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Agilysys, Inc. Common Stock (DE) AGYS

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Market datapartial · fetched 2026-10-22T15:46:02.860Z

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 · 2026-10-22T15:41:20.835610916Z

FundamentalsAlpha Vantage · unavailable

Share price$119.58
1D+1.1%
$117.64$118.16$118.68$119.20$119.725:30 AM6:30 AM9:00 AM1:00 PMAGYS
Sold putSold call

Agilysys, Inc. Common Stock (DE) options

Live interpolated AGYS call and put midpoint premiums by absolute delta.Agilysys, Inc. Common Stock (DE)$1.48$9.55$17.62$25.70$33.77$88.07$102.74$117.41$132.07$146.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGYS spot · $119.58AGYS PRICE$2.35$3.03$3.70$4.46$5.34$6.32$7.58$8.87$10.24$11.80$13.60$15.79$18.34$3.48$4.55$5.55$6.82$8.20$9.72$11.49$13.44$15.77$18.27$21.50$25.79$31.44
PutsExpensive1.97×
CallsExpensive1.44×
SkewBearish+12.82 pp
Implied moveBearish±$19.07
TiltBearish22.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ143.7068.1%22.1%101.3182.2%18.2%
25Δ138.4866.0%18.3%105.5980.3%15.5%
30Δ133.8263.0%15.0%109.5976.8%13.0%
35Δ130.2061.6%12.6%112.9975.6%11.2%
40Δ127.2160.9%10.9%116.2574.9%9.6%
45Δ124.3660.7%9.3%119.4274.4%8.3%
50Δ121.7862.1%8.2%122.6274.1%7.1%
55Δ119.1763.1%7.1%125.8874.1%6.0%
60Δ116.4963.1%6.0%129.3674.6%5.0%
65Δ113.7363.4%5.0%132.9674.3%4.1%
70Δ110.8764.0%4.1%137.1775.1%3.3%
75Δ107.7364.8%3.3%142.3177.1%2.6%
80Δ104.2865.7%2.5%148.7779.9%1.9%

20Δ

Calls
Pseudo strike
143.70
IV
68.1%
B/E move
22.1%
Puts
Pseudo strike
101.31
IV
82.2%
B/E move
18.2%

25Δ

Calls
Pseudo strike
138.48
IV
66.0%
B/E move
18.3%
Puts
Pseudo strike
105.59
IV
80.3%
B/E move
15.5%

30Δ

Calls
Pseudo strike
133.82
IV
63.0%
B/E move
15.0%
Puts
Pseudo strike
109.59
IV
76.8%
B/E move
13.0%

35Δ

Calls
Pseudo strike
130.20
IV
61.6%
B/E move
12.6%
Puts
Pseudo strike
112.99
IV
75.6%
B/E move
11.2%

40Δ

Calls
Pseudo strike
127.21
IV
60.9%
B/E move
10.9%
Puts
Pseudo strike
116.25
IV
74.9%
B/E move
9.6%

45Δ

Calls
Pseudo strike
124.36
IV
60.7%
B/E move
9.3%
Puts
Pseudo strike
119.42
IV
74.4%
B/E move
8.3%

50Δ

Calls
Pseudo strike
121.78
IV
62.1%
B/E move
8.2%
Puts
Pseudo strike
122.62
IV
74.1%
B/E move
7.1%

55Δ

Calls
Pseudo strike
119.17
IV
63.1%
B/E move
7.1%
Puts
Pseudo strike
125.88
IV
74.1%
B/E move
6.0%

60Δ

Calls
Pseudo strike
116.49
IV
63.1%
B/E move
6.0%
Puts
Pseudo strike
129.36
IV
74.6%
B/E move
5.0%

65Δ

Calls
Pseudo strike
113.73
IV
63.4%
B/E move
5.0%
Puts
Pseudo strike
132.96
IV
74.3%
B/E move
4.1%

70Δ

Calls
Pseudo strike
110.87
IV
64.0%
B/E move
4.1%
Puts
Pseudo strike
137.17
IV
75.1%
B/E move
3.3%

75Δ

Calls
Pseudo strike
107.73
IV
64.8%
B/E move
3.3%
Puts
Pseudo strike
142.31
IV
77.1%
B/E move
2.6%

80Δ

Calls
Pseudo strike
104.28
IV
65.7%
B/E move
2.5%
Puts
Pseudo strike
148.77
IV
79.9%
B/E move
1.9%

Options history

AGYS57.3558.1158.882026-10-20: 57.45%2026-10-21: 58.78%Oct 20Oct 21
Table
DateIV
57.45%
58.78%