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Aegon NV ADR AEG

FINANCIAL SERVICES · INSURANCE - DIVERSIFIED
i

Market dataready · fetched 2026-10-22T21:52:31.542Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.002059867Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:52:31.069168+00:00

Share price$8.21
1D+0.4%
AH$8.12$8.15$8.18$8.21$8.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAEG
Sold putSold callAH

Aegon NV ADR options

Live interpolated AEG call and put midpoint premiums by absolute delta.Aegon NV ADR$0.09$0.48$0.87$1.26$1.64$6.72$7.97$9.22$10.48$11.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AEG spot · $8.21AEG PRICE$0.34$0.51$0.55$0.59$0.62$0.66$0.70$0.74$0.77$0.81$0.85$0.88$0.13$0.25$0.36$0.48$0.60$0.71$0.83$0.95$1.07$1.18$1.30$1.42$1.53
PutsExpensive1.37×
CallsExpensive4.90×
SkewBullish-87.86 pp
Implied moveBearish±$1.53
TiltBearish14.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.21156.9%65.0%7.5540.2%9.7%
25Δ14.75202.1%85.9%7.7240.7%9.0%
30Δ14.05187.5%77.9%7.8941.3%8.4%
35Δ13.36172.8%69.8%8.0641.8%7.7%
40Δ12.66158.2%61.8%8.2342.3%7.0%
45Δ11.97143.6%53.8%8.4042.9%6.3%
50Δ11.27128.9%45.8%8.5843.4%5.7%
55Δ10.58114.3%37.8%8.7544.0%5.0%
60Δ9.8899.7%29.8%8.9244.5%4.3%
65Δ9.1985.1%21.8%9.0945.0%3.7%
70Δ8.4970.4%13.7%9.2645.6%3.0%
75Δ7.8055.8%5.7%9.4346.1%2.3%
80Δ9.6146.7%1.7%

20Δ

Calls
Pseudo strike
13.21
IV
156.9%
B/E move
65.0%
Puts
Pseudo strike
7.55
IV
40.2%
B/E move
9.7%

25Δ

Calls
Pseudo strike
14.75
IV
202.1%
B/E move
85.9%
Puts
Pseudo strike
7.72
IV
40.7%
B/E move
9.0%

30Δ

Calls
Pseudo strike
14.05
IV
187.5%
B/E move
77.9%
Puts
Pseudo strike
7.89
IV
41.3%
B/E move
8.4%

35Δ

Calls
Pseudo strike
13.36
IV
172.8%
B/E move
69.8%
Puts
Pseudo strike
8.06
IV
41.8%
B/E move
7.7%

40Δ

Calls
Pseudo strike
12.66
IV
158.2%
B/E move
61.8%
Puts
Pseudo strike
8.23
IV
42.3%
B/E move
7.0%

45Δ

Calls
Pseudo strike
11.97
IV
143.6%
B/E move
53.8%
Puts
Pseudo strike
8.40
IV
42.9%
B/E move
6.3%

50Δ

Calls
Pseudo strike
11.27
IV
128.9%
B/E move
45.8%
Puts
Pseudo strike
8.58
IV
43.4%
B/E move
5.7%

55Δ

Calls
Pseudo strike
10.58
IV
114.3%
B/E move
37.8%
Puts
Pseudo strike
8.75
IV
44.0%
B/E move
5.0%

60Δ

Calls
Pseudo strike
9.88
IV
99.7%
B/E move
29.8%
Puts
Pseudo strike
8.92
IV
44.5%
B/E move
4.3%

65Δ

Calls
Pseudo strike
9.19
IV
85.1%
B/E move
21.8%
Puts
Pseudo strike
9.09
IV
45.0%
B/E move
3.7%

70Δ

Calls
Pseudo strike
8.49
IV
70.4%
B/E move
13.7%
Puts
Pseudo strike
9.26
IV
45.6%
B/E move
3.0%

75Δ

Calls
Pseudo strike
7.80
IV
55.8%
B/E move
5.7%
Puts
Pseudo strike
9.43
IV
46.1%
B/E move
2.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.61
IV
46.7%
B/E move
1.7%

Options history

No recorded observations