AZO Moves

AutoZone AZO 3325.56 125.56 3.92% Regime: Trend Up (95%)

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Expected move

November 04, 2026 close · $3327.67

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.4% ±$46.92	$3280.75 – $3374.59	$3271.43 – $3383.91	$3227.17 – $3428.17
2 sessions	±2.0% ±$65.22	$3262.45 – $3392.89	$3248.80 – $3406.54	$3187.24 – $3468.10
3 sessions	±2.5% ±$82.19	$3245.48 – $3409.86	$3229.84 – $3425.50	$3152.97 – $3502.37
1 week	±3.1% ±$104.16	$3223.51 – $3431.83	$3200.22 – $3455.12	$3105.38 – $3549.96
2 weeks	±4.4% ±$146.42	$3181.25 – $3474.09	$3146.64 – $3508.70	$3015.53 – $3639.81
3 weeks	±5.5% ±$181.36	$3146.31 – $3509.03	$3102.39 – $3552.95	$2944.66 – $3710.68
1 month	±6.5% ±$215.97	$3111.70 – $3543.64	$3058.13 – $3597.21	$2869.78 – $3785.56

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AZO reports in 23 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±5.72%

Average actual move

0.70%

Beyond the implied move

0 / 1

Median IV change

-26.03%

Reaction session	Implied	Actual	Used	ATM IV before → after
December 10, 2024	±5.72%	+0.70%	0.12×	41.0% → 25.4%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →