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Assured Guaranty, LTD AGO

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Market datapartial · fetched 2026-10-22T15:13:40.759Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T15:12:26.798576407Z

FundamentalsAlpha Vantage · unavailable

Share price$69.62
1D+0.0%
$69.20$69.42$69.65$69.87$70.095:30 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$0.50$2.44$4.37$6.31$8.25$61.81$65.79$69.77$73.75$77.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGO spot · $69.62AGO PRICE$0.75$0.92$1.24$1.56$1.88$2.20$2.52$3.26$4.09$4.93$5.77$6.60$7.44$0.71$1.02$1.33$1.64$1.95$2.26$2.62$3.28$3.95$4.61$5.28$5.94$7.69
PutsExpensive1.37×
CallsExpensive1.27×
SkewBullish-1.53 pp
Implied moveBalanced±$5.13
TiltBalanced1.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.6738.4%12.6%65.2230.0%7.3%
25Δ74.3530.5%8.1%66.0430.2%6.6%
30Δ73.5131.1%7.4%66.8530.4%5.9%
35Δ72.6731.8%6.6%67.6730.6%5.2%
40Δ71.8332.4%5.9%68.4830.8%4.4%
45Δ70.9933.1%5.1%69.3031.0%3.7%
50Δ70.1633.8%4.4%70.1331.2%3.0%
55Δ69.0833.9%3.9%71.0731.7%2.6%
60Δ67.9433.9%3.5%72.0232.2%2.2%
65Δ66.8133.8%3.0%72.9632.7%1.8%
70Δ65.6733.8%2.6%73.9033.2%1.4%
75Δ64.5433.8%2.2%74.8433.7%1.0%
80Δ63.4033.8%1.8%76.8036.1%0.7%

20Δ

Calls
Pseudo strike
77.67
IV
38.4%
B/E move
12.6%
Puts
Pseudo strike
65.22
IV
30.0%
B/E move
7.3%

25Δ

Calls
Pseudo strike
74.35
IV
30.5%
B/E move
8.1%
Puts
Pseudo strike
66.04
IV
30.2%
B/E move
6.6%

30Δ

Calls
Pseudo strike
73.51
IV
31.1%
B/E move
7.4%
Puts
Pseudo strike
66.85
IV
30.4%
B/E move
5.9%

35Δ

Calls
Pseudo strike
72.67
IV
31.8%
B/E move
6.6%
Puts
Pseudo strike
67.67
IV
30.6%
B/E move
5.2%

40Δ

Calls
Pseudo strike
71.83
IV
32.4%
B/E move
5.9%
Puts
Pseudo strike
68.48
IV
30.8%
B/E move
4.4%

45Δ

Calls
Pseudo strike
70.99
IV
33.1%
B/E move
5.1%
Puts
Pseudo strike
69.30
IV
31.0%
B/E move
3.7%

50Δ

Calls
Pseudo strike
70.16
IV
33.8%
B/E move
4.4%
Puts
Pseudo strike
70.13
IV
31.2%
B/E move
3.0%

55Δ

Calls
Pseudo strike
69.08
IV
33.9%
B/E move
3.9%
Puts
Pseudo strike
71.07
IV
31.7%
B/E move
2.6%

60Δ

Calls
Pseudo strike
67.94
IV
33.9%
B/E move
3.5%
Puts
Pseudo strike
72.02
IV
32.2%
B/E move
2.2%

65Δ

Calls
Pseudo strike
66.81
IV
33.8%
B/E move
3.0%
Puts
Pseudo strike
72.96
IV
32.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
65.67
IV
33.8%
B/E move
2.6%
Puts
Pseudo strike
73.90
IV
33.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
64.54
IV
33.8%
B/E move
2.2%
Puts
Pseudo strike
74.84
IV
33.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
63.40
IV
33.8%
B/E move
1.8%
Puts
Pseudo strike
76.80
IV
36.1%
B/E move
0.7%

Options history

AGO27.5327.9528.382026-10-20: 27.59%2026-10-21: 28.32%Oct 20Oct 21
Table
DateIV
27.59%
28.32%