IntraAlpha
Create free account Start free

agilon health, inc. AGL

i

Market datapartial · fetched 2026-10-22T21:06:04.755Z

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 · 2026-10-22T20:10:00.002993512Z

FundamentalsAlpha Vantage · unavailable

Share price$90.29
1D+0.6%
AH$87$89$90$92$945:30 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.$1.51$9.60$17.70$25.79$33.89$60.28$75.10$89.92$104.73$119.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGL spot · $90.29AGL PRICE$2.38$3.08$4.03$5.05$5.71$7.04$8.28$9.32$10.77$12.33$13.79$15.52$17.75$3.11$4.05$5.18$6.44$7.91$9.51$11.55$13.78$16.16$18.72$22.21$27.41$31.56
PutsExpensive1.62×
CallsExpensive1.47×
SkewBearish+2.95 pp
Implied moveBearish±$19.83
TiltBearish21.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ117.4494.2%32.7%74.8695.5%20.5%
25Δ111.5891.7%27.0%78.4892.9%17.6%
30Δ107.7393.8%23.8%81.7491.9%15.2%
35Δ104.5697.3%21.4%84.7592.3%13.3%
40Δ99.7790.2%16.8%87.7192.4%11.6%
45Δ96.9493.9%15.2%90.7392.9%10.1%
50Δ93.9795.5%13.2%93.9194.7%8.8%
55Δ90.7292.4%10.8%97.2595.9%7.6%
60Δ87.6992.5%9.1%100.7196.5%6.3%
65Δ84.7493.1%7.5%104.3296.1%5.2%
70Δ81.8790.5%6.0%108.7197.5%4.2%
75Δ78.8888.8%4.6%114.67102.2%3.4%
80Δ75.6588.9%3.4%119.70100.5%2.4%

20Δ

Calls
Pseudo strike
117.44
IV
94.2%
B/E move
32.7%
Puts
Pseudo strike
74.86
IV
95.5%
B/E move
20.5%

25Δ

Calls
Pseudo strike
111.58
IV
91.7%
B/E move
27.0%
Puts
Pseudo strike
78.48
IV
92.9%
B/E move
17.6%

30Δ

Calls
Pseudo strike
107.73
IV
93.8%
B/E move
23.8%
Puts
Pseudo strike
81.74
IV
91.9%
B/E move
15.2%

35Δ

Calls
Pseudo strike
104.56
IV
97.3%
B/E move
21.4%
Puts
Pseudo strike
84.75
IV
92.3%
B/E move
13.3%

40Δ

Calls
Pseudo strike
99.77
IV
90.2%
B/E move
16.8%
Puts
Pseudo strike
87.71
IV
92.4%
B/E move
11.6%

45Δ

Calls
Pseudo strike
96.94
IV
93.9%
B/E move
15.2%
Puts
Pseudo strike
90.73
IV
92.9%
B/E move
10.1%

50Δ

Calls
Pseudo strike
93.97
IV
95.5%
B/E move
13.2%
Puts
Pseudo strike
93.91
IV
94.7%
B/E move
8.8%

55Δ

Calls
Pseudo strike
90.72
IV
92.4%
B/E move
10.8%
Puts
Pseudo strike
97.25
IV
95.9%
B/E move
7.6%

60Δ

Calls
Pseudo strike
87.69
IV
92.5%
B/E move
9.1%
Puts
Pseudo strike
100.71
IV
96.5%
B/E move
6.3%

65Δ

Calls
Pseudo strike
84.74
IV
93.1%
B/E move
7.5%
Puts
Pseudo strike
104.32
IV
96.1%
B/E move
5.2%

70Δ

Calls
Pseudo strike
81.87
IV
90.5%
B/E move
6.0%
Puts
Pseudo strike
108.71
IV
97.5%
B/E move
4.2%

75Δ

Calls
Pseudo strike
78.88
IV
88.8%
B/E move
4.6%
Puts
Pseudo strike
114.67
IV
102.2%
B/E move
3.4%

80Δ

Calls
Pseudo strike
75.65
IV
88.9%
B/E move
3.4%
Puts
Pseudo strike
119.70
IV
100.5%
B/E move
2.4%

Options history

AGL80.7980.9381.082026-10-20: 80.87%2026-10-21: 81.00%Oct 20Oct 21
Table
DateIV
80.87%
81.00%