AZN Options Chain, Open Interest, and Volatility Data

AZN Options Open Interest & Strategy Insights

AZN – Top 10 Strike Prices by Open Interest

Strike	Call OI	Put OI	Total OI
80	14892	5462	20354
85	13657	2374	16031
82.5	6681	5988	12669
77.5	6574	5126	11700
70	5502	4518	10020
75	2991	6542	9533
90	9136	335	9471
87.5	6473	1141	7614
65	2618	2874	5492
60	971	2965	3936

AZN – Volatility Metrics & Put/Call Analysis

Put/Call OI Ratio	Put/Call Volume Ratio	Avg Call IV	Avg Put IV	IV Skew
0.58	0.74	35.18%	30.33%	-4.85%

Data Analysis

Symbol: AZN Current Price: 81.15
Max Pain: 82.50 (below)

📌 Absolute OI Peak: 80.00 (20354 contracts)
🛡️ Short-term Key Levels: 77.50（11700 contracts，major support） , 75.00（9533 contracts，major support） , 70.00（10020 contracts，major support）

📈 Put/Call OI Ratio: 0.58 (bullish, Call OI dominant)
Put/Call Volume Ratio: 0.74 (bullish, Call volume dominant)

📊 Avg Call IV: 35.18%
Avg Put IV: 30.33%
IV Skew: -4.85% (Call IV higher than Put IV by 4.85%, upward expectation slightly stronger)

Market Sentiment Based on Options by Expiration Date

Date	Call Volume	Put Volume	Open Interest	Put/Call Ratio	Sentiment
2025-11-21	3085	1156	18652	0.375	Moderate Bullish 📈 (70)
2025-12-19	662	389	18813	0.588	Slight Bullish 📈 (60)
2026-01-16	293	359	24774	1.225	Slight Bearish 📉 (40)
2026-04-17	141	116	9248	0.823	Slight Bullish 📈 (60)
2027-01-15	40	163	6298	4.075	Moderate Bearish 📉 (30) ⚠️
2027-06-17	27	37	2617	1.370	Slight Bearish 📉 (40)
2028-01-21	100	54	357	0.540	Slight Bullish 📈 (60)
How the Sentiment Algorithm Works This table evaluates market sentiment based on aggregated options data by expiration date. The key metrics are: Put/Call Ratio (PCR): Indicates the relative activity between put and call options. A high PCR suggests bearish sentiment, while a low PCR indicates bullish sentiment. Open Interest (OI): Represents the number of outstanding contracts. Higher values reflect strong market attention or hedging activity. Unusual activity ⚠️: Days with extremely high PCR or OI are flagged, signaling possible speculative bets or hedging pressures. The sentiment score is computed by combining PCR and OI, then classified into clear labels such as Strong Bullish, Moderate Bullish, Neutral, Moderate Bearish, Strong Bearish. Scores range from 0 to 100, where higher values indicate stronger bullish sentiment and lower values indicate stronger bearish sentiment.