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ADECOAGRO S.A. AGRO

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Market datapartial · fetched 2026-10-23T17:43:32.814Z

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 · 2026-10-23T17:43:22.256639123Z

FundamentalsAlpha Vantage · unavailable

Share price$9.94
1D-0.6%
$9.82$9.87$9.93$9.98$10.035:30 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.$0.25$1.71$3.17$4.63$6.08$6.83$8.31$9.79$11.27$12.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGRO spot · $9.94AGRO PRICE$0.58$0.56$0.53$0.51$0.48$0.67$0.95$1.23$1.51$1.78$2.06$0.41$0.46$0.52$0.57$0.62$0.68$0.90$1.28$1.65$2.02$2.39$2.76$5.66
PutsExpensive1.87×
CallsExpensive1.54×
SkewBearish+11.03 pp
Implied moveBearish±$1.39
TiltBearish29.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.78122.2%25.9%
25Δ8.19111.2%22.3%
30Δ14.27151.2%49.4%8.59100.2%18.7%
35Δ13.28126.4%39.2%9.0089.2%15.2%
40Δ12.28101.6%28.9%9.4178.3%11.6%
45Δ11.2976.8%18.7%9.8267.3%8.0%
50Δ10.3052.0%8.4%10.2465.6%6.1%
55Δ9.7748.8%5.0%10.6771.5%5.5%
60Δ9.4454.8%4.5%11.1077.4%4.9%
65Δ9.1160.8%4.0%11.5383.3%4.3%
70Δ8.7966.9%3.6%11.9689.2%3.7%
75Δ8.4672.9%3.1%12.4095.1%3.1%
80Δ8.1378.9%2.6%15.28146.0%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.78
IV
122.2%
B/E move
25.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.19
IV
111.2%
B/E move
22.3%

30Δ

Calls
Pseudo strike
14.27
IV
151.2%
B/E move
49.4%
Puts
Pseudo strike
8.59
IV
100.2%
B/E move
18.7%

35Δ

Calls
Pseudo strike
13.28
IV
126.4%
B/E move
39.2%
Puts
Pseudo strike
9.00
IV
89.2%
B/E move
15.2%

40Δ

Calls
Pseudo strike
12.28
IV
101.6%
B/E move
28.9%
Puts
Pseudo strike
9.41
IV
78.3%
B/E move
11.6%

45Δ

Calls
Pseudo strike
11.29
IV
76.8%
B/E move
18.7%
Puts
Pseudo strike
9.82
IV
67.3%
B/E move
8.0%

50Δ

Calls
Pseudo strike
10.30
IV
52.0%
B/E move
8.4%
Puts
Pseudo strike
10.24
IV
65.6%
B/E move
6.1%

55Δ

Calls
Pseudo strike
9.77
IV
48.8%
B/E move
5.0%
Puts
Pseudo strike
10.67
IV
71.5%
B/E move
5.5%

60Δ

Calls
Pseudo strike
9.44
IV
54.8%
B/E move
4.5%
Puts
Pseudo strike
11.10
IV
77.4%
B/E move
4.9%

65Δ

Calls
Pseudo strike
9.11
IV
60.8%
B/E move
4.0%
Puts
Pseudo strike
11.53
IV
83.3%
B/E move
4.3%

70Δ

Calls
Pseudo strike
8.79
IV
66.9%
B/E move
3.6%
Puts
Pseudo strike
11.96
IV
89.2%
B/E move
3.7%

75Δ

Calls
Pseudo strike
8.46
IV
72.9%
B/E move
3.1%
Puts
Pseudo strike
12.40
IV
95.1%
B/E move
3.1%

80Δ

Calls
Pseudo strike
8.13
IV
78.9%
B/E move
2.6%
Puts
Pseudo strike
15.28
IV
146.0%
B/E move
3.3%

Options history

No recorded observations