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AGCO Corporation AGCO

INDUSTRIALS · FARM & HEAVY CONSTRUCTION MACHINERY
i

Market dataready · fetched 2026-10-23T05:57:47.203Z

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 · 2026-10-22T23:00:00.00272552Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T05:57:46.829333+00:00

Share price$106.17
1D+3.2%
AH$102$103$104$106$1075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAGCO
Sold putSold callAH

AGCO Corporation options

Live interpolated AGCO call and put midpoint premiums by absolute delta.AGCO Corporation$1.27$5.58$9.89$14.20$18.51$87.44$96.66$105.87$115.09$124.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGCO spot · $106.17AGCO PRICE$1.74$2.24$2.65$3.21$3.82$4.48$5.23$5.97$6.89$7.93$8.96$10.40$11.93$1.87$2.46$3.04$3.85$4.67$5.60$6.73$7.85$9.02$10.19$11.52$13.53$17.27
PutsExpensive1.20×
CallsExpensive1.35×
SkewBearish+2.01 pp
Implied moveBearish±$11.95
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ123.2456.3%17.7%95.1053.1%12.2%
25Δ119.4755.0%14.6%97.5251.7%10.5%
30Δ115.9150.9%11.7%99.9550.3%8.7%
35Δ113.4349.4%9.9%101.8650.5%7.7%
40Δ111.3148.9%8.4%103.7750.7%6.7%
45Δ109.3148.3%7.2%105.6951.0%5.7%
50Δ107.4947.8%6.2%107.6351.4%5.0%
55Δ105.6847.2%5.2%109.5851.9%4.2%
60Δ103.8946.9%4.3%111.5051.1%3.5%
65Δ102.1146.8%3.6%113.4350.0%2.8%
70Δ100.3346.7%2.9%115.4649.1%2.1%
75Δ98.2946.7%2.4%118.0149.3%1.6%
80Δ96.1946.7%1.8%122.1753.7%1.2%

20Δ

Calls
Pseudo strike
123.24
IV
56.3%
B/E move
17.7%
Puts
Pseudo strike
95.10
IV
53.1%
B/E move
12.2%

25Δ

Calls
Pseudo strike
119.47
IV
55.0%
B/E move
14.6%
Puts
Pseudo strike
97.52
IV
51.7%
B/E move
10.5%

30Δ

Calls
Pseudo strike
115.91
IV
50.9%
B/E move
11.7%
Puts
Pseudo strike
99.95
IV
50.3%
B/E move
8.7%

35Δ

Calls
Pseudo strike
113.43
IV
49.4%
B/E move
9.9%
Puts
Pseudo strike
101.86
IV
50.5%
B/E move
7.7%

40Δ

Calls
Pseudo strike
111.31
IV
48.9%
B/E move
8.4%
Puts
Pseudo strike
103.77
IV
50.7%
B/E move
6.7%

45Δ

Calls
Pseudo strike
109.31
IV
48.3%
B/E move
7.2%
Puts
Pseudo strike
105.69
IV
51.0%
B/E move
5.7%

50Δ

Calls
Pseudo strike
107.49
IV
47.8%
B/E move
6.2%
Puts
Pseudo strike
107.63
IV
51.4%
B/E move
5.0%

55Δ

Calls
Pseudo strike
105.68
IV
47.2%
B/E move
5.2%
Puts
Pseudo strike
109.58
IV
51.9%
B/E move
4.2%

60Δ

Calls
Pseudo strike
103.89
IV
46.9%
B/E move
4.3%
Puts
Pseudo strike
111.50
IV
51.1%
B/E move
3.5%

65Δ

Calls
Pseudo strike
102.11
IV
46.8%
B/E move
3.6%
Puts
Pseudo strike
113.43
IV
50.0%
B/E move
2.8%

70Δ

Calls
Pseudo strike
100.33
IV
46.7%
B/E move
2.9%
Puts
Pseudo strike
115.46
IV
49.1%
B/E move
2.1%

75Δ

Calls
Pseudo strike
98.29
IV
46.7%
B/E move
2.4%
Puts
Pseudo strike
118.01
IV
49.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
96.19
IV
46.7%
B/E move
1.8%
Puts
Pseudo strike
122.17
IV
53.7%
B/E move
1.2%

Options history

AGCO41.2641.7642.262026-10-20: 42.19%2026-10-21: 41.33%Oct 20Oct 21
Table
DateIV
42.19%
41.33%