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Agenus Inc AGEN

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T06:53:29.232Z

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 · 2026-10-22T21:32:16.129792127Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:53:28.652658+00:00

Share price$6.50
1D+3.0%
AH$6.30$6.36$6.42$6.47$6.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAGEN
Sold putSold callAH

Agenus Inc options

Live interpolated AGEN call and put midpoint premiums by absolute delta.Agenus Inc$0.07$1.59$3.10$4.62$6.13$3.28$5.18$7.08$8.98$10.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGEN spot · $6.50AGEN PRICE$0.36$0.24$0.26$0.30$0.35$0.45$0.57$0.69$0.81$0.93$1.09$1.28$1.47$0.40$0.46$0.53$0.61$0.73$0.86$0.99$1.20$1.55$1.90$3.74$5.69$4.41
PutsExpensive1.31×
CallsFair0.98×
SkewBearish+34.59 pp
Implied moveBearish±$1.56
TiltBearish44.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.50237.2%128.7%4.94160.5%30.1%
25Δ8.20100.5%29.8%5.35142.7%24.8%
30Δ7.6987.6%22.4%5.72128.5%20.1%
35Δ7.3781.6%18.0%6.06117.2%16.1%
40Δ7.0475.7%13.6%6.32115.2%14.1%
45Δ6.8379.1%12.1%6.57113.1%12.1%
50Δ6.6483.8%11.0%6.83111.0%10.1%
55Δ6.4588.5%9.9%7.14112.4%8.5%
60Δ6.2693.2%8.8%7.56120.4%7.6%
65Δ6.0797.9%7.7%7.97128.4%6.6%
70Δ5.84100.5%6.6%9.85165.0%6.1%
75Δ5.57101.8%5.3%11.83203.7%5.7%
80Δ5.30103.2%4.1%10.67162.3%3.6%

20Δ

Calls
Pseudo strike
14.50
IV
237.2%
B/E move
128.7%
Puts
Pseudo strike
4.94
IV
160.5%
B/E move
30.1%

25Δ

Calls
Pseudo strike
8.20
IV
100.5%
B/E move
29.8%
Puts
Pseudo strike
5.35
IV
142.7%
B/E move
24.8%

30Δ

Calls
Pseudo strike
7.69
IV
87.6%
B/E move
22.4%
Puts
Pseudo strike
5.72
IV
128.5%
B/E move
20.1%

35Δ

Calls
Pseudo strike
7.37
IV
81.6%
B/E move
18.0%
Puts
Pseudo strike
6.06
IV
117.2%
B/E move
16.1%

40Δ

Calls
Pseudo strike
7.04
IV
75.7%
B/E move
13.6%
Puts
Pseudo strike
6.32
IV
115.2%
B/E move
14.1%

45Δ

Calls
Pseudo strike
6.83
IV
79.1%
B/E move
12.1%
Puts
Pseudo strike
6.57
IV
113.1%
B/E move
12.1%

50Δ

Calls
Pseudo strike
6.64
IV
83.8%
B/E move
11.0%
Puts
Pseudo strike
6.83
IV
111.0%
B/E move
10.1%

55Δ

Calls
Pseudo strike
6.45
IV
88.5%
B/E move
9.9%
Puts
Pseudo strike
7.14
IV
112.4%
B/E move
8.5%

60Δ

Calls
Pseudo strike
6.26
IV
93.2%
B/E move
8.8%
Puts
Pseudo strike
7.56
IV
120.4%
B/E move
7.6%

65Δ

Calls
Pseudo strike
6.07
IV
97.9%
B/E move
7.7%
Puts
Pseudo strike
7.97
IV
128.4%
B/E move
6.6%

70Δ

Calls
Pseudo strike
5.84
IV
100.5%
B/E move
6.6%
Puts
Pseudo strike
9.85
IV
165.0%
B/E move
6.1%

75Δ

Calls
Pseudo strike
5.57
IV
101.8%
B/E move
5.3%
Puts
Pseudo strike
11.83
IV
203.7%
B/E move
5.7%

80Δ

Calls
Pseudo strike
5.30
IV
103.2%
B/E move
4.1%
Puts
Pseudo strike
10.67
IV
162.3%
B/E move
3.6%

Options history

AGEN95.9496.5297.102026-10-20: 97.01%2026-10-21: 96.04%Oct 20Oct 21
Table
DateIV
97.01%
96.04%