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ADECOAGRO S.A. AGRO

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Market datapartial · fetched 2026-10-23T20:16:18.695Z

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 · 2026-10-23T20:10:00.003008652Z

FundamentalsAlpha Vantage · unavailable

Share price$10.12
1D+1.2%
AH$9.81$9.90$9.99$10.08$10.185:30 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.$0.18$2.16$4.14$6.12$8.09$6.45$8.66$10.87$13.08$15.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGRO spot · $10.12AGRO PRICE$0.56$0.75$0.73$0.70$0.66$0.63$0.60$0.57$0.40$0.43$0.45$0.48$0.51$0.69$1.12$1.56$1.99$2.42$2.85$5.70$7.52
PutsExpensive2.04×
CallsExpensive2.94×
SkewBullish-53.40 pp
Implied moveBearish±$1.72
TiltBearish66.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.72234.1%120.1%7.88122.0%26.1%
25Δ19.89240.3%104.0%8.34107.2%21.8%
30Δ16.72196.6%72.4%8.8092.4%17.5%
35Δ15.49168.4%60.0%9.2677.7%13.3%
40Δ14.26140.3%47.5%9.7262.9%9.0%
45Δ13.04112.1%35.1%10.1857.9%6.2%
50Δ11.8184.0%22.6%10.6468.5%5.9%
55Δ10.5855.8%10.2%11.1179.1%5.6%
60Δ11.5789.7%5.3%
65Δ12.04100.2%5.0%
70Δ12.50110.8%4.6%
75Δ15.32163.3%5.0%
80Δ17.26175.5%3.8%

20Δ

Calls
Pseudo strike
21.72
IV
234.1%
B/E move
120.1%
Puts
Pseudo strike
7.88
IV
122.0%
B/E move
26.1%

25Δ

Calls
Pseudo strike
19.89
IV
240.3%
B/E move
104.0%
Puts
Pseudo strike
8.34
IV
107.2%
B/E move
21.8%

30Δ

Calls
Pseudo strike
16.72
IV
196.6%
B/E move
72.4%
Puts
Pseudo strike
8.80
IV
92.4%
B/E move
17.5%

35Δ

Calls
Pseudo strike
15.49
IV
168.4%
B/E move
60.0%
Puts
Pseudo strike
9.26
IV
77.7%
B/E move
13.3%

40Δ

Calls
Pseudo strike
14.26
IV
140.3%
B/E move
47.5%
Puts
Pseudo strike
9.72
IV
62.9%
B/E move
9.0%

45Δ

Calls
Pseudo strike
13.04
IV
112.1%
B/E move
35.1%
Puts
Pseudo strike
10.18
IV
57.9%
B/E move
6.2%

50Δ

Calls
Pseudo strike
11.81
IV
84.0%
B/E move
22.6%
Puts
Pseudo strike
10.64
IV
68.5%
B/E move
5.9%

55Δ

Calls
Pseudo strike
10.58
IV
55.8%
B/E move
10.2%
Puts
Pseudo strike
11.11
IV
79.1%
B/E move
5.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.57
IV
89.7%
B/E move
5.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.04
IV
100.2%
B/E move
5.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.50
IV
110.8%
B/E move
4.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.32
IV
163.3%
B/E move
5.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.26
IV
175.5%
B/E move
3.8%

Options history

No recorded observations