Optionslam.com

   
    Log In | Join US    
Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
AutoZone, Inc. (AZO) - NYSE Next Earnings Date: OS Estimate: Dec. 8, 2020 BO
OS Projected Window: Dec. 2, 2020 to Dec. 9, 2020
EVR: 2.3
Avg Daily Volume: 193,268    Market Cap: 28.11B
Sector: Services    Short Interest: 1.56
Live Interactive Chart
Days to Next Earnings: 41 Days
Current 7 Day Implied Movement: 3.46%       Theoretical Expires in 7 days


 
Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


    Help Topics:
  • Read here for details about how Implied Volatility data is calculated
  • Read here to find out details about this chart

 
Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 13

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
Sept. 22, 2020 BO $1,186.01 5.85% 4.88% 3.21% $1,224.17 $1,166.71 N/A N/A 4.21% 6.2% N/A
May 26, 2020 BO $1,122.94 5.96% 3.05% 3.97% $1,167.57 $1,123.20 N/A N/A 4.92% 5.47% N/A
March 3, 2020 BO $1,046.89 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 10, 2019 BO $1,169.00
Sept. 24, 2019 BO $1,147.26
May 21, 2019 BO $977.83
Feb. 26, 2019 BO $889.60
Dec. 4, 2018 BO $824.46
Sept. 18, 2018 BO $747.52
May 22, 2018 BO $665.09

 
[hide] [show]
Strategy Test
  • Main
  • Statistics
     
    My Account
  • Log In
  • Join US