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Aegon Ltd. AEG

FINANCIAL SERVICES · INSURANCE - DIVERSIFIED
i

Market dataready · fetched 2026-11-12T03:13:15.149Z

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 · 2026-11-12T00:29:12.222289053Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T03:13:14.739235+00:00

Share price$8.73
1D+0.6%
AH$8.61$8.63$8.66$8.68$8.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAEG
Sold putSold callAH

Aegon Ltd. options

Live interpolated AEG call and put midpoint premiums by absolute delta.Aegon Ltd.$0.19$0.48$0.78$1.07$1.37$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEAEG PRICE$0.22$0.31$0.40$0.48$0.57$0.66$0.75$0.84$0.93$1.02$1.10$1.19$1.28
PutsExpensive4.66×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.7888.2%13.4%
25Δ7.9587.7%12.4%
30Δ8.1387.2%11.4%
35Δ8.3086.7%10.4%
40Δ8.4886.1%9.5%
45Δ8.6585.6%8.5%
50Δ8.8285.1%7.5%
55Δ9.0084.5%6.5%
60Δ9.1784.0%5.6%
65Δ9.3483.5%4.6%
70Δ9.5283.0%3.6%
75Δ9.6982.4%2.6%
80Δ9.8681.9%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.78
IV
88.2%
B/E move
13.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.95
IV
87.7%
B/E move
12.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.13
IV
87.2%
B/E move
11.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.30
IV
86.7%
B/E move
10.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.48
IV
86.1%
B/E move
9.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.65
IV
85.6%
B/E move
8.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.82
IV
85.1%
B/E move
7.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.00
IV
84.5%
B/E move
6.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.17
IV
84.0%
B/E move
5.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.34
IV
83.5%
B/E move
4.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.52
IV
83.0%
B/E move
3.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.69
IV
82.4%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.86
IV
81.9%
B/E move
1.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations