Theta -0.943 Vega 0.952 Open interest 0 Model this call Put · $3850 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	1	60%	0.051	$0.65		$808.00	—	—	6	0
Call · $3900 Last $0.65 Breakeven $3,900.65 Implied vol 60% Delta 0.051 ≈5% ITM Gamma 0 Theta -0.948 Vega 0.957 Open interest 0 Model this call Put · $3900 In the money Last $808.00 Breakeven $3,092.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
4	1	55.3%	0.03	$1.91		$856.00	—	—	4	1
Call · $3950 Last $1.91 Breakeven $3,951.91 Implied vol 55.3% Delta 0.03 ≈3% ITM Gamma 0 Theta -0.565 Vega 0.485 Open interest 4 Model this call Put · $3950 In the money Last $856.00 Breakeven $3,094.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. The 25 strikes around the money are shown by default — switch to "All 59" for the wings. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 866787 CUSIP 053332102 13F (30d) 336 filings 328 filers Visit website Investor relations