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AGNC Investment Corp. Common Stock AGNC

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-11-08T04:12:42.036Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:58:23.507180735Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-08T04:12:41.272362+00:00

Share price$8.80
1D+0.3%
AH$8.69$8.74$8.80$8.85$8.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAGNC
Sold putSold callAH

AGNC Investment Corp. Common Stock options

Live interpolated AGNC call and put midpoint premiums by absolute delta.AGNC Investment Corp. Common Stock$0.02$0.17$0.32$0.47$0.62$8.30$8.55$8.80$9.06$9.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGNC spot · $8.80AGNC PRICE$0.04$0.05$0.07$0.09$0.12$0.15$0.18$0.21$0.24$0.27$0.30$0.32$0.37$0.05$0.07$0.09$0.12$0.14$0.16$0.19$0.21$0.24$0.26$0.33$0.45$0.58
PutsFair1.01×
CallsCheap0.85×
SkewBearish+5.01 pp
Implied moveBearish±$0.37
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.1831.0%4.7%8.4636.5%4.4%
25Δ9.0830.4%3.8%8.5435.6%3.7%
30Δ8.9929.9%2.9%8.5935.5%3.4%
35Δ8.9430.3%2.7%8.6535.5%3.1%
40Δ8.8930.8%2.4%8.7035.4%2.7%
45Δ8.8431.2%2.2%8.7535.3%2.4%
50Δ8.7931.6%2.0%8.8135.2%2.1%
55Δ8.7432.1%1.7%8.8635.1%1.7%
60Δ8.6932.5%1.5%8.9135.1%1.4%
65Δ8.6432.9%1.3%8.9735.0%1.0%
70Δ8.5933.3%1.0%9.0636.9%0.8%
75Δ8.5533.8%0.8%9.1941.8%0.7%
80Δ8.4834.8%0.6%9.3346.7%0.5%

20Δ

Calls
Pseudo strike
9.18
IV
31.0%
B/E move
4.7%
Puts
Pseudo strike
8.46
IV
36.5%
B/E move
4.4%

25Δ

Calls
Pseudo strike
9.08
IV
30.4%
B/E move
3.8%
Puts
Pseudo strike
8.54
IV
35.6%
B/E move
3.7%

30Δ

Calls
Pseudo strike
8.99
IV
29.9%
B/E move
2.9%
Puts
Pseudo strike
8.59
IV
35.5%
B/E move
3.4%

35Δ

Calls
Pseudo strike
8.94
IV
30.3%
B/E move
2.7%
Puts
Pseudo strike
8.65
IV
35.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
8.89
IV
30.8%
B/E move
2.4%
Puts
Pseudo strike
8.70
IV
35.4%
B/E move
2.7%

45Δ

Calls
Pseudo strike
8.84
IV
31.2%
B/E move
2.2%
Puts
Pseudo strike
8.75
IV
35.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
8.79
IV
31.6%
B/E move
2.0%
Puts
Pseudo strike
8.81
IV
35.2%
B/E move
2.1%

55Δ

Calls
Pseudo strike
8.74
IV
32.1%
B/E move
1.7%
Puts
Pseudo strike
8.86
IV
35.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
8.69
IV
32.5%
B/E move
1.5%
Puts
Pseudo strike
8.91
IV
35.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
8.64
IV
32.9%
B/E move
1.3%
Puts
Pseudo strike
8.97
IV
35.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
8.59
IV
33.3%
B/E move
1.0%
Puts
Pseudo strike
9.06
IV
36.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
8.55
IV
33.8%
B/E move
0.8%
Puts
Pseudo strike
9.19
IV
41.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
8.48
IV
34.8%
B/E move
0.6%
Puts
Pseudo strike
9.33
IV
46.7%
B/E move
0.5%

Options history

IV · four-Friday blend139.75%
Daily close
AGNC8.4%79.0%149.5%2026-08-14: 18.16%2026-08-24: 20.59%2026-09-09: 22.41%2026-09-15: 30.50%2026-09-21: 24.83%2026-09-28: 32.23%2026-09-29: 33.74%2026-10-16: 35.75%2026-10-19: 36.50%2026-10-30: 139.75%Aug 14Sep 21Oct 30
10 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
18.16%
20.59%
22.41%
30.50%
24.83%
32.23%
33.74%
35.75%
36.50%
139.75%