IntraAlpha
Create free account Start free

Assured Guaranty, LTD AGO

FINANCIAL SERVICES · INSURANCE - SPECIALTY
i

Market dataready · fetched 2026-11-11T15:59:26.191Z

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

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 · 2026-11-11T15:57:58.887209107Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:59:25.759152+00:00

Share price$72.64
1D-0.8%
$72.58$72.80$73.03$73.25$73.485:30 AM6:30 AM9:00 AM1:00 PMAGO
Sold putSold call

Assured Guaranty, LTD options

Live interpolated AGO call and put midpoint premiums by absolute delta.Assured Guaranty, LTD$0.62$1.72$2.82$3.92$5.02$67.98$70.92$73.86$76.81$79.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AGO spot · $72.64AGO PRICE$0.82$0.98$1.15$1.31$1.55$1.80$2.06$2.32$2.57$2.83$3.08$3.34$4.71$0.74$0.94$1.14$1.33$1.53$1.73$1.93$2.13$2.33$2.53$2.72
Puts——
CallsExpensive1.64×
Skew——
Implied moveBullish±$3.99
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.6090.4%23.1%66.4755.4%9.5%
25Δ84.3977.9%17.5%67.2753.1%8.7%
30Δ80.1765.4%12.0%68.0750.7%7.9%
35Δ75.9653.0%6.4%68.8748.4%7.0%
40Δ74.5148.9%4.7%69.6846.1%6.2%
45Δ73.8747.2%4.2%70.4843.8%5.4%
50Δ73.2345.5%3.6%71.2841.5%4.5%
55Δ72.5943.8%3.1%72.0839.2%3.7%
60Δ71.9542.2%2.6%72.8936.9%2.9%
65Δ71.3140.5%2.1%73.6934.6%2.0%
70Δ70.6738.8%1.5%74.4932.2%1.2%
75Δ70.0337.2%1.0%
80Δ68.5342.0%0.8%

20Δ

Calls
Pseudo strike
88.60
IV
90.4%
B/E move
23.1%
Puts
Pseudo strike
66.47
IV
55.4%
B/E move
9.5%

25Δ

Calls
Pseudo strike
84.39
IV
77.9%
B/E move
17.5%
Puts
Pseudo strike
67.27
IV
53.1%
B/E move
8.7%

30Δ

Calls
Pseudo strike
80.17
IV
65.4%
B/E move
12.0%
Puts
Pseudo strike
68.07
IV
50.7%
B/E move
7.9%

35Δ

Calls
Pseudo strike
75.96
IV
53.0%
B/E move
6.4%
Puts
Pseudo strike
68.87
IV
48.4%
B/E move
7.0%

40Δ

Calls
Pseudo strike
74.51
IV
48.9%
B/E move
4.7%
Puts
Pseudo strike
69.68
IV
46.1%
B/E move
6.2%

45Δ

Calls
Pseudo strike
73.87
IV
47.2%
B/E move
4.2%
Puts
Pseudo strike
70.48
IV
43.8%
B/E move
5.4%

50Δ

Calls
Pseudo strike
73.23
IV
45.5%
B/E move
3.6%
Puts
Pseudo strike
71.28
IV
41.5%
B/E move
4.5%

55Δ

Calls
Pseudo strike
72.59
IV
43.8%
B/E move
3.1%
Puts
Pseudo strike
72.08
IV
39.2%
B/E move
3.7%

60Δ

Calls
Pseudo strike
71.95
IV
42.2%
B/E move
2.6%
Puts
Pseudo strike
72.89
IV
36.9%
B/E move
2.9%

65Δ

Calls
Pseudo strike
71.31
IV
40.5%
B/E move
2.1%
Puts
Pseudo strike
73.69
IV
34.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
70.67
IV
38.8%
B/E move
1.5%
Puts
Pseudo strike
74.49
IV
32.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
70.03
IV
37.2%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
68.53
IV
42.0%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.30%
Daily close
AGO21.5%33.7%46.0%2026-08-21: 23.20%2026-08-24: 23.82%2026-08-25: 23.39%2026-08-26: 23.85%2026-08-27: 23.67%2026-08-28: 24.73%2026-08-31: 23.81%2026-09-01: 24.71%2026-09-02: 23.96%2026-09-04: 25.78%2026-09-08: 30.36%2026-09-18: 25.77%2026-09-21: 26.31%2026-09-22: 25.86%2026-09-23: 27.13%2026-09-24: 26.88%2026-09-25: 26.43%2026-09-28: 23.98%2026-09-29: 25.05%2026-10-09: 26.36%2026-10-12: 32.55%2026-10-13: 28.97%2026-10-15: 44.27%2026-10-16: 29.03%2026-10-19: 27.99%2026-10-20: 27.57%2026-10-21: 27.95%2026-10-22: 27.46%2026-10-23: 27.36%2026-10-26: 29.36%2026-10-27: 30.05%2026-10-28: 32.05%2026-10-29: 31.88%2026-10-30: 32.30%Aug 21Sep 25Oct 30
34 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
23.20%
23.82%
23.39%
23.85%
23.67%
24.73%
23.81%
24.71%
23.96%
25.78%
30.36%
25.77%
26.31%
25.86%
27.13%
26.88%
26.43%
23.98%
25.05%
26.36%
32.55%
28.97%
44.27%
29.03%
27.99%
27.57%
27.95%
27.46%
27.36%
29.36%
30.05%
32.05%
31.88%
32.30%