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Agenus Inc. Common Stock AGEN

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Market dataready · fetched 2026-11-04T08:54:16.057Z

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 · 2026-11-03T21:00:06.101438886Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T08:54:15.612845+00:00

Share price$6.67
1D+1.4%
AH$6.56$6.63$6.70$6.77$6.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAGEN
Sold putSold callAH

Agenus Inc. Common Stock options

Live interpolated AGEN call and put midpoint premiums by absolute delta.Agenus Inc. Common Stock$0.21$0.51$0.81$1.11$1.41$5.05$5.85$6.66$7.46$8.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AGEN spot · $6.67AGEN PRICE$0.24$0.30$0.42$0.53$0.65$0.76$0.83$0.88$0.93$0.98$1.13$1.32$0.37$0.43$0.49$0.57$0.66$0.75$0.84$0.93$1.02$1.11$1.21$1.30
Puts——
Calls——
Skew——
Implied moveBearish±$1.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.13192.3%28.7%
25Δ8.30125.1%28.0%5.53173.4%23.6%
30Δ8.00129.9%24.4%5.93154.4%18.5%
35Δ7.77138.6%22.7%6.19145.7%15.7%
40Δ7.54147.3%21.0%6.43139.3%13.5%
45Δ7.31155.9%19.2%6.67132.9%11.3%
50Δ7.08164.6%17.5%6.91126.4%9.1%
55Δ6.83158.6%15.0%7.10120.1%7.5%
60Δ6.58145.1%11.9%7.27113.7%6.4%
65Δ6.33131.6%8.9%7.43107.4%5.2%
70Δ6.08118.1%5.9%7.60101.0%4.1%
75Δ5.83113.6%4.3%7.7794.6%3.0%
80Δ5.57113.3%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.13
IV
192.3%
B/E move
28.7%

25Δ

Calls
Pseudo strike
8.30
IV
125.1%
B/E move
28.0%
Puts
Pseudo strike
5.53
IV
173.4%
B/E move
23.6%

30Δ

Calls
Pseudo strike
8.00
IV
129.9%
B/E move
24.4%
Puts
Pseudo strike
5.93
IV
154.4%
B/E move
18.5%

35Δ

Calls
Pseudo strike
7.77
IV
138.6%
B/E move
22.7%
Puts
Pseudo strike
6.19
IV
145.7%
B/E move
15.7%

40Δ

Calls
Pseudo strike
7.54
IV
147.3%
B/E move
21.0%
Puts
Pseudo strike
6.43
IV
139.3%
B/E move
13.5%

45Δ

Calls
Pseudo strike
7.31
IV
155.9%
B/E move
19.2%
Puts
Pseudo strike
6.67
IV
132.9%
B/E move
11.3%

50Δ

Calls
Pseudo strike
7.08
IV
164.6%
B/E move
17.5%
Puts
Pseudo strike
6.91
IV
126.4%
B/E move
9.1%

55Δ

Calls
Pseudo strike
6.83
IV
158.6%
B/E move
15.0%
Puts
Pseudo strike
7.10
IV
120.1%
B/E move
7.5%

60Δ

Calls
Pseudo strike
6.58
IV
145.1%
B/E move
11.9%
Puts
Pseudo strike
7.27
IV
113.7%
B/E move
6.4%

65Δ

Calls
Pseudo strike
6.33
IV
131.6%
B/E move
8.9%
Puts
Pseudo strike
7.43
IV
107.4%
B/E move
5.2%

70Δ

Calls
Pseudo strike
6.08
IV
118.1%
B/E move
5.9%
Puts
Pseudo strike
7.60
IV
101.0%
B/E move
4.1%

75Δ

Calls
Pseudo strike
5.83
IV
113.6%
B/E move
4.3%
Puts
Pseudo strike
7.77
IV
94.6%
B/E move
3.0%

80Δ

Calls
Pseudo strike
5.57
IV
113.3%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend114.86%
Daily close
AGEN84.1%137.2%190.3%2026-08-06: 113.99%2026-08-07: 103.44%2026-08-10: 121.60%2026-08-11: 137.83%2026-08-12: 120.03%2026-08-13: 130.68%2026-08-14: 108.31%2026-08-17: 182.95%2026-08-18: 166.24%2026-08-19: 150.79%2026-08-21: 126.56%2026-08-24: 105.63%2026-08-25: 106.18%2026-08-26: 104.86%2026-08-27: 105.07%2026-08-28: 113.14%2026-08-31: 104.20%2026-09-01: 115.29%2026-09-02: 106.76%2026-09-03: 100.51%2026-09-04: 97.08%2026-09-08: 114.46%2026-09-09: 126.71%2026-09-10: 116.05%2026-09-11: 123.96%2026-09-14: 129.63%2026-09-15: 134.83%2026-09-16: 148.50%2026-09-17: 163.51%2026-09-18: 99.94%2026-09-21: 115.18%2026-09-22: 97.57%2026-09-23: 95.16%2026-09-24: 110.71%2026-09-25: 102.83%2026-09-28: 104.03%2026-09-29: 93.62%2026-09-30: 100.01%2026-10-01: 92.54%2026-10-02: 97.19%2026-10-05: 91.44%2026-10-06: 103.25%2026-10-07: 97.47%2026-10-08: 99.84%2026-10-09: 97.63%2026-10-13: 106.88%2026-10-16: 99.31%2026-10-19: 138.60%2026-10-20: 97.36%2026-10-21: 95.88%2026-10-22: 99.87%2026-10-23: 99.50%2026-10-26: 94.49%2026-10-27: 102.61%2026-10-28: 105.88%2026-10-29: 105.08%2026-10-30: 114.86%Aug 6Sep 17Oct 30
57 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
113.99%
103.44%
121.60%
137.83%
120.03%
130.68%
108.31%
182.95%
166.24%
150.79%
126.56%
105.63%
106.18%
104.86%
105.07%
113.14%
104.20%
115.29%
106.76%
100.51%
97.08%
114.46%
126.71%
116.05%
123.96%
129.63%
134.83%
148.50%
163.51%
99.94%
115.18%
97.57%
95.16%
110.71%
102.83%
104.03%
93.62%
100.01%
92.54%
97.19%
91.44%
103.25%
97.47%
99.84%
97.63%
106.88%
99.31%
138.60%
97.36%
95.88%
99.87%
99.50%
94.49%
102.61%
105.88%
105.08%
114.86%