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Agios Pharmaceuticals, Inc. Common Stock AGIO

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:29:02.221Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T22:40:29.623766781Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:29:01.206319+00:00

Share price$33.00
1D+4.1%
AH$31.42$31.83$32.25$32.66$33.075:30 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$0.24$3.91$7.59$11.27$14.94$23.49$28.02$32.54$37.06$41.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AGIO spot · $33.00AGIO PRICE$0.92$1.07$1.23$1.42$1.61$1.79$1.98$2.17$2.36$2.54$2.73$0.63$0.83$1.10$1.37$1.64$1.91$2.18$2.45$2.72$9.58$13.88
Puts——
Calls——
Skew——
Implied moveBearish±$3.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.0849.7%13.8%
25Δ30.1947.9%11.0%
30Δ37.0651.3%15.1%30.8247.2%9.9%
35Δ35.7447.3%11.5%31.4546.5%8.9%
40Δ34.8044.1%9.2%32.0845.7%7.8%
45Δ34.3442.1%8.4%32.7045.0%6.7%
50Δ33.8940.0%7.6%33.3344.2%5.6%
55Δ33.4337.9%6.7%33.9643.5%4.5%
60Δ32.9735.8%5.9%34.5842.8%3.4%
65Δ32.5133.7%5.1%
70Δ32.0631.6%4.3%
75Δ31.6029.5%3.5%41.5785.8%3.0%
80Δ31.1427.4%2.7%46.03102.0%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.08
IV
49.7%
B/E move
13.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.19
IV
47.9%
B/E move
11.0%

30Δ

Calls
Pseudo strike
37.06
IV
51.3%
B/E move
15.1%
Puts
Pseudo strike
30.82
IV
47.2%
B/E move
9.9%

35Δ

Calls
Pseudo strike
35.74
IV
47.3%
B/E move
11.5%
Puts
Pseudo strike
31.45
IV
46.5%
B/E move
8.9%

40Δ

Calls
Pseudo strike
34.80
IV
44.1%
B/E move
9.2%
Puts
Pseudo strike
32.08
IV
45.7%
B/E move
7.8%

45Δ

Calls
Pseudo strike
34.34
IV
42.1%
B/E move
8.4%
Puts
Pseudo strike
32.70
IV
45.0%
B/E move
6.7%

50Δ

Calls
Pseudo strike
33.89
IV
40.0%
B/E move
7.6%
Puts
Pseudo strike
33.33
IV
44.2%
B/E move
5.6%

55Δ

Calls
Pseudo strike
33.43
IV
37.9%
B/E move
6.7%
Puts
Pseudo strike
33.96
IV
43.5%
B/E move
4.5%

60Δ

Calls
Pseudo strike
32.97
IV
35.8%
B/E move
5.9%
Puts
Pseudo strike
34.58
IV
42.8%
B/E move
3.4%

65Δ

Calls
Pseudo strike
32.51
IV
33.7%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
32.06
IV
31.6%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
31.60
IV
29.5%
B/E move
3.5%
Puts
Pseudo strike
41.57
IV
85.8%
B/E move
3.0%

80Δ

Calls
Pseudo strike
31.14
IV
27.4%
B/E move
2.7%
Puts
Pseudo strike
46.03
IV
102.0%
B/E move
2.6%

Options history

IV · four-Friday blend69.74%
Daily close
AGIO51.7%115.9%180.2%2026-08-20: 110.84%2026-08-21: 66.15%2026-08-24: 64.77%2026-08-25: 70.09%2026-08-26: 66.02%2026-08-27: 60.58%2026-08-28: 65.89%2026-08-31: 63.47%2026-09-01: 73.78%2026-09-02: 70.55%2026-09-04: 70.16%2026-09-09: 71.22%2026-09-18: 77.09%2026-09-21: 75.66%2026-09-22: 80.46%2026-09-23: 76.46%2026-09-24: 73.83%2026-09-25: 75.93%2026-09-28: 76.26%2026-09-29: 76.94%2026-09-30: 78.44%2026-10-01: 93.22%2026-10-05: 88.79%2026-10-06: 81.44%2026-10-07: 86.04%2026-10-08: 88.52%2026-10-09: 87.99%2026-10-14: 147.79%2026-10-15: 171.31%2026-10-16: 94.45%2026-10-19: 95.99%2026-10-20: 81.69%2026-10-21: 85.68%2026-10-22: 83.74%2026-10-23: 84.42%2026-10-26: 78.63%2026-10-27: 78.99%2026-10-28: 76.53%2026-10-29: 75.66%2026-10-30: 69.74%Aug 20Sep 29Oct 30
40 observations2026-08-20 — 2026-10-30
Table
DateIV (%)
110.84%
66.15%
64.77%
70.09%
66.02%
60.58%
65.89%
63.47%
73.78%
70.55%
70.16%
71.22%
77.09%
75.66%
80.46%
76.46%
73.83%
75.93%
76.26%
76.94%
78.44%
93.22%
88.79%
81.44%
86.04%
88.52%
87.99%
147.79%
171.31%
94.45%
95.99%
81.69%
85.68%
83.74%
84.42%
78.63%
78.99%
76.53%
75.66%
69.74%