Home Options AZZChain

AZZ

AZZ Inc.Close $139.39EOD only

Max Pain

$140.00

Next expiry Oct 16, 2026

Expected Move

±$11.10

8.0% from close

Price Gap

+0.61

Distance to max pain

IV Rank

Middle-high premium

P/C OI

0.29

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: Oct 2, 2026 close

End-of-day snapshot

This page reflects AZZ options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

Oct 2, 2026 close

AZZ Options Chain

Data as of market close Oct 2, 2026

Expiration

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row

Next expiry (DTE 14)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
60.00	52.00	64.30	67.80	0.00	0	1	0.0%	1.000	0.0000	-0.007	0.000	0.023
80.00	59.60	0.00	0.00	0.00	8	0	0.0%	1.000	0.0000	-0.009	0.000	0.031
110.00	24.70	31.50	34.50	0.00	0	1	135.1%	0.849	0.0063	-0.318	0.064	0.033
115.00	15.20	28.00	30.60	0.00	0	1	135.1%	0.807	0.0074	-0.371	0.075	0.032
120.00	17.98	16.30	19.50	0.00	1	0	38.7%	0.979	0.0047	-0.033	0.014	0.045
125.00	25.90	18.40	20.00	0.00	1	2	98.2%	0.749	0.0119	-0.315	0.087	0.033
135.00	6.29	6.80	9.00	0.00	1	15	59.3%	0.636	0.0232	-0.226	0.103	0.031
140.00	4.00	4.00	5.70	0.10	1	200	53.1%	0.510	0.0275	-0.214	0.109	0.025
145.00	3.34	1.90	4.00	1.31	1	253	55.9%	0.386	0.0251	-0.214	0.104	0.019
150.00	0.90	0.20	3.00	0.00	1	81	60.5%	0.293	0.0208	-0.207	0.094	0.015
155.00	0.55	0.00	1.45	0.00	1	5	54.4%	0.177	0.0175	-0.140	0.071	0.009
160.00	7.44	0.00	0.00	0.00	1	0	12.5%	0.000	0.0000	0.000	0.000	0.000
165.00	9.60	0.00	3.50	0.00	0	2	78.0%	0.154	0.0112	-0.183	0.065	0.008
170.00	3.50	0.00	3.10	0.00	1	162	83.6%	0.131	0.0093	-0.176	0.058	0.006
180.00	2.40	0.10	3.70	0.00	0	1	105.3%	0.130	0.0073	-0.219	0.058	0.006

Puts

Strike	Last	Bid	Ask	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
80.00	0.10	0.00	0.75	0	2	146.7%	-0.019	0.0011	-0.065	0.012	-0.001
85.00	0.20	0.00	0.75	1	3	132.6%	-0.021	0.0014	-0.064	0.014	-0.001
90.00	0.25	0.00	2.35	1	3	151.2%	-0.051	0.0026	-0.154	0.029	-0.003
95.00	0.25	0.00	0.75	2	2	106.4%	-0.026	0.0020	-0.061	0.016	-0.001
100.00	1.58	0.10	3.10	2	12	131.6%	-0.077	0.0040	-0.184	0.040	-0.005
105.00	2.13	0.65	3.30	2	3	124.2%	-0.098	0.0051	-0.207	0.047	-0.006
110.00	1.63	0.00	2.80	0	4	98.0%	-0.090	0.0061	-0.154	0.045	-0.005
115.00	0.95	0.15	1.60	1	27	73.5%	-0.078	0.0073	-0.103	0.040	-0.004
120.00	2.44	0.30	2.00	4	9	66.2%	-0.109	0.0103	-0.118	0.051	-0.006
125.00	2.52	0.10	3.40	2	4	61.8%	-0.165	0.0147	-0.146	0.068	-0.009
135.00	5.70	2.55	4.90	2	5	51.0%	-0.349	0.0266	-0.178	0.101	-0.020
140.00	8.00	5.10	7.40	1	2	52.6%	-0.490	0.0278	-0.196	0.109	-0.028
145.00	10.70	9.20	11.90	1	131	64.5%	-0.593	0.0220	-0.233	0.106	-0.036
150.00	12.60	12.10	14.70	1	6	58.4%	-0.716	0.0213	-0.180	0.093	-0.043
155.00	12.00	15.50	18.20	0	1	51.5%	-0.838	0.0175	-0.108	0.067	-0.051
160.00	14.40	19.30	22.20	0	1	66.3%	-0.837	0.0136	-0.143	0.067	-0.053
165.00	19.70	16.00	19.10	0	3	0.0%	-1.000	0.0000	0.019	0.000	-0.063
175.00	50.50	36.20	40.20	0	0	107.4%	-0.834	0.0085	-0.243	0.068	-0.059
180.00	31.60	0.00	0.00	1	0	0.0%	-1.000	0.0000	0.021	0.000	-0.069

How to Read the Chain

Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.

How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.