IntraAlpha
Create free account Start free

Agios Pharmaceuticals, Inc. Common Stock AGIO

i

Market datapartial · fetched 2026-10-22T22:06:35.221Z

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 · 2026-10-22T20:00:01.518253274Z

FundamentalsAlpha Vantage · unavailable

Share price$37.19
1D+0.5%
AH$36.28$36.65$37.02$37.39$37.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAGIO
Sold putSold callAH

Agios Pharmaceuticals, Inc. Common Stock options

Live interpolated AGIO call and put midpoint premiums by absolute delta.Agios Pharmaceuticals, Inc. Common Stock$1.01$4.30$7.58$10.86$14.15$23.57$30.52$37.47$44.42$51.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGIO spot · $37.19AGIO PRICE$1.37$2.42$1.67$2.12$2.58$3.03$3.55$4.09$4.62$5.21$6.36$7.51$8.65$1.73$2.11$2.49$2.88$3.57$4.30$5.03$5.83$7.33$8.84$10.32$11.76$13.20
PutsExpensive2.10×
CallsExpensive1.98×
SkewBullish-5.32 pp
Implied moveBearish±$8.58
TiltBearish19.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.62136.1%53.2%29.46124.2%25.4%
25Δ64.44201.1%79.8%31.38115.1%21.3%
30Δ44.4193.6%23.9%33.09107.2%17.7%
35Δ43.0195.6%21.3%34.7999.2%14.2%
40Δ41.6197.6%18.8%36.1698.2%12.4%
45Δ40.2199.5%16.3%37.4798.0%10.8%
50Δ38.8798.8%14.1%38.7997.9%9.2%
55Δ37.5397.5%11.9%40.1698.1%7.7%
60Δ36.2096.2%9.8%42.04101.9%6.7%
65Δ34.8595.6%7.7%43.92105.8%5.7%
70Δ33.27100.3%6.6%45.79106.8%4.6%
75Δ31.70105.1%5.4%47.64104.0%3.5%
80Δ30.13109.8%4.3%49.49101.3%2.4%

20Δ

Calls
Pseudo strike
55.62
IV
136.1%
B/E move
53.2%
Puts
Pseudo strike
29.46
IV
124.2%
B/E move
25.4%

25Δ

Calls
Pseudo strike
64.44
IV
201.1%
B/E move
79.8%
Puts
Pseudo strike
31.38
IV
115.1%
B/E move
21.3%

30Δ

Calls
Pseudo strike
44.41
IV
93.6%
B/E move
23.9%
Puts
Pseudo strike
33.09
IV
107.2%
B/E move
17.7%

35Δ

Calls
Pseudo strike
43.01
IV
95.6%
B/E move
21.3%
Puts
Pseudo strike
34.79
IV
99.2%
B/E move
14.2%

40Δ

Calls
Pseudo strike
41.61
IV
97.6%
B/E move
18.8%
Puts
Pseudo strike
36.16
IV
98.2%
B/E move
12.4%

45Δ

Calls
Pseudo strike
40.21
IV
99.5%
B/E move
16.3%
Puts
Pseudo strike
37.47
IV
98.0%
B/E move
10.8%

50Δ

Calls
Pseudo strike
38.87
IV
98.8%
B/E move
14.1%
Puts
Pseudo strike
38.79
IV
97.9%
B/E move
9.2%

55Δ

Calls
Pseudo strike
37.53
IV
97.5%
B/E move
11.9%
Puts
Pseudo strike
40.16
IV
98.1%
B/E move
7.7%

60Δ

Calls
Pseudo strike
36.20
IV
96.2%
B/E move
9.8%
Puts
Pseudo strike
42.04
IV
101.9%
B/E move
6.7%

65Δ

Calls
Pseudo strike
34.85
IV
95.6%
B/E move
7.7%
Puts
Pseudo strike
43.92
IV
105.8%
B/E move
5.7%

70Δ

Calls
Pseudo strike
33.27
IV
100.3%
B/E move
6.6%
Puts
Pseudo strike
45.79
IV
106.8%
B/E move
4.6%

75Δ

Calls
Pseudo strike
31.70
IV
105.1%
B/E move
5.4%
Puts
Pseudo strike
47.64
IV
104.0%
B/E move
3.5%

80Δ

Calls
Pseudo strike
30.13
IV
109.8%
B/E move
4.3%
Puts
Pseudo strike
49.49
IV
101.3%
B/E move
2.4%

Options history

AGIO81.5883.8186.032026-10-20: 81.89%2026-10-21: 85.72%Oct 20Oct 21
Table
DateIV
81.89%
85.72%