AutoZone, Inc. (AZO)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 00:33 UTC · Figures derived from the full chain (1,724 contracts, 7 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)
Expected move — Sep 18, 2026 (16 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±5.4% (range 2,777.07–3,091.97) by Sep 18, 2026. ATM straddle: 157.45 @ strike 2,940 · ATM IV: 32.0%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 2,641.07 | -10% | 93.8% | 6.2% |
| 2,787.79 | -5% | 76.8% | 23.2% |
| 2,934.52 | +0% | 48.7% | 51.3% |
| 3,081.25 | +5% | 22.3% | 77.7% |
| 3,227.97 | +10% | 7.2% | 92.8% |
Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Sep 18, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Sep 18, 2026 | 16 | ±5.4% | 32.0% | 5,096 |
| Oct 16, 2026 | 44 | ±10.0% | 35.9% | 292 |
| Dec 18, 2026 | 107 | ±15.5% | 35.9% | 3,832 |
| Jan 15, 2027 | 135 | ±17.1% | 35.0% | 2,214 |
| Mar 19, 2027 | 198 | ±20.5% | 34.8% | 2,686 |
Open interest by strike — Sep 18
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 3,300 C · 3673,600 C · 1642,800 P · 1552,900 P · 1302,700 P · 111
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Track record
Full history →Every trading day we record what the options market is pricing for each expiration — before the outcome is known. Once expirations start resolving, this section compares expected versus actual, and the record is never rewritten. Recording since Aug 31, 2026.
Past earnings reactions
Avg |reaction| 4.4% · median 3.5% (20 reports) — two-session close-to-close window; definition
About AutoZone, Inc.
AutoZone, Inc. operates as a leading retailer and distributor specializing in automotive replacement parts and accessories. The company's comprehensive inventory caters to a diverse range of vehicles, including cars, sport utility vehicles, vans, and light trucks. Their product offerings encompass both new and remanufactured critical hard parts, essential maintenance items, various accessories, and a selection of non-automotive goods. Key automotive components available include A/C compressors, batteries, bearings, belts, hoses, brake calipers, chassis parts, clutches, CV axles, engines, fuel pumps, fuses, ignition and lighting systems, mufflers, radiators, starters, alternators, thermostats, water pumps, and tire repair kits. For vehicle upkeep, AutoZone supplies antifreeze, windshield washer fluid, an extensive array of brake components (drums, rotors, shoes, pads), various automotive fluids (brake, power steering, oil, transmission), oil and fuel additives, and filters for oil, cabin air, engine air, fuel, and transmission. Other maintenance products cover oxygen sensors, paints, refrigerants, shock absorbers, struts, spark plugs, wires, and windshield wipers. Beyond functional
Consumer Cyclical · Specialty Retail · NYSE · Profile: Financial Modeling Prep
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