Share price$69.27
1D-1.4%
Sold putSold callAH
Assured Guaranty, LTD AGO
i
Market datapartial · fetched 2026-10-22T12:21:40.377Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T23:00:00.003759971Z
FundamentalsAlpha Vantage · unavailable
Assured Guaranty, LTD options
PutsExpensive1.29×
CallsExpensive1.32×
SkewBullish-4.72 pp
Implied moveBullish±$4.88
TiltBalanced0.8% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 76.62 | 35.6% | 11.6% | 65.15 | 28.3% | 6.9% |
| 25Δ | 74.21 | 31.6% | 8.5% | 65.91 | 28.3% | 6.2% |
| 30Δ | 73.32 | 31.9% | 7.6% | 66.66 | 28.4% | 5.5% |
| 35Δ | 72.43 | 32.3% | 6.8% | 67.42 | 28.4% | 4.9% |
| 40Δ | 71.55 | 32.6% | 5.9% | 68.18 | 28.5% | 4.2% |
| 45Δ | 70.66 | 33.0% | 5.1% | 68.93 | 28.5% | 3.5% |
| 50Δ | 69.77 | 33.4% | 4.3% | 69.69 | 28.6% | 2.8% |
| 55Δ | 68.86 | 33.8% | 3.8% | 70.55 | 28.9% | 2.3% |
| 60Δ | 67.95 | 34.3% | 3.4% | 71.47 | 29.5% | 2.0% |
| 65Δ | 67.04 | 34.7% | 2.9% | 72.40 | 30.1% | 1.7% |
| 70Δ | 66.13 | 35.2% | 2.4% | 73.32 | 30.7% | 1.3% |
| 75Δ | 65.22 | 35.7% | 1.9% | 74.25 | 31.3% | 1.0% |
| 80Δ | 62.93 | 39.6% | 1.5% | 75.54 | 32.8% | 0.6% |
20Δ
- Pseudo strike
- 76.62
- IV
- 35.6%
- B/E move
- 11.6%
- Pseudo strike
- 65.15
- IV
- 28.3%
- B/E move
- 6.9%
25Δ
- Pseudo strike
- 74.21
- IV
- 31.6%
- B/E move
- 8.5%
- Pseudo strike
- 65.91
- IV
- 28.3%
- B/E move
- 6.2%
30Δ
- Pseudo strike
- 73.32
- IV
- 31.9%
- B/E move
- 7.6%
- Pseudo strike
- 66.66
- IV
- 28.4%
- B/E move
- 5.5%
35Δ
- Pseudo strike
- 72.43
- IV
- 32.3%
- B/E move
- 6.8%
- Pseudo strike
- 67.42
- IV
- 28.4%
- B/E move
- 4.9%
40Δ
- Pseudo strike
- 71.55
- IV
- 32.6%
- B/E move
- 5.9%
- Pseudo strike
- 68.18
- IV
- 28.5%
- B/E move
- 4.2%
45Δ
- Pseudo strike
- 70.66
- IV
- 33.0%
- B/E move
- 5.1%
- Pseudo strike
- 68.93
- IV
- 28.5%
- B/E move
- 3.5%
50Δ
- Pseudo strike
- 69.77
- IV
- 33.4%
- B/E move
- 4.3%
- Pseudo strike
- 69.69
- IV
- 28.6%
- B/E move
- 2.8%
55Δ
- Pseudo strike
- 68.86
- IV
- 33.8%
- B/E move
- 3.8%
- Pseudo strike
- 70.55
- IV
- 28.9%
- B/E move
- 2.3%
60Δ
- Pseudo strike
- 67.95
- IV
- 34.3%
- B/E move
- 3.4%
- Pseudo strike
- 71.47
- IV
- 29.5%
- B/E move
- 2.0%
65Δ
- Pseudo strike
- 67.04
- IV
- 34.7%
- B/E move
- 2.9%
- Pseudo strike
- 72.40
- IV
- 30.1%
- B/E move
- 1.7%
70Δ
- Pseudo strike
- 66.13
- IV
- 35.2%
- B/E move
- 2.4%
- Pseudo strike
- 73.32
- IV
- 30.7%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- 65.22
- IV
- 35.7%
- B/E move
- 1.9%
- Pseudo strike
- 74.25
- IV
- 31.3%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 62.93
- IV
- 39.6%
- B/E move
- 1.5%
- Pseudo strike
- 75.54
- IV
- 32.8%
- B/E move
- 0.6%
Options history
Table
| Date | IV |
|---|---|
| 27.59% | |
| 28.32% |