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AGNC Investment Corp. AGNC

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-10-16T01:01:45.583Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:58:47.024022465Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:01:44.908318+00:00

Share price$8.89
1D+1.9%
AH$8.66$8.73$8.80$8.87$8.955:30 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.$0.00$0.63$1.26$1.89$2.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEAGNC PRICE$0.02$0.09$0.29$0.49$0.70$0.90$1.11$1.31$1.52$1.72$1.93$2.13$2.34$0.22$0.39$0.55
PutsExpensive2.91×
CallsExpensive4.31×
SkewBullish-147.39 pp
Implied move——
TiltBullish85.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.0940.0%2.4%
25Δ8.9343.6%1.4%
30Δ8.7280.7%1.4%
35Δ8.51117.8%1.3%
40Δ8.30154.8%1.3%
45Δ8.09191.9%1.2%
50Δ7.88228.9%1.1%
55Δ7.67266.0%1.1%
60Δ7.46303.0%1.0%
65Δ7.25340.1%1.0%
70Δ7.04377.1%0.9%9.0658.3%0.5%
75Δ6.83414.2%0.9%9.2384.1%0.5%
80Δ6.63451.3%0.8%9.39109.9%0.6%

20Δ

Calls
Pseudo strike
9.09
IV
40.0%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
8.93
IV
43.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
8.72
IV
80.7%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
8.51
IV
117.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
8.30
IV
154.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
8.09
IV
191.9%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
7.88
IV
228.9%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
7.67
IV
266.0%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
7.46
IV
303.0%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
7.25
IV
340.1%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
7.04
IV
377.1%
B/E move
0.9%
Puts
Pseudo strike
9.06
IV
58.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
6.83
IV
414.2%
B/E move
0.9%
Puts
Pseudo strike
9.23
IV
84.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
6.63
IV
451.3%
B/E move
0.8%
Puts
Pseudo strike
9.39
IV
109.9%
B/E move
0.6%