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Federal Agricultural Mortgage Corporation AGM

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Market datapartial · fetched 2026-10-22T23:57:26.374Z

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 · 2026-10-22T23:00:00.003951626Z

FundamentalsAlpha Vantage · unavailable

Share price$201.42
1D+0.7%
AH$199$200$201$202$2035:30 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$1.68$6.69$11.69$16.69$21.69$177.41$189.57$201.73$213.89$226.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGM spot · $201.42AGM PRICE$2.22$2.81$3.45$4.08$5.16$6.24$7.32$8.40$10.15$12.09$14.05$16.42$20.16$2.52$3.29$4.11$4.93$5.68$6.62$8.08$9.53$10.99$12.59$15.10$17.61$20.25
PutsExpensive1.11×
CallsExpensive1.16×
SkewBullish-1.10 pp
Implied moveBearish±$15.40
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ223.3437.9%12.0%185.7737.6%9.0%
25Δ217.2934.6%9.3%189.3736.8%7.6%
30Δ213.6933.4%7.8%192.4935.9%6.5%
35Δ210.0932.1%6.3%195.4434.9%5.4%
40Δ207.6832.4%5.7%198.0533.3%4.5%
45Δ205.3032.8%5.0%200.6232.1%3.7%
50Δ202.9233.2%4.4%203.0532.4%3.2%
55Δ200.5533.6%3.7%205.4732.6%2.7%
60Δ197.8935.0%3.3%207.9032.9%2.2%
65Δ195.1636.8%2.9%210.4433.2%1.8%
70Δ192.2437.1%2.4%213.6833.5%1.4%
75Δ188.9838.0%2.0%216.9133.9%1.0%
80Δ184.5840.8%1.6%220.2834.3%0.7%

20Δ

Calls
Pseudo strike
223.34
IV
37.9%
B/E move
12.0%
Puts
Pseudo strike
185.77
IV
37.6%
B/E move
9.0%

25Δ

Calls
Pseudo strike
217.29
IV
34.6%
B/E move
9.3%
Puts
Pseudo strike
189.37
IV
36.8%
B/E move
7.6%

30Δ

Calls
Pseudo strike
213.69
IV
33.4%
B/E move
7.8%
Puts
Pseudo strike
192.49
IV
35.9%
B/E move
6.5%

35Δ

Calls
Pseudo strike
210.09
IV
32.1%
B/E move
6.3%
Puts
Pseudo strike
195.44
IV
34.9%
B/E move
5.4%

40Δ

Calls
Pseudo strike
207.68
IV
32.4%
B/E move
5.7%
Puts
Pseudo strike
198.05
IV
33.3%
B/E move
4.5%

45Δ

Calls
Pseudo strike
205.30
IV
32.8%
B/E move
5.0%
Puts
Pseudo strike
200.62
IV
32.1%
B/E move
3.7%

50Δ

Calls
Pseudo strike
202.92
IV
33.2%
B/E move
4.4%
Puts
Pseudo strike
203.05
IV
32.4%
B/E move
3.2%

55Δ

Calls
Pseudo strike
200.55
IV
33.6%
B/E move
3.7%
Puts
Pseudo strike
205.47
IV
32.6%
B/E move
2.7%

60Δ

Calls
Pseudo strike
197.89
IV
35.0%
B/E move
3.3%
Puts
Pseudo strike
207.90
IV
32.9%
B/E move
2.2%

65Δ

Calls
Pseudo strike
195.16
IV
36.8%
B/E move
2.9%
Puts
Pseudo strike
210.44
IV
33.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
192.24
IV
37.1%
B/E move
2.4%
Puts
Pseudo strike
213.68
IV
33.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
188.98
IV
38.0%
B/E move
2.0%
Puts
Pseudo strike
216.91
IV
33.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
184.58
IV
40.8%
B/E move
1.6%
Puts
Pseudo strike
220.28
IV
34.3%
B/E move
0.7%

Options history

AGM30.1530.3330.522026-10-20: 30.18%2026-10-21: 30.49%Oct 20Oct 21
Table
DateIV
30.18%
30.49%