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Agenus Inc. Common Stock AGEN

i

Market dataready · fetched 2026-11-06T14:37:03.230Z

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 · 2026-11-06T14:35:52.601187961Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T14:37:02.491228+00:00

Share price$6.47
1D+0.2%
$6.45$6.49$6.53$6.57$6.615:30 AM6:30 AM9:00 AM1:00 PMAGEN
Sold putSold call

Agenus Inc. Common Stock options

Live interpolated AGEN call and put midpoint premiums by absolute delta.Agenus Inc. Common Stock$0.00$2.73$5.46$8.20$10.93$4.69$5.55$6.41$7.26$8.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive AGEN spot · $6.47AGEN PRICE$0.24$0.30$0.37$0.44$0.51$0.58$0.65$0.72$0.79$0.76$0.49$0.58$0.66$0.75$0.83$5.64$10.14
Puts——
Calls——
Skew——
Implied moveBearish±$1.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.64345.7%40.0%
25Δ8.15141.6%29.6%
30Δ7.80140.1%25.2%
35Δ7.52139.9%21.9%6.05139.5%14.2%
40Δ7.24139.6%18.7%6.24134.5%12.4%
45Δ6.96138.6%15.6%6.44129.5%10.7%
50Δ6.75133.1%13.3%6.64124.5%8.9%
55Δ6.54127.6%11.1%6.84119.4%7.1%
60Δ6.32122.2%8.9%
65Δ6.11116.7%6.6%11.34373.9%11.9%
70Δ15.89461.9%11.1%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.64
IV
345.7%
B/E move
40.0%

25Δ

Calls
Pseudo strike
8.15
IV
141.6%
B/E move
29.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
7.80
IV
140.1%
B/E move
25.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.52
IV
139.9%
B/E move
21.9%
Puts
Pseudo strike
6.05
IV
139.5%
B/E move
14.2%

40Δ

Calls
Pseudo strike
7.24
IV
139.6%
B/E move
18.7%
Puts
Pseudo strike
6.24
IV
134.5%
B/E move
12.4%

45Δ

Calls
Pseudo strike
6.96
IV
138.6%
B/E move
15.6%
Puts
Pseudo strike
6.44
IV
129.5%
B/E move
10.7%

50Δ

Calls
Pseudo strike
6.75
IV
133.1%
B/E move
13.3%
Puts
Pseudo strike
6.64
IV
124.5%
B/E move
8.9%

55Δ

Calls
Pseudo strike
6.54
IV
127.6%
B/E move
11.1%
Puts
Pseudo strike
6.84
IV
119.4%
B/E move
7.1%

60Δ

Calls
Pseudo strike
6.32
IV
122.2%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
6.11
IV
116.7%
B/E move
6.6%
Puts
Pseudo strike
11.34
IV
373.9%
B/E move
11.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.89
IV
461.9%
B/E move
11.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend114.86%
Daily close
AGEN84.1%137.2%190.3%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 10Sep 18Oct 30
55 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%