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AGCO Corporation AGCO

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Market dataready · fetched 2026-11-07T07:53:30.554Z

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 · 2026-11-07T00:00:00.004113717Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T07:53:29.499763+00:00

Share price$110.44
1D+1.8%
AH$108.29$109.16$110.04$110.92$111.795:30 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$0.65$3.82$6.99$10.16$13.33$94.97$102.79$110.61$118.43$126.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGCO spot · $110.44AGCO PRICE$0.99$1.25$1.50$1.87$2.26$2.66$3.05$3.47$4.13$4.78$5.44$6.10$6.95$1.48$1.52$1.91$2.37$2.82$3.28$4.08$4.93$5.79$6.65$8.41$10.16$12.41
PutsCheap0.91×
CallsCheap0.64×
SkewBearish+10.27 pp
Implied moveBearish±$7.13
TiltBearish19.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.2944.5%8.9%100.8661.3%10.0%
25Δ117.3341.9%7.4%104.4747.3%6.8%
30Δ115.3839.4%5.8%106.0644.9%5.7%
35Δ114.1438.6%5.0%107.3144.6%5.0%
40Δ113.0838.3%4.4%108.5644.3%4.3%
45Δ112.0137.9%3.8%109.8143.9%3.5%
50Δ110.9537.6%3.2%111.1044.8%3.1%
55Δ109.8837.3%2.6%112.4045.9%2.7%
60Δ108.8437.1%2.3%113.7047.0%2.3%
65Δ107.8037.0%1.9%115.0048.1%1.9%
70Δ106.7636.8%1.6%117.0950.9%1.6%
75Δ105.7236.6%1.2%119.1853.7%1.3%
80Δ104.5236.3%0.9%121.7856.0%1.0%

20Δ

Calls
Pseudo strike
119.29
IV
44.5%
B/E move
8.9%
Puts
Pseudo strike
100.86
IV
61.3%
B/E move
10.0%

25Δ

Calls
Pseudo strike
117.33
IV
41.9%
B/E move
7.4%
Puts
Pseudo strike
104.47
IV
47.3%
B/E move
6.8%

30Δ

Calls
Pseudo strike
115.38
IV
39.4%
B/E move
5.8%
Puts
Pseudo strike
106.06
IV
44.9%
B/E move
5.7%

35Δ

Calls
Pseudo strike
114.14
IV
38.6%
B/E move
5.0%
Puts
Pseudo strike
107.31
IV
44.6%
B/E move
5.0%

40Δ

Calls
Pseudo strike
113.08
IV
38.3%
B/E move
4.4%
Puts
Pseudo strike
108.56
IV
44.3%
B/E move
4.3%

45Δ

Calls
Pseudo strike
112.01
IV
37.9%
B/E move
3.8%
Puts
Pseudo strike
109.81
IV
43.9%
B/E move
3.5%

50Δ

Calls
Pseudo strike
110.95
IV
37.6%
B/E move
3.2%
Puts
Pseudo strike
111.10
IV
44.8%
B/E move
3.1%

55Δ

Calls
Pseudo strike
109.88
IV
37.3%
B/E move
2.6%
Puts
Pseudo strike
112.40
IV
45.9%
B/E move
2.7%

60Δ

Calls
Pseudo strike
108.84
IV
37.1%
B/E move
2.3%
Puts
Pseudo strike
113.70
IV
47.0%
B/E move
2.3%

65Δ

Calls
Pseudo strike
107.80
IV
37.0%
B/E move
1.9%
Puts
Pseudo strike
115.00
IV
48.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
106.76
IV
36.8%
B/E move
1.6%
Puts
Pseudo strike
117.09
IV
50.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
105.72
IV
36.6%
B/E move
1.2%
Puts
Pseudo strike
119.18
IV
53.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
104.52
IV
36.3%
B/E move
0.9%
Puts
Pseudo strike
121.78
IV
56.0%
B/E move
1.0%

Options history

IV · four-Friday blend37.81%
Daily close
AGCO31.8%43.1%54.5%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 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%