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Argan, Inc AGX

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Market datapartial · fetched 2026-10-22T15:45:31.042Z

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 · 2026-10-22T15:45:19.070319971Z

FundamentalsAlpha Vantage · unavailable

Share price$323.15
1D-1.4%
$322$325$327$330$3325:30 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$4.68$19.73$34.79$49.84$64.90$238.73$289.45$340.17$390.89$441.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGX spot · $323.14AGX PRICE$6.31$8.42$10.93$13.74$16.56$19.05$22.11$26.49$32.41$37.60$42.57$50.48$60.56$7.84$10.41$13.07$16.07$19.42$22.91$26.21$30.83$35.63$40.92$46.72$50.50$57.38
PutsCheap0.91×
CallsExpensive1.09×
SkewBullish-8.18 pp
Implied moveBearish±$48.33
TiltBearish4.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ387.6367.6%21.9%279.9570.0%15.8%
25Δ375.6067.7%18.8%289.6569.2%13.6%
30Δ366.0169.2%16.6%298.5867.8%11.6%
35Δ357.2771.0%14.8%306.7567.0%10.0%
40Δ348.1071.2%12.8%314.5666.6%8.7%
45Δ338.5168.9%10.7%322.1365.9%7.4%
50Δ330.2368.3%9.0%329.4764.1%6.2%
55Δ322.4170.6%8.0%337.1364.2%5.2%
60Δ313.9675.6%7.2%344.8263.7%4.3%
65Δ305.3277.0%6.1%352.8163.2%3.5%
70Δ296.3576.0%4.9%361.0362.5%2.7%
75Δ285.6579.4%4.0%367.3458.7%2.0%
80Δ273.0483.9%3.2%376.2857.2%1.3%

20Δ

Calls
Pseudo strike
387.63
IV
67.6%
B/E move
21.9%
Puts
Pseudo strike
279.95
IV
70.0%
B/E move
15.8%

25Δ

Calls
Pseudo strike
375.60
IV
67.7%
B/E move
18.8%
Puts
Pseudo strike
289.65
IV
69.2%
B/E move
13.6%

30Δ

Calls
Pseudo strike
366.01
IV
69.2%
B/E move
16.6%
Puts
Pseudo strike
298.58
IV
67.8%
B/E move
11.6%

35Δ

Calls
Pseudo strike
357.27
IV
71.0%
B/E move
14.8%
Puts
Pseudo strike
306.75
IV
67.0%
B/E move
10.0%

40Δ

Calls
Pseudo strike
348.10
IV
71.2%
B/E move
12.8%
Puts
Pseudo strike
314.56
IV
66.6%
B/E move
8.7%

45Δ

Calls
Pseudo strike
338.51
IV
68.9%
B/E move
10.7%
Puts
Pseudo strike
322.13
IV
65.9%
B/E move
7.4%

50Δ

Calls
Pseudo strike
330.23
IV
68.3%
B/E move
9.0%
Puts
Pseudo strike
329.47
IV
64.1%
B/E move
6.2%

55Δ

Calls
Pseudo strike
322.41
IV
70.6%
B/E move
8.0%
Puts
Pseudo strike
337.13
IV
64.2%
B/E move
5.2%

60Δ

Calls
Pseudo strike
313.96
IV
75.6%
B/E move
7.2%
Puts
Pseudo strike
344.82
IV
63.7%
B/E move
4.3%

65Δ

Calls
Pseudo strike
305.32
IV
77.0%
B/E move
6.1%
Puts
Pseudo strike
352.81
IV
63.2%
B/E move
3.5%

70Δ

Calls
Pseudo strike
296.35
IV
76.0%
B/E move
4.9%
Puts
Pseudo strike
361.03
IV
62.5%
B/E move
2.7%

75Δ

Calls
Pseudo strike
285.65
IV
79.4%
B/E move
4.0%
Puts
Pseudo strike
367.34
IV
58.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
273.04
IV
83.9%
B/E move
3.2%
Puts
Pseudo strike
376.28
IV
57.2%
B/E move
1.3%

Options history

AGX67.4568.2268.992026-10-20: 67.55%2026-10-21: 68.89%Oct 20Oct 21
Table
DateIV
67.55%
68.89%