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agilon health, inc. AGL

HEALTHCARE · MEDICAL CARE FACILITIES
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Market dataready · fetched 2026-11-12T03:11:49.285Z

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 · 2026-11-12T00:00:00.003346411Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:11:48.942808+00:00

Share price$114.81
1D+1.8%
AH$111$112$113$114$1155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAGL
Sold putSold callAH

agilon health, inc. options

Live interpolated AGL call and put midpoint premiums by absolute delta.agilon health, inc.$1.18$4.89$8.60$12.31$16.02$78.99$98.41$117.83$137.24$156.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGL spot · $114.81AGL PRICE$1.62$2.13$2.62$3.09$3.68$4.45$5.21$5.98$6.74$7.50$8.56$9.87$11.17$1.59$2.18$2.79$3.53$4.55$5.57$6.63$7.73$8.83$10.20$11.60$13.18$14.95
PutsCheap0.69×
CallsCheap0.40×
SkewBearish+2.74 pp
Implied moveBearish±$11.85
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ129.8886.8%14.5%104.8374.6%10.1%
25Δ126.8884.6%12.4%106.8274.6%8.9%
30Δ124.0681.7%10.3%108.7175.0%7.7%
35Δ121.5277.8%8.5%110.5776.4%6.8%
40Δ119.3075.8%7.1%112.3379.5%6.1%
45Δ117.5476.6%6.2%114.0982.7%5.5%
50Δ115.7877.4%5.4%115.9484.0%4.8%
55Δ114.0776.5%4.6%117.8683.4%4.1%
60Δ112.4174.4%3.8%119.7982.8%3.4%
65Δ110.7572.2%3.0%121.8381.9%2.8%
70Δ108.9871.2%2.4%123.9080.9%2.2%
75Δ107.1271.0%1.9%126.0779.4%1.7%
80Δ105.2670.9%1.4%128.3877.4%1.2%

20Δ

Calls
Pseudo strike
129.88
IV
86.8%
B/E move
14.5%
Puts
Pseudo strike
104.83
IV
74.6%
B/E move
10.1%

25Δ

Calls
Pseudo strike
126.88
IV
84.6%
B/E move
12.4%
Puts
Pseudo strike
106.82
IV
74.6%
B/E move
8.9%

30Δ

Calls
Pseudo strike
124.06
IV
81.7%
B/E move
10.3%
Puts
Pseudo strike
108.71
IV
75.0%
B/E move
7.7%

35Δ

Calls
Pseudo strike
121.52
IV
77.8%
B/E move
8.5%
Puts
Pseudo strike
110.57
IV
76.4%
B/E move
6.8%

40Δ

Calls
Pseudo strike
119.30
IV
75.8%
B/E move
7.1%
Puts
Pseudo strike
112.33
IV
79.5%
B/E move
6.1%

45Δ

Calls
Pseudo strike
117.54
IV
76.6%
B/E move
6.2%
Puts
Pseudo strike
114.09
IV
82.7%
B/E move
5.5%

50Δ

Calls
Pseudo strike
115.78
IV
77.4%
B/E move
5.4%
Puts
Pseudo strike
115.94
IV
84.0%
B/E move
4.8%

55Δ

Calls
Pseudo strike
114.07
IV
76.5%
B/E move
4.6%
Puts
Pseudo strike
117.86
IV
83.4%
B/E move
4.1%

60Δ

Calls
Pseudo strike
112.41
IV
74.4%
B/E move
3.8%
Puts
Pseudo strike
119.79
IV
82.8%
B/E move
3.4%

65Δ

Calls
Pseudo strike
110.75
IV
72.2%
B/E move
3.0%
Puts
Pseudo strike
121.83
IV
81.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
108.98
IV
71.2%
B/E move
2.4%
Puts
Pseudo strike
123.90
IV
80.9%
B/E move
2.2%

75Δ

Calls
Pseudo strike
107.12
IV
71.0%
B/E move
1.9%
Puts
Pseudo strike
126.07
IV
79.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
105.26
IV
70.9%
B/E move
1.4%
Puts
Pseudo strike
128.38
IV
77.4%
B/E move
1.2%

Options history

IV · four-Friday blend85.49%
Daily close
AGL76.7%84.8%92.8%2026-08-13: 88.08%2026-08-14: 86.93%2026-08-17: 91.32%2026-08-18: 91.69%2026-08-19: 89.86%2026-08-20: 90.64%2026-08-21: 87.15%2026-08-24: 88.63%2026-08-25: 86.02%2026-08-26: 85.68%2026-08-27: 84.19%2026-08-28: 82.35%2026-08-31: 83.50%2026-09-01: 82.96%2026-09-02: 82.88%2026-09-03: 82.30%2026-09-04: 81.17%2026-09-08: 83.48%2026-09-09: 82.67%2026-09-10: 83.54%2026-09-11: 81.32%2026-09-14: 88.14%2026-09-15: 89.44%2026-09-16: 88.89%2026-09-17: 89.75%2026-09-18: 86.06%2026-09-21: 85.60%2026-09-22: 84.18%2026-09-23: 80.91%2026-09-24: 82.17%2026-09-25: 83.43%2026-09-28: 82.83%2026-09-29: 78.70%2026-09-30: 78.16%2026-10-01: 79.71%2026-10-02: 77.83%2026-10-05: 79.38%2026-10-06: 78.96%2026-10-07: 79.53%2026-10-08: 79.19%2026-10-09: 78.96%2026-10-12: 80.88%2026-10-13: 84.41%2026-10-14: 85.06%2026-10-15: 89.22%2026-10-16: 80.31%2026-10-19: 79.81%2026-10-20: 80.85%2026-10-21: 81.07%2026-10-22: 83.61%2026-10-23: 80.78%2026-10-26: 82.10%2026-10-27: 82.27%2026-10-28: 82.20%2026-10-29: 82.91%2026-10-30: 85.49%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
88.08%
86.93%
91.32%
91.69%
89.86%
90.64%
87.15%
88.63%
86.02%
85.68%
84.19%
82.35%
83.50%
82.96%
82.88%
82.30%
81.17%
83.48%
82.67%
83.54%
81.32%
88.14%
89.44%
88.89%
89.75%
86.06%
85.60%
84.18%
80.91%
82.17%
83.43%
82.83%
78.70%
78.16%
79.71%
77.83%
79.38%
78.96%
79.53%
79.19%
78.96%
80.88%
84.41%
85.06%
89.22%
80.31%
79.81%
80.85%
81.07%
83.61%
80.78%
82.10%
82.27%
82.20%
82.91%
85.49%