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Agenus Inc. Common Stock AGEN

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Market dataready · fetched 2026-11-13T19:10:37.870Z

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 · 2026-11-13T19:07:04.134369356Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T19:03:00.507185+00:00

Share price$6.72
1D-3.6%
$6.47$6.61$6.74$6.87$7.015:30 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$0.07$0.38$0.68$0.98$1.28$5.38$6.04$6.69$7.35$8.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AGEN spot · $6.72AGEN PRICE$0.11$0.14$0.17$0.21$0.24$0.32$0.41$0.50$0.59$0.69$0.78$0.87$1.19$0.36$0.37$0.39$0.41$0.43$0.45$0.46$0.48$0.50
Puts——
CallsExpensive1.09×
Skew——
Implied moveBearish±$0.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.7298.7%16.4%5.09296.3%29.6%
25Δ7.5598.6%14.4%5.33270.7%26.3%
30Δ7.3898.4%12.4%5.57245.1%23.0%
35Δ7.2198.3%10.3%5.80219.5%19.7%
40Δ7.0398.1%8.3%6.04193.8%16.4%
45Δ6.89101.4%7.3%6.28168.2%13.2%
50Δ6.75105.5%6.6%6.52142.6%9.9%
55Δ6.61109.7%5.9%6.76117.0%6.6%
60Δ6.47113.8%5.1%7.0091.4%3.3%
65Δ6.33117.9%4.4%
70Δ6.19122.1%3.7%
75Δ6.05126.2%2.9%
80Δ5.69141.6%2.3%

20Δ

Calls
Pseudo strike
7.72
IV
98.7%
B/E move
16.4%
Puts
Pseudo strike
5.09
IV
296.3%
B/E move
29.6%

25Δ

Calls
Pseudo strike
7.55
IV
98.6%
B/E move
14.4%
Puts
Pseudo strike
5.33
IV
270.7%
B/E move
26.3%

30Δ

Calls
Pseudo strike
7.38
IV
98.4%
B/E move
12.4%
Puts
Pseudo strike
5.57
IV
245.1%
B/E move
23.0%

35Δ

Calls
Pseudo strike
7.21
IV
98.3%
B/E move
10.3%
Puts
Pseudo strike
5.80
IV
219.5%
B/E move
19.7%

40Δ

Calls
Pseudo strike
7.03
IV
98.1%
B/E move
8.3%
Puts
Pseudo strike
6.04
IV
193.8%
B/E move
16.4%

45Δ

Calls
Pseudo strike
6.89
IV
101.4%
B/E move
7.3%
Puts
Pseudo strike
6.28
IV
168.2%
B/E move
13.2%

50Δ

Calls
Pseudo strike
6.75
IV
105.5%
B/E move
6.6%
Puts
Pseudo strike
6.52
IV
142.6%
B/E move
9.9%

55Δ

Calls
Pseudo strike
6.61
IV
109.7%
B/E move
5.9%
Puts
Pseudo strike
6.76
IV
117.0%
B/E move
6.6%

60Δ

Calls
Pseudo strike
6.47
IV
113.8%
B/E move
5.1%
Puts
Pseudo strike
7.00
IV
91.4%
B/E move
3.3%

65Δ

Calls
Pseudo strike
6.33
IV
117.9%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.19
IV
122.1%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.05
IV
126.2%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.69
IV
141.6%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend114.86%
Daily close
AGEN84.1%137.2%190.3%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 17Sep 22Oct 30
50 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
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%