What move does the options market price into AutoZone's report?

Implied ±4.7%, either direction.

How often does AutoZone move more than the options market prices?

3 of the last 8 reports moved at least as far as the implied move.

AZONYSERetail-Auto & Home Supply Stores

AutoZone Inc (AZO) earnings date, market-implied expected move, and options open interest by expiry

3,200.11

pre 3,330.55 +0.15%

Pre-market06:30 ETdelayed

Open3,330.55Volume183,494Mkt cap$53.5BP/E21.33EPS156.11

Day3,330.55 – 3,330.5550%52-wk2,730.65 – 3,996.2547%

AZO

AutoZone Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±4.7%implied · report alone

8Q avg ±3.8%·×1.26·rich

3,168.393,482.73

straddle ±8.5%

spot 3,325.56exp Dec 18ATM strike 3350ATM straddle 334.20IV 36%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Dec 8

before open · in 33 days

est.Q1 FY27

Calendar

Next report

Last report

+3.26%

vs ±8.1% implied · ×0.40

shaded = implied · ▲▼ = realized

Sep 22 '26 · confirmed

Implied vs realized

Linked news

55dJEF · supplierJefferies (JEF) Linked Fund Faces Nearly $500M in Reported Radiant Exposure. Is the Parent Protected?
79dMPAA · supplierMotorcar Parts (MPAA) Q1 2027 Earnings Call Transcript

News

Largest filed tie

13F top-10 QoQ

+6.72%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

1,276 managers

Top fund weight

1.31%

AZO weight · XLY

N-PORTJun 30 '26

11 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

AutoZone (AZO) is expected to report on Dec 8 before open (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±5.7%
avg realized: ±3.8%

Dec 10 '24Dec 10 '24confirmed±4.8%▲+0.70%×0.15

Mar 4 '25Mar 4 '25confirmed±5.0%▼−0.12%×0.02

May 27 '25May 27 '25confirmed±5.4%▼−3.42%×0.63

Sep 23 '25Sep 23 '25confirmed±5.0%▼−0.02%×0.00

Dec 9 '25Dec 9 '25confirmed±4.5%▼−7.17%×1.59

Q2 FY26Mar 3 '26confirmed±6.2%▼−6.32%×1.02

Q3 FY26May 26 '26confirmed±6.6%▼−8.99%×1.36

Q4 FY26Sep 22 '26confirmed±8.1%▲+3.26%×0.40

quarterimplied−10%0+10%realized×

Q4 FY26±8.1%▲+3.26%×0.40

Q3 FY26±6.6%▼−8.99%×1.36

Q2 FY26±6.2%▼−6.32%×1.02

Dec '25±4.5%▼−7.17%×1.59

Sep '25±5.0%▼−0.02%×0.00

May '25±5.4%▼−3.42%×0.63

2 older reports

Mar '25±5.0%▼−0.12%×0.02

Dec '24±4.8%▲+0.70%×0.15

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

1.45OI · 4 expiries · Nov 3 closeP/C open interest · Dec 18 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

1,608+8%Nov 2015d0.871,856+2%0.87

report · Dec 8 · before open · est.

2,841+4%Dec 1843d1,9580%

1,329+1%Jan 1571d1.021,3020%1.02

1,0900%Mar 19134d0.601,8290%0.60

ExpiryPutsCallsP/C

Nov 2015d1,608+8%1,856+2%0.87

report · Dec 8 · before open · est.

Dec 1843d2,841+4%1,9580%1.45

Jan 1571d1,329+1%1,3020%1.02

Mar 19134d1,0900%1,8290%0.60

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±8.5%

Funds 4

XLY±0.1%

JEPI±0.0%

RSP±0.0%

FTC±0.0%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

derived from FYQ4 FY26

14.13%derived from FYnet margin · revenue +36.23% QoQ · +5.64% YoY

Revenue

$6.6B+36.23% QoQ

Gross profit

$3.5B+39.34% QoQ

53.34% margin

Operating income

$1.3B+42.56% QoQ

19.97% margin

Pre-tax income

$1.2B+43.65% QoQ

Net income

$932M+45.22% QoQ

14.13% margin

Cost of revenue

$3.1B+32.84% QoQ

Operating expenses

$2.2B+37.48% QoQ

Other expense

$149M

Tax

$237M+37.76% QoQ

Revenue$6.6B+36.23%

Gross profit

$3.5B+39.34%

53.34% margin

Operating income

$1.3B+42.56%

19.97% margin

Pre-tax income

$1.2B+43.65%

Net income

$932M+45.22%

14.13% margin

Cost of revenue

$3.1B+32.84%

Operating expenses

$2.2B+37.48%

Other expense

$149M

Tax$237M+37.76%

flow · deduction · signed % = QoQDerived: FY − Q1–Q3 · QE Aug 29 '26 · width = $

Revenue flow

Intraday

No trades yet today.

Intraday

Event sensitivity

NFP ×1.56· ±1.8% vs ±1.1% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±1.8%5 of 10×1.56

GDPgross domestic product±1.6%9 of 19×1.37

PCEpersonal income & outlays±1.5%9 of 19×1.28

CPROFcorporate profits±1.4%5 of 12×1.19

PPIproducer prices±1.1%2 of 10×1.00

FOMCrate decision±1.1%7 of 24×0.93

CPIconsumer prices±1.0%3 of 10×0.89

Bar = avg |move| to ±2% · tick = ±1.1% avg day · ×base = |move| ÷ ±1.1% · min 6 releases

Earnings history

EPS 55.81 · consensus —

Quarter	Reported	EPS	Consensus
Q4 FY26	Sep 22 '26 · confirmed	55.81	—
Q3 FY26	May 26 '26 · confirmed	38.07	—
Q2 FY26	Mar 3 '26 · confirmed	27.63	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod