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ADECOAGRO S.A. AGRO

CONSUMER DEFENSIVE · FARM PRODUCTS
i

Market dataready · fetched 2026-11-11T14:06:23.610Z

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 · 2026-11-11T13:30:04.827825705Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T14:06:22.693905+00:00

Share price$9.01
1D+0.0%
$9.00$9.00$9.01$9.01$9.015:30 AM6:30 AM9:00 AM1:00 PMAGRO
Sold putSold call

ADECOAGRO S.A. options

Live interpolated AGRO call and put midpoint premiums by absolute delta.ADECOAGRO S.A.$0.01$2.66$5.32$7.97$10.63$8.09$8.53$8.97$9.42$9.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AGRO spot · $9.01AGRO PRICE$0.29$0.41$0.53$0.64$0.76$0.88$0.99$1.11$1.23$1.34$1.46$0.41$0.49$0.56$0.64$0.72$0.80$0.88$0.96$1.03$1.11$9.86
Puts——
Calls——
Skew——
Implied moveBearish±$1.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ7.68169.3%19.3%
30Δ9.8090.8%12.1%7.91161.5%17.5%
35Δ9.6092.7%11.1%8.15153.6%15.8%
40Δ9.3994.7%10.2%8.39145.7%14.0%
45Δ9.1996.6%9.2%8.62137.9%12.2%
50Δ8.9998.6%8.3%8.86130.0%10.5%
55Δ8.79100.5%7.3%9.10122.1%8.7%
60Δ8.59102.4%6.4%9.33114.2%7.0%
65Δ8.39104.4%5.5%9.57106.4%5.2%
70Δ8.18106.3%4.5%9.8198.5%3.4%
75Δ7.98108.3%3.6%
80Δ7.78110.2%2.6%18.41387.2%5.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.68
IV
169.3%
B/E move
19.3%

30Δ

Calls
Pseudo strike
9.80
IV
90.8%
B/E move
12.1%
Puts
Pseudo strike
7.91
IV
161.5%
B/E move
17.5%

35Δ

Calls
Pseudo strike
9.60
IV
92.7%
B/E move
11.1%
Puts
Pseudo strike
8.15
IV
153.6%
B/E move
15.8%

40Δ

Calls
Pseudo strike
9.39
IV
94.7%
B/E move
10.2%
Puts
Pseudo strike
8.39
IV
145.7%
B/E move
14.0%

45Δ

Calls
Pseudo strike
9.19
IV
96.6%
B/E move
9.2%
Puts
Pseudo strike
8.62
IV
137.9%
B/E move
12.2%

50Δ

Calls
Pseudo strike
8.99
IV
98.6%
B/E move
8.3%
Puts
Pseudo strike
8.86
IV
130.0%
B/E move
10.5%

55Δ

Calls
Pseudo strike
8.79
IV
100.5%
B/E move
7.3%
Puts
Pseudo strike
9.10
IV
122.1%
B/E move
8.7%

60Δ

Calls
Pseudo strike
8.59
IV
102.4%
B/E move
6.4%
Puts
Pseudo strike
9.33
IV
114.2%
B/E move
7.0%

65Δ

Calls
Pseudo strike
8.39
IV
104.4%
B/E move
5.5%
Puts
Pseudo strike
9.57
IV
106.4%
B/E move
5.2%

70Δ

Calls
Pseudo strike
8.18
IV
106.3%
B/E move
4.5%
Puts
Pseudo strike
9.81
IV
98.5%
B/E move
3.4%

75Δ

Calls
Pseudo strike
7.98
IV
108.3%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.78
IV
110.2%
B/E move
2.6%
Puts
Pseudo strike
18.41
IV
387.2%
B/E move
5.1%

Options history

IV · four-Friday blend57.17%
Daily close
AGRO51.7%64.8%77.9%2026-09-08: 60.77%2026-09-09: 58.69%2026-09-28: 59.53%2026-09-29: 54.51%2026-09-30: 62.29%2026-10-01: 54.10%2026-10-02: 76.09%2026-10-16: 53.48%2026-10-19: 56.46%2026-10-23: 58.44%2026-10-26: 61.31%2026-10-27: 53.96%2026-10-29: 57.17%Sep 8Oct 2Oct 29
13 observations2026-09-08 — 2026-10-29
Table
DateIV (%)
60.77%
58.69%
59.53%
54.51%
62.29%
54.10%
76.09%
53.48%
56.46%
58.44%
61.31%
53.96%
57.17%