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Federal Agricultural Mortgage Corporation AGM

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-11-12T03:09:36.411Z

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 · 2026-11-12T00:00:00.003307224Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:09:36.028167+00:00

Share price$174.10
1D-0.5%
AH$171$172$173$175$1765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAGM
Sold putSold callAH

Federal Agricultural Mortgage Corporation options

Live interpolated AGM call and put midpoint premiums by absolute delta.Federal Agricultural Mortgage Corporation$1.31$3.47$5.64$7.80$9.96$148.23$165.03$181.83$198.63$215.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AGM spot · $174.10AGM PRICE$1.54$1.88$2.29$2.70$3.11$3.64$4.35$5.05$5.75$6.65$7.99$9.34$2.45$2.15$2.38$2.67$3.09$3.51$3.93$4.56$5.34$6.12$6.90$7.97$9.27
PutsCheap0.56×
Calls——
Skew——
Implied moveBearish±$7.57
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ186.8750.6%8.2%158.6477.4%10.3%
25Δ165.5451.7%6.1%
30Δ179.9937.2%4.5%168.1345.2%4.8%
35Δ178.6036.3%3.9%170.3740.0%3.7%
40Δ177.2135.3%3.3%171.7338.2%3.1%
45Δ175.8234.4%2.8%173.0936.5%2.6%
50Δ174.5034.0%2.3%174.4434.8%2.1%
55Δ173.2834.2%2.0%175.7334.0%1.7%
60Δ172.0734.4%1.7%176.9733.8%1.4%
65Δ170.8634.6%1.4%178.2133.7%1.2%
70Δ169.5035.0%1.2%179.4533.5%0.9%
75Δ167.7935.9%1.0%180.9033.2%0.7%
80Δ166.0936.8%0.8%182.5332.8%0.5%

20Δ

Calls
Pseudo strike
186.87
IV
50.6%
B/E move
8.2%
Puts
Pseudo strike
158.64
IV
77.4%
B/E move
10.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
165.54
IV
51.7%
B/E move
6.1%

30Δ

Calls
Pseudo strike
179.99
IV
37.2%
B/E move
4.5%
Puts
Pseudo strike
168.13
IV
45.2%
B/E move
4.8%

35Δ

Calls
Pseudo strike
178.60
IV
36.3%
B/E move
3.9%
Puts
Pseudo strike
170.37
IV
40.0%
B/E move
3.7%

40Δ

Calls
Pseudo strike
177.21
IV
35.3%
B/E move
3.3%
Puts
Pseudo strike
171.73
IV
38.2%
B/E move
3.1%

45Δ

Calls
Pseudo strike
175.82
IV
34.4%
B/E move
2.8%
Puts
Pseudo strike
173.09
IV
36.5%
B/E move
2.6%

50Δ

Calls
Pseudo strike
174.50
IV
34.0%
B/E move
2.3%
Puts
Pseudo strike
174.44
IV
34.8%
B/E move
2.1%

55Δ

Calls
Pseudo strike
173.28
IV
34.2%
B/E move
2.0%
Puts
Pseudo strike
175.73
IV
34.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
172.07
IV
34.4%
B/E move
1.7%
Puts
Pseudo strike
176.97
IV
33.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
170.86
IV
34.6%
B/E move
1.4%
Puts
Pseudo strike
178.21
IV
33.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
169.50
IV
35.0%
B/E move
1.2%
Puts
Pseudo strike
179.45
IV
33.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
167.79
IV
35.9%
B/E move
1.0%
Puts
Pseudo strike
180.90
IV
33.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
166.09
IV
36.8%
B/E move
0.8%
Puts
Pseudo strike
182.53
IV
32.8%
B/E move
0.5%

Options history

IV · four-Friday blend32.41%
Daily close
AGM26.3%29.6%32.9%2026-08-13: 28.58%2026-08-14: 28.14%2026-08-17: 28.28%2026-08-18: 28.02%2026-08-21: 28.31%2026-08-24: 28.09%2026-08-25: 28.20%2026-08-26: 27.84%2026-08-27: 27.78%2026-08-28: 27.56%2026-08-31: 27.56%2026-09-01: 27.94%2026-09-02: 27.50%2026-09-03: 27.00%2026-09-04: 26.80%2026-09-08: 28.83%2026-09-09: 29.26%2026-09-10: 28.20%2026-09-11: 28.37%2026-09-18: 27.71%2026-09-21: 27.76%2026-09-22: 27.72%2026-09-23: 27.42%2026-09-24: 27.56%2026-09-25: 27.27%2026-09-28: 28.20%2026-09-29: 27.73%2026-09-30: 27.69%2026-10-01: 28.36%2026-10-02: 27.44%2026-10-05: 28.38%2026-10-06: 28.29%2026-10-07: 29.51%2026-10-08: 29.07%2026-10-16: 29.66%2026-10-19: 30.62%2026-10-20: 30.19%2026-10-21: 30.52%2026-10-22: 29.99%2026-10-23: 30.82%2026-10-26: 32.01%2026-10-27: 31.06%2026-10-28: 31.55%2026-10-29: 31.73%2026-10-30: 32.41%Aug 13Sep 23Oct 30
45 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
28.58%
28.14%
28.28%
28.02%
28.31%
28.09%
28.20%
27.84%
27.78%
27.56%
27.56%
27.94%
27.50%
27.00%
26.80%
28.83%
29.26%
28.20%
28.37%
27.71%
27.76%
27.72%
27.42%
27.56%
27.27%
28.20%
27.73%
27.69%
28.36%
27.44%
28.38%
28.29%
29.51%
29.07%
29.66%
30.62%
30.19%
30.52%
29.99%
30.82%
32.01%
31.06%
31.55%
31.73%
32.41%