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AGCO Corporation AGCO

INDUSTRIALS · FARM & HEAVY CONSTRUCTION MACHINERY
i

Market dataready · fetched 2026-11-12T17:19:48.815Z

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 · 2026-11-12T17:19:32.280979671Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T17:19:48.084524+00:00

Share price$113.57
1D-0.5%
$112.76$113.29$113.82$114.35$114.885:30 AM6:30 AM9:00 AM1:00 PMAGCO
Sold putSold call

AGCO Corporation options

Live interpolated AGCO call and put midpoint premiums by absolute delta.AGCO Corporation$0.78$2.45$4.12$5.78$7.45$103.96$108.83$113.70$118.57$123.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGCO spot · $113.57AGCO PRICE$0.96$1.21$1.55$1.88$2.21$2.56$3.09$3.63$4.16$4.69$5.24$6.07$6.90$1.01$1.16$1.39$1.79$2.19$2.59$2.99$3.39$4.03$4.77$5.50$6.24$6.97
PutsCheap0.93×
CallsFair1.01×
SkewBullish-4.52 pp
Implied moveBalanced±$6.09
TiltBalanced0.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.8453.9%9.0%106.4152.9%7.2%
25Δ119.8649.5%6.6%108.5146.1%5.5%
30Δ118.6248.8%5.8%110.2641.3%4.1%
35Δ117.3948.0%5.0%111.1641.3%3.7%
40Δ116.1547.3%4.2%112.0641.3%3.3%
45Δ114.9346.6%3.5%112.9641.3%2.8%
50Δ113.9446.4%3.0%113.8641.3%2.4%
55Δ112.9446.3%2.6%114.7641.3%1.9%
60Δ111.9546.1%2.2%115.7541.2%1.6%
65Δ110.9545.9%1.8%116.7941.2%1.4%
70Δ109.9545.7%1.4%117.8241.2%1.1%
75Δ108.8344.1%1.2%118.8541.1%0.8%
80Δ107.7142.6%0.9%119.8941.1%0.6%

20Δ

Calls
Pseudo strike
122.84
IV
53.9%
B/E move
9.0%
Puts
Pseudo strike
106.41
IV
52.9%
B/E move
7.2%

25Δ

Calls
Pseudo strike
119.86
IV
49.5%
B/E move
6.6%
Puts
Pseudo strike
108.51
IV
46.1%
B/E move
5.5%

30Δ

Calls
Pseudo strike
118.62
IV
48.8%
B/E move
5.8%
Puts
Pseudo strike
110.26
IV
41.3%
B/E move
4.1%

35Δ

Calls
Pseudo strike
117.39
IV
48.0%
B/E move
5.0%
Puts
Pseudo strike
111.16
IV
41.3%
B/E move
3.7%

40Δ

Calls
Pseudo strike
116.15
IV
47.3%
B/E move
4.2%
Puts
Pseudo strike
112.06
IV
41.3%
B/E move
3.3%

45Δ

Calls
Pseudo strike
114.93
IV
46.6%
B/E move
3.5%
Puts
Pseudo strike
112.96
IV
41.3%
B/E move
2.8%

50Δ

Calls
Pseudo strike
113.94
IV
46.4%
B/E move
3.0%
Puts
Pseudo strike
113.86
IV
41.3%
B/E move
2.4%

55Δ

Calls
Pseudo strike
112.94
IV
46.3%
B/E move
2.6%
Puts
Pseudo strike
114.76
IV
41.3%
B/E move
1.9%

60Δ

Calls
Pseudo strike
111.95
IV
46.1%
B/E move
2.2%
Puts
Pseudo strike
115.75
IV
41.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
110.95
IV
45.9%
B/E move
1.8%
Puts
Pseudo strike
116.79
IV
41.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
109.95
IV
45.7%
B/E move
1.4%
Puts
Pseudo strike
117.82
IV
41.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
108.83
IV
44.1%
B/E move
1.2%
Puts
Pseudo strike
118.85
IV
41.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
107.71
IV
42.6%
B/E move
0.9%
Puts
Pseudo strike
119.89
IV
41.1%
B/E move
0.6%

Options history

IV · four-Friday blend37.81%
Daily close
AGCO31.8%43.1%54.5%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 14Sep 23Oct 30
54 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
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%