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ADECOAGRO S.A. AGRO

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Market datapartial · fetched 2026-10-22T05:15:48.344Z

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 · 2026-10-21T23:03:34.442485689Z

FundamentalsAlpha Vantage · unavailable

Share price$9.49
1D-0.7%
AH$9.36$9.42$9.48$9.54$9.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAGRO
Sold putSold callAH

ADECOAGRO S.A. options

Live interpolated AGRO call and put midpoint premiums by absolute delta.ADECOAGRO S.A.$0.02$2.46$4.90$7.33$9.77$6.16$7.64$9.12$10.60$12.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGRO spot · $9.49AGRO PRICE$0.37$0.36$0.35$0.33$0.38$0.55$0.73$0.91$1.09$1.26$1.44$1.62$1.79$0.28$0.37$0.46$0.55$0.64$0.73$0.82$0.90$1.61$2.98$4.87$7.28$9.07
PutsExpensive2.11×
CallsExpensive1.52×
SkewBearish+27.18 pp
Implied moveBearish±$1.55
TiltBearish46.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.98150.2%61.8%7.9277.8%19.6%
25Δ13.64122.8%47.5%8.2075.8%17.6%
30Δ12.2995.3%33.2%8.4773.8%15.6%
35Δ10.9567.9%18.9%8.7571.7%13.6%
40Δ9.9349.3%8.6%9.0369.7%11.6%
45Δ9.6851.8%7.9%9.3067.7%9.6%
50Δ9.4454.3%7.1%9.5865.7%7.6%
55Δ9.1956.9%6.4%9.8663.7%5.7%
60Δ8.9459.4%5.7%10.6283.3%5.2%
65Δ8.7062.0%5.0%11.88125.6%6.2%
70Δ8.4564.5%4.2%13.76160.9%6.3%
75Δ8.2067.0%3.5%16.24189.4%5.6%
80Δ7.9669.6%2.8%18.15199.3%4.3%

20Δ

Calls
Pseudo strike
14.98
IV
150.2%
B/E move
61.8%
Puts
Pseudo strike
7.92
IV
77.8%
B/E move
19.6%

25Δ

Calls
Pseudo strike
13.64
IV
122.8%
B/E move
47.5%
Puts
Pseudo strike
8.20
IV
75.8%
B/E move
17.6%

30Δ

Calls
Pseudo strike
12.29
IV
95.3%
B/E move
33.2%
Puts
Pseudo strike
8.47
IV
73.8%
B/E move
15.6%

35Δ

Calls
Pseudo strike
10.95
IV
67.9%
B/E move
18.9%
Puts
Pseudo strike
8.75
IV
71.7%
B/E move
13.6%

40Δ

Calls
Pseudo strike
9.93
IV
49.3%
B/E move
8.6%
Puts
Pseudo strike
9.03
IV
69.7%
B/E move
11.6%

45Δ

Calls
Pseudo strike
9.68
IV
51.8%
B/E move
7.9%
Puts
Pseudo strike
9.30
IV
67.7%
B/E move
9.6%

50Δ

Calls
Pseudo strike
9.44
IV
54.3%
B/E move
7.1%
Puts
Pseudo strike
9.58
IV
65.7%
B/E move
7.6%

55Δ

Calls
Pseudo strike
9.19
IV
56.9%
B/E move
6.4%
Puts
Pseudo strike
9.86
IV
63.7%
B/E move
5.7%

60Δ

Calls
Pseudo strike
8.94
IV
59.4%
B/E move
5.7%
Puts
Pseudo strike
10.62
IV
83.3%
B/E move
5.2%

65Δ

Calls
Pseudo strike
8.70
IV
62.0%
B/E move
5.0%
Puts
Pseudo strike
11.88
IV
125.6%
B/E move
6.2%

70Δ

Calls
Pseudo strike
8.45
IV
64.5%
B/E move
4.2%
Puts
Pseudo strike
13.76
IV
160.9%
B/E move
6.3%

75Δ

Calls
Pseudo strike
8.20
IV
67.0%
B/E move
3.5%
Puts
Pseudo strike
16.24
IV
189.4%
B/E move
5.6%

80Δ

Calls
Pseudo strike
7.96
IV
69.6%
B/E move
2.8%
Puts
Pseudo strike
18.15
IV
199.3%
B/E move
4.3%

Options history

No recorded observations