Share price$330.30
1D-0.0%
Sold putSold callAH
Argan, Inc AGX
i
Market datapartial · fetched 2026-10-23T01:37:42.193Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:00:00.002388571Z
FundamentalsAlpha Vantage · unavailable
Argan, Inc options
PutsFair0.99×
CallsFair1.00×
SkewBearish+3.58 pp
Implied moveBearish±$51.29
TiltBearish16.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 396.09 | 67.5% | 21.9% | 286.03 | 69.9% | 15.8% |
| 25Δ | 384.66 | 68.5% | 19.1% | 295.26 | 71.2% | 14.0% |
| 30Δ | 373.20 | 67.9% | 16.3% | 303.87 | 72.4% | 12.4% |
| 35Δ | 362.93 | 67.2% | 13.9% | 312.81 | 71.5% | 10.6% |
| 40Δ | 353.93 | 67.1% | 12.0% | 321.32 | 70.7% | 9.1% |
| 45Δ | 345.55 | 67.4% | 10.4% | 329.57 | 70.2% | 7.8% |
| 50Δ | 337.48 | 67.8% | 9.0% | 337.49 | 68.3% | 6.5% |
| 55Δ | 329.38 | 67.1% | 7.5% | 346.36 | 69.7% | 5.6% |
| 60Δ | 321.50 | 67.4% | 6.4% | 355.29 | 70.2% | 4.7% |
| 65Δ | 313.74 | 66.4% | 5.2% | 364.33 | 69.5% | 3.8% |
| 70Δ | 305.51 | 66.5% | 4.2% | 375.00 | 70.2% | 3.1% |
| 75Δ | 297.02 | 66.7% | 3.4% | 388.03 | 72.1% | 2.4% |
| 80Δ | 288.62 | 65.2% | 2.5% | 402.66 | 73.1% | 1.7% |
20Δ
- Pseudo strike
- 396.09
- IV
- 67.5%
- B/E move
- 21.9%
- Pseudo strike
- 286.03
- IV
- 69.9%
- B/E move
- 15.8%
25Δ
- Pseudo strike
- 384.66
- IV
- 68.5%
- B/E move
- 19.1%
- Pseudo strike
- 295.26
- IV
- 71.2%
- B/E move
- 14.0%
30Δ
- Pseudo strike
- 373.20
- IV
- 67.9%
- B/E move
- 16.3%
- Pseudo strike
- 303.87
- IV
- 72.4%
- B/E move
- 12.4%
35Δ
- Pseudo strike
- 362.93
- IV
- 67.2%
- B/E move
- 13.9%
- Pseudo strike
- 312.81
- IV
- 71.5%
- B/E move
- 10.6%
40Δ
- Pseudo strike
- 353.93
- IV
- 67.1%
- B/E move
- 12.0%
- Pseudo strike
- 321.32
- IV
- 70.7%
- B/E move
- 9.1%
45Δ
- Pseudo strike
- 345.55
- IV
- 67.4%
- B/E move
- 10.4%
- Pseudo strike
- 329.57
- IV
- 70.2%
- B/E move
- 7.8%
50Δ
- Pseudo strike
- 337.48
- IV
- 67.8%
- B/E move
- 9.0%
- Pseudo strike
- 337.49
- IV
- 68.3%
- B/E move
- 6.5%
55Δ
- Pseudo strike
- 329.38
- IV
- 67.1%
- B/E move
- 7.5%
- Pseudo strike
- 346.36
- IV
- 69.7%
- B/E move
- 5.6%
60Δ
- Pseudo strike
- 321.50
- IV
- 67.4%
- B/E move
- 6.4%
- Pseudo strike
- 355.29
- IV
- 70.2%
- B/E move
- 4.7%
65Δ
- Pseudo strike
- 313.74
- IV
- 66.4%
- B/E move
- 5.2%
- Pseudo strike
- 364.33
- IV
- 69.5%
- B/E move
- 3.8%
70Δ
- Pseudo strike
- 305.51
- IV
- 66.5%
- B/E move
- 4.2%
- Pseudo strike
- 375.00
- IV
- 70.2%
- B/E move
- 3.1%
75Δ
- Pseudo strike
- 297.02
- IV
- 66.7%
- B/E move
- 3.4%
- Pseudo strike
- 388.03
- IV
- 72.1%
- B/E move
- 2.4%
80Δ
- Pseudo strike
- 288.62
- IV
- 65.2%
- B/E move
- 2.5%
- Pseudo strike
- 402.66
- IV
- 73.1%
- B/E move
- 1.7%
Options history
Table
| Date | IV |
|---|---|
| 67.55% | |
| 68.89% |