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Argan, Inc AGX

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Market datapartial · fetched 2026-10-22T20:58:46.302Z

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 · 2026-10-22T20:11:06.610924629Z

FundamentalsAlpha Vantage · unavailable

Share price$328.68
1D-0.1%
AH$322$325$328$331$3335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAGX
Sold putSold callAH

Argan, Inc options

Live interpolated AGX call and put midpoint premiums by absolute delta.Argan, Inc$4.57$22.57$40.57$58.57$76.57$243.76$293.09$342.41$391.74$441.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGX spot · $328.68AGX PRICE$6.51$8.84$11.05$13.57$16.36$19.59$22.98$26.57$30.76$34.88$40.62$46.35$53.27$7.84$10.75$14.01$17.12$20.48$24.27$27.89$32.68$38.86$44.15$50.56$60.26$71.38
PutsFair0.96×
CallsFair1.04×
SkewBullish-1.52 pp
Implied moveBearish±$50.87
TiltBearish11.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ395.5768.7%22.3%285.2068.8%15.6%
25Δ384.1670.0%19.6%294.4569.6%13.7%
30Δ372.3169.2%16.6%302.7771.0%12.1%
35Δ362.1068.8%14.3%311.5470.0%10.4%
40Δ352.9768.9%12.4%319.8369.0%8.9%
45Δ344.4969.5%10.8%327.8368.3%7.6%
50Δ336.2169.9%9.3%335.5166.6%6.4%
55Δ327.9269.6%7.9%343.6766.5%5.4%
60Δ319.7970.2%6.7%352.4767.8%4.6%
65Δ311.7169.2%5.4%360.7866.6%3.7%
70Δ302.8970.5%4.5%369.8065.9%2.9%
75Δ294.0970.4%3.6%381.6367.3%2.2%
80Δ284.3570.5%2.7%394.8368.1%1.6%

20Δ

Calls
Pseudo strike
395.57
IV
68.7%
B/E move
22.3%
Puts
Pseudo strike
285.20
IV
68.8%
B/E move
15.6%

25Δ

Calls
Pseudo strike
384.16
IV
70.0%
B/E move
19.6%
Puts
Pseudo strike
294.45
IV
69.6%
B/E move
13.7%

30Δ

Calls
Pseudo strike
372.31
IV
69.2%
B/E move
16.6%
Puts
Pseudo strike
302.77
IV
71.0%
B/E move
12.1%

35Δ

Calls
Pseudo strike
362.10
IV
68.8%
B/E move
14.3%
Puts
Pseudo strike
311.54
IV
70.0%
B/E move
10.4%

40Δ

Calls
Pseudo strike
352.97
IV
68.9%
B/E move
12.4%
Puts
Pseudo strike
319.83
IV
69.0%
B/E move
8.9%

45Δ

Calls
Pseudo strike
344.49
IV
69.5%
B/E move
10.8%
Puts
Pseudo strike
327.83
IV
68.3%
B/E move
7.6%

50Δ

Calls
Pseudo strike
336.21
IV
69.9%
B/E move
9.3%
Puts
Pseudo strike
335.51
IV
66.6%
B/E move
6.4%

55Δ

Calls
Pseudo strike
327.92
IV
69.6%
B/E move
7.9%
Puts
Pseudo strike
343.67
IV
66.5%
B/E move
5.4%

60Δ

Calls
Pseudo strike
319.79
IV
70.2%
B/E move
6.7%
Puts
Pseudo strike
352.47
IV
67.8%
B/E move
4.6%

65Δ

Calls
Pseudo strike
311.71
IV
69.2%
B/E move
5.4%
Puts
Pseudo strike
360.78
IV
66.6%
B/E move
3.7%

70Δ

Calls
Pseudo strike
302.89
IV
70.5%
B/E move
4.5%
Puts
Pseudo strike
369.80
IV
65.9%
B/E move
2.9%

75Δ

Calls
Pseudo strike
294.09
IV
70.4%
B/E move
3.6%
Puts
Pseudo strike
381.63
IV
67.3%
B/E move
2.2%

80Δ

Calls
Pseudo strike
284.35
IV
70.5%
B/E move
2.7%
Puts
Pseudo strike
394.83
IV
68.1%
B/E move
1.6%

Options history

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