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AGNC Investment Corp. AGNC

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-10-16T00:22:25.323Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:20:21.178831+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.$0.04$0.86$1.69$2.51$3.33$7.27$8.18$9.09$10.00$10.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGNC spot · $8.89AGNC PRICE$0.13$0.15$0.16$0.18$0.20$0.21$0.27$0.35$0.43$0.51$0.59$0.66$0.74$0.14$0.19$0.25$0.30$0.36$0.42$0.47$0.63$0.80$0.96$1.13$1.64$3.09
PutsExpensive1.41×
CallsExpensive1.24×
SkewBearish+11.40 pp
Implied moveBearish±$0.74
TiltBearish38.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.8866.6%35.1%8.1237.1%10.2%
25Δ11.3458.4%29.3%8.2737.4%9.2%
30Δ10.8150.3%23.4%8.4137.8%8.2%
35Δ10.2742.1%17.5%8.5638.1%7.2%
40Δ9.7333.9%11.6%8.7038.4%6.2%
45Δ9.1925.8%5.8%8.8538.7%5.2%
50Δ8.9323.1%3.5%8.9939.0%4.2%
55Δ8.8123.4%3.1%9.2041.1%3.7%
60Δ8.7023.7%2.7%9.4043.3%3.2%
65Δ8.5924.0%2.3%9.6145.5%2.7%
70Δ8.4824.3%1.9%9.8247.7%2.2%
75Δ8.3624.6%1.6%10.3559.8%2.1%
80Δ8.2524.9%1.2%11.7989.4%2.2%

20Δ

Calls
Pseudo strike
11.88
IV
66.6%
B/E move
35.1%
Puts
Pseudo strike
8.12
IV
37.1%
B/E move
10.2%

25Δ

Calls
Pseudo strike
11.34
IV
58.4%
B/E move
29.3%
Puts
Pseudo strike
8.27
IV
37.4%
B/E move
9.2%

30Δ

Calls
Pseudo strike
10.81
IV
50.3%
B/E move
23.4%
Puts
Pseudo strike
8.41
IV
37.8%
B/E move
8.2%

35Δ

Calls
Pseudo strike
10.27
IV
42.1%
B/E move
17.5%
Puts
Pseudo strike
8.56
IV
38.1%
B/E move
7.2%

40Δ

Calls
Pseudo strike
9.73
IV
33.9%
B/E move
11.6%
Puts
Pseudo strike
8.70
IV
38.4%
B/E move
6.2%

45Δ

Calls
Pseudo strike
9.19
IV
25.8%
B/E move
5.8%
Puts
Pseudo strike
8.85
IV
38.7%
B/E move
5.2%

50Δ

Calls
Pseudo strike
8.93
IV
23.1%
B/E move
3.5%
Puts
Pseudo strike
8.99
IV
39.0%
B/E move
4.2%

55Δ

Calls
Pseudo strike
8.81
IV
23.4%
B/E move
3.1%
Puts
Pseudo strike
9.20
IV
41.1%
B/E move
3.7%

60Δ

Calls
Pseudo strike
8.70
IV
23.7%
B/E move
2.7%
Puts
Pseudo strike
9.40
IV
43.3%
B/E move
3.2%

65Δ

Calls
Pseudo strike
8.59
IV
24.0%
B/E move
2.3%
Puts
Pseudo strike
9.61
IV
45.5%
B/E move
2.7%

70Δ

Calls
Pseudo strike
8.48
IV
24.3%
B/E move
1.9%
Puts
Pseudo strike
9.82
IV
47.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
8.36
IV
24.6%
B/E move
1.6%
Puts
Pseudo strike
10.35
IV
59.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
8.25
IV
24.9%
B/E move
1.2%
Puts
Pseudo strike
11.79
IV
89.4%
B/E move
2.2%