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AGNC Investment Corp. AGNC

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-10-16T21:49:31.062Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:45:34.393943109Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:49:30.692491+00:00

Share price$8.75
1D-1.1%
AH$8.70$8.75$8.79$8.83$8.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAGNC
Sold putSold callAH

AGNC Investment Corp. options

Live interpolated AGNC call and put midpoint premiums by absolute delta.AGNC Investment Corp.$0.06$0.22$0.37$0.53$0.69$8.03$8.37$8.72$9.07$9.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGNC spot · $8.75AGNC PRICE$0.08$0.07$0.08$0.11$0.14$0.17$0.20$0.23$0.26$0.29$0.32$0.41$0.56$0.10$0.10$0.10$0.13$0.17$0.20$0.23$0.26$0.29$0.32$0.39$0.52$0.65
PutsExpensive1.44×
CallsExpensive1.38×
SkewBearish+5.00 pp
Implied moveBearish±$0.43
TiltBearish8.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.60102.2%22.1%7.7294.8%12.9%
25Δ9.6561.4%11.2%8.1069.7%8.6%
30Δ8.9833.6%3.6%8.4944.5%4.2%
35Δ8.9334.0%3.3%8.5643.3%3.7%
40Δ8.8734.5%3.0%8.6342.7%3.3%
45Δ8.8134.9%2.7%8.7042.2%2.9%
50Δ8.7635.4%2.3%8.7641.6%2.5%
55Δ8.7035.9%2.0%8.8341.1%2.1%
60Δ8.6436.3%1.7%8.8940.6%1.7%
65Δ8.5936.8%1.4%8.9640.0%1.3%
70Δ8.5337.3%1.1%9.0541.2%1.0%
75Δ8.4240.9%0.9%9.2045.2%0.8%
80Δ8.2547.7%0.8%9.3449.2%0.6%

20Δ

Calls
Pseudo strike
10.60
IV
102.2%
B/E move
22.1%
Puts
Pseudo strike
7.72
IV
94.8%
B/E move
12.9%

25Δ

Calls
Pseudo strike
9.65
IV
61.4%
B/E move
11.2%
Puts
Pseudo strike
8.10
IV
69.7%
B/E move
8.6%

30Δ

Calls
Pseudo strike
8.98
IV
33.6%
B/E move
3.6%
Puts
Pseudo strike
8.49
IV
44.5%
B/E move
4.2%

35Δ

Calls
Pseudo strike
8.93
IV
34.0%
B/E move
3.3%
Puts
Pseudo strike
8.56
IV
43.3%
B/E move
3.7%

40Δ

Calls
Pseudo strike
8.87
IV
34.5%
B/E move
3.0%
Puts
Pseudo strike
8.63
IV
42.7%
B/E move
3.3%

45Δ

Calls
Pseudo strike
8.81
IV
34.9%
B/E move
2.7%
Puts
Pseudo strike
8.70
IV
42.2%
B/E move
2.9%

50Δ

Calls
Pseudo strike
8.76
IV
35.4%
B/E move
2.3%
Puts
Pseudo strike
8.76
IV
41.6%
B/E move
2.5%

55Δ

Calls
Pseudo strike
8.70
IV
35.9%
B/E move
2.0%
Puts
Pseudo strike
8.83
IV
41.1%
B/E move
2.1%

60Δ

Calls
Pseudo strike
8.64
IV
36.3%
B/E move
1.7%
Puts
Pseudo strike
8.89
IV
40.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
8.59
IV
36.8%
B/E move
1.4%
Puts
Pseudo strike
8.96
IV
40.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
8.53
IV
37.3%
B/E move
1.1%
Puts
Pseudo strike
9.05
IV
41.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
8.42
IV
40.9%
B/E move
0.9%
Puts
Pseudo strike
9.20
IV
45.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
8.25
IV
47.7%
B/E move
0.8%
Puts
Pseudo strike
9.34
IV
49.2%
B/E move
0.6%