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AGCO Corporation AGCO

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Market dataready · fetched 2026-11-04T02:52:37.026Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-04T00:00:00.002805655Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T02:52:36.551585+00:00

Share price$111.17
1D-2.1%
AH$110.97$111.71$112.45$113.18$113.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAGCO
Sold putSold callAH

AGCO Corporation options

Live interpolated AGCO call and put midpoint premiums by absolute delta.AGCO Corporation$0.78$3.42$6.06$8.71$11.35$94.87$102.95$111.03$119.10$127.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGCO spot · $111.17AGCO PRICE$1.06$1.42$1.82$2.21$2.72$3.33$3.93$4.54$5.38$6.39$7.41$8.62$10.59$1.33$1.73$2.14$2.56$2.98$3.55$4.29$5.02$5.76$6.70$7.81$8.91$10.48
PutsCheap0.83×
CallsCheap0.80×
SkewBullish-0.79 pp
Implied moveBearish±$8.22
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ120.7341.7%9.6%102.6946.2%8.8%
25Δ118.7040.3%8.1%104.6545.7%7.4%
30Δ117.2140.4%7.1%106.2344.4%6.4%
35Δ115.7140.5%6.1%107.7242.8%5.4%
40Δ114.3440.9%5.3%109.2141.3%4.4%
45Δ113.0741.5%4.7%110.6040.6%3.7%
50Δ111.8142.1%4.1%111.8740.8%3.2%
55Δ110.5442.7%3.5%113.1441.1%2.7%
60Δ109.1543.5%3.0%114.4241.4%2.3%
65Δ107.6644.4%2.6%115.8241.4%1.8%
70Δ106.1745.4%2.2%117.3441.3%1.5%
75Δ104.4946.7%1.8%118.8641.1%1.1%
80Δ102.1649.4%1.4%120.8041.3%0.8%

20Δ

Calls
Pseudo strike
120.73
IV
41.7%
B/E move
9.6%
Puts
Pseudo strike
102.69
IV
46.2%
B/E move
8.8%

25Δ

Calls
Pseudo strike
118.70
IV
40.3%
B/E move
8.1%
Puts
Pseudo strike
104.65
IV
45.7%
B/E move
7.4%

30Δ

Calls
Pseudo strike
117.21
IV
40.4%
B/E move
7.1%
Puts
Pseudo strike
106.23
IV
44.4%
B/E move
6.4%

35Δ

Calls
Pseudo strike
115.71
IV
40.5%
B/E move
6.1%
Puts
Pseudo strike
107.72
IV
42.8%
B/E move
5.4%

40Δ

Calls
Pseudo strike
114.34
IV
40.9%
B/E move
5.3%
Puts
Pseudo strike
109.21
IV
41.3%
B/E move
4.4%

45Δ

Calls
Pseudo strike
113.07
IV
41.5%
B/E move
4.7%
Puts
Pseudo strike
110.60
IV
40.6%
B/E move
3.7%

50Δ

Calls
Pseudo strike
111.81
IV
42.1%
B/E move
4.1%
Puts
Pseudo strike
111.87
IV
40.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
110.54
IV
42.7%
B/E move
3.5%
Puts
Pseudo strike
113.14
IV
41.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
109.15
IV
43.5%
B/E move
3.0%
Puts
Pseudo strike
114.42
IV
41.4%
B/E move
2.3%

65Δ

Calls
Pseudo strike
107.66
IV
44.4%
B/E move
2.6%
Puts
Pseudo strike
115.82
IV
41.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
106.17
IV
45.4%
B/E move
2.2%
Puts
Pseudo strike
117.34
IV
41.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
104.49
IV
46.7%
B/E move
1.8%
Puts
Pseudo strike
118.86
IV
41.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
102.16
IV
49.4%
B/E move
1.4%
Puts
Pseudo strike
120.80
IV
41.3%
B/E move
0.8%

Options history

IV · four-Friday blend37.81%
Daily close
AGCO31.8%43.1%54.5%2026-08-05: 39.75%2026-08-06: 40.22%2026-08-07: 39.32%2026-08-10: 39.88%2026-08-11: 38.57%2026-08-12: 37.75%2026-08-13: 36.84%2026-08-14: 36.51%2026-08-17: 38.89%2026-08-18: 40.41%2026-08-19: 42.58%2026-08-21: 34.50%2026-08-24: 34.67%2026-08-25: 35.10%2026-08-26: 33.88%2026-08-27: 33.98%2026-08-28: 33.38%2026-08-31: 35.67%2026-09-01: 35.25%2026-09-02: 35.30%2026-09-03: 34.49%2026-09-04: 38.12%2026-09-08: 39.68%2026-09-09: 38.20%2026-09-10: 39.48%2026-09-11: 39.16%2026-09-14: 40.80%2026-09-15: 43.11%2026-09-16: 43.79%2026-09-17: 46.82%2026-09-18: 37.80%2026-09-21: 37.13%2026-09-22: 37.63%2026-09-23: 37.16%2026-09-24: 37.22%2026-09-25: 36.62%2026-09-28: 38.01%2026-09-29: 37.71%2026-09-30: 37.13%2026-10-01: 39.73%2026-10-02: 39.30%2026-10-05: 40.31%2026-10-06: 39.92%2026-10-07: 40.51%2026-10-08: 39.66%2026-10-09: 40.98%2026-10-12: 43.10%2026-10-13: 42.77%2026-10-14: 48.09%2026-10-15: 52.91%2026-10-16: 42.08%2026-10-19: 41.55%2026-10-20: 42.19%2026-10-21: 41.58%2026-10-22: 42.62%2026-10-23: 43.46%2026-10-26: 43.28%2026-10-27: 43.55%2026-10-28: 42.47%2026-10-29: 36.31%2026-10-30: 37.81%Aug 5Sep 18Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
39.75%
40.22%
39.32%
39.88%
38.57%
37.75%
36.84%
36.51%
38.89%
40.41%
42.58%
34.50%
34.67%
35.10%
33.88%
33.98%
33.38%
35.67%
35.25%
35.30%
34.49%
38.12%
39.68%
38.20%
39.48%
39.16%
40.80%
43.11%
43.79%
46.82%
37.80%
37.13%
37.63%
37.16%
37.22%
36.62%
38.01%
37.71%
37.13%
39.73%
39.30%
40.31%
39.92%
40.51%
39.66%
40.98%
43.10%
42.77%
48.09%
52.91%
42.08%
41.55%
42.19%
41.58%
42.62%
43.46%
43.28%
43.55%
42.47%
36.31%
37.81%