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Argan, Inc AGX

i

Market dataready · fetched 2026-11-13T19:10:47.732Z

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 · 2026-11-13T19:10:18.49085411Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-13T19:10:47.282126+00:00

Share price$308.26
1D-1.2%
$303$307$311$315$3195:30 AM6:30 AM9:00 AM1:00 PMAGX
Sold putSold call

Argan, Inc options

Live interpolated AGX call and put midpoint premiums by absolute delta.Argan, Inc$2.52$17.72$32.93$48.14$63.34$261.67$285.95$310.23$334.50$358.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AGX spot · $308.25AGX PRICE$4.96$6.34$7.50$8.71$10.06$11.41$13.27$15.13$17.39$20.37$23.35$26.22$4.16$5.86$7.54$9.18$10.72$12.08$13.49$16.85$20.20$24.49$30.17$44.21$58.96
PutsExpensive1.11×
Calls——
Skew——
Implied moveBearish±$24.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ283.0379.0%9.5%
25Δ335.0281.0%10.3%287.2083.9%8.7%
30Δ329.7982.8%9.0%291.6586.6%7.8%
35Δ324.0279.1%7.5%296.6985.0%6.7%
40Δ318.6875.8%6.2%301.4982.4%5.7%
45Δ314.3373.5%5.2%305.8078.2%4.7%
50Δ309.9871.1%4.3%310.1374.1%3.8%
55Δ306.2270.4%3.6%314.7977.5%3.3%
60Δ302.4569.7%3.0%319.4480.9%2.9%
65Δ298.5169.6%2.5%325.0583.8%2.5%
70Δ294.2170.7%2.1%331.8889.4%2.1%
75Δ289.9371.7%1.6%346.43107.3%2.0%
80Δ285.8368.6%1.2%362.36118.5%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
283.03
IV
79.0%
B/E move
9.5%

25Δ

Calls
Pseudo strike
335.02
IV
81.0%
B/E move
10.3%
Puts
Pseudo strike
287.20
IV
83.9%
B/E move
8.7%

30Δ

Calls
Pseudo strike
329.79
IV
82.8%
B/E move
9.0%
Puts
Pseudo strike
291.65
IV
86.6%
B/E move
7.8%

35Δ

Calls
Pseudo strike
324.02
IV
79.1%
B/E move
7.5%
Puts
Pseudo strike
296.69
IV
85.0%
B/E move
6.7%

40Δ

Calls
Pseudo strike
318.68
IV
75.8%
B/E move
6.2%
Puts
Pseudo strike
301.49
IV
82.4%
B/E move
5.7%

45Δ

Calls
Pseudo strike
314.33
IV
73.5%
B/E move
5.2%
Puts
Pseudo strike
305.80
IV
78.2%
B/E move
4.7%

50Δ

Calls
Pseudo strike
309.98
IV
71.1%
B/E move
4.3%
Puts
Pseudo strike
310.13
IV
74.1%
B/E move
3.8%

55Δ

Calls
Pseudo strike
306.22
IV
70.4%
B/E move
3.6%
Puts
Pseudo strike
314.79
IV
77.5%
B/E move
3.3%

60Δ

Calls
Pseudo strike
302.45
IV
69.7%
B/E move
3.0%
Puts
Pseudo strike
319.44
IV
80.9%
B/E move
2.9%

65Δ

Calls
Pseudo strike
298.51
IV
69.6%
B/E move
2.5%
Puts
Pseudo strike
325.05
IV
83.8%
B/E move
2.5%

70Δ

Calls
Pseudo strike
294.21
IV
70.7%
B/E move
2.1%
Puts
Pseudo strike
331.88
IV
89.4%
B/E move
2.1%

75Δ

Calls
Pseudo strike
289.93
IV
71.7%
B/E move
1.6%
Puts
Pseudo strike
346.43
IV
107.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
285.83
IV
68.6%
B/E move
1.2%
Puts
Pseudo strike
362.36
IV
118.5%
B/E move
1.6%

Options history

IV · four-Friday blend72.35%
Daily close
AGX61.3%74.4%87.6%2026-08-17: 81.04%2026-08-18: 81.26%2026-08-19: 80.41%2026-08-20: 79.72%2026-08-21: 81.22%2026-08-24: 82.52%2026-08-25: 82.51%2026-08-26: 82.90%2026-08-27: 82.27%2026-08-28: 82.11%2026-08-31: 84.98%2026-09-01: 85.75%2026-09-02: 85.54%2026-09-03: 68.50%2026-09-04: 68.40%2026-09-08: 72.20%2026-09-09: 71.02%2026-09-10: 67.90%2026-09-11: 65.18%2026-09-14: 66.85%2026-09-15: 68.56%2026-09-16: 69.83%2026-09-17: 66.75%2026-09-18: 64.64%2026-09-21: 65.76%2026-09-22: 66.35%2026-09-23: 65.50%2026-09-24: 64.40%2026-09-25: 63.94%2026-09-28: 64.94%2026-09-29: 66.46%2026-09-30: 64.84%2026-10-01: 64.85%2026-10-02: 63.17%2026-10-05: 63.08%2026-10-06: 64.86%2026-10-07: 63.32%2026-10-08: 67.67%2026-10-09: 64.31%2026-10-12: 66.96%2026-10-13: 70.70%2026-10-14: 69.84%2026-10-15: 74.32%2026-10-16: 70.12%2026-10-19: 67.96%2026-10-20: 67.54%2026-10-21: 68.83%2026-10-22: 70.99%2026-10-23: 71.33%2026-10-26: 71.81%2026-10-27: 70.37%2026-10-28: 70.55%2026-10-29: 71.35%2026-10-30: 72.35%Aug 17Sep 23Oct 30
54 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
81.04%
81.26%
80.41%
79.72%
81.22%
82.52%
82.51%
82.90%
82.27%
82.11%
84.98%
85.75%
85.54%
68.50%
68.40%
72.20%
71.02%
67.90%
65.18%
66.85%
68.56%
69.83%
66.75%
64.64%
65.76%
66.35%
65.50%
64.40%
63.94%
64.94%
66.46%
64.84%
64.85%
63.17%
63.08%
64.86%
63.32%
67.67%
64.31%
66.96%
70.70%
69.84%
74.32%
70.12%
67.96%
67.54%
68.83%
70.99%
71.33%
71.81%
70.37%
70.55%
71.35%
72.35%