AutoZone Inc. (AZO)
AZO Daily Delta Exposure
AZO's current Delta Exposure (DEX) is 5.99M shares, which is 111% larger than the 3M average of 2.84M shares. During this period, DEX ranged from 1.33M on Jun 25, 2025 to 5.99M on Aug 20, 2025, with dealers maintaining net short exposure requiring continuous hedging. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 0.13 shows bullish call positioning but leaves the market vulnerable to pullbacks. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 20, 2025 | 6,900,953.73 | -907,167.65 | 5,993,786.08 | 0.13 |
| Aug 19, 2025 | 6,675,477.71 | -865,458.38 | 5,810,019.33 | 0.13 |
| Aug 18, 2025 | 5,924,595.57 | -894,353.26 | 5,030,242.31 | 0.15 |
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