IntraAlpha
Create free account Start free

Agilysys, Inc. Common Stock (DE) AGYS

i

Market dataready · fetched 2026-11-12T03:23:52.568Z

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 · 2026-11-11T21:00:07.70853419Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:23:52.082950+00:00

Share price$123.45
1D-0.5%
AH$122.47$123.15$123.83$124.51$125.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAGYS
Sold putSold callAH

Agilysys, Inc. Common Stock (DE) options

Live interpolated AGYS call and put midpoint premiums by absolute delta.Agilysys, Inc. Common Stock (DE)$0.97$3.05$5.13$7.21$9.29$112.03$118.02$124.01$130.00$136.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGYS spot · $123.45AGYS PRICE$1.45$1.64$1.85$2.22$2.59$2.96$3.79$4.65$5.50$6.35$7.13$7.91$8.69$1.19$1.62$2.05$2.48$2.92$3.37$3.82$4.27$5.07$5.87$6.67$7.47$8.68
PutsExpensive1.19×
CallsExpensive1.16×
SkewBullish-5.88 pp
Implied moveBalanced±$7.61
TiltBalanced1.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ136.7872.2%12.0%115.6852.5%7.3%
25Δ132.5460.7%8.7%117.1752.3%6.4%
30Δ129.5152.1%6.4%118.6752.1%5.5%
35Δ128.0350.4%5.5%120.1451.7%4.7%
40Δ126.5548.7%4.6%121.3550.1%4.1%
45Δ125.0747.0%3.7%122.5648.5%3.5%
50Δ123.7849.2%3.3%123.7846.8%2.8%
55Δ122.4951.6%3.0%124.9945.2%2.2%
60Δ121.2054.0%2.6%126.1944.9%1.9%
65Δ119.9256.1%2.3%127.4044.6%1.6%
70Δ118.6453.8%1.9%128.6044.3%1.2%
75Δ117.3651.6%1.5%129.8144.0%0.9%
80Δ116.0849.3%1.1%131.3142.8%0.7%

20Δ

Calls
Pseudo strike
136.78
IV
72.2%
B/E move
12.0%
Puts
Pseudo strike
115.68
IV
52.5%
B/E move
7.3%

25Δ

Calls
Pseudo strike
132.54
IV
60.7%
B/E move
8.7%
Puts
Pseudo strike
117.17
IV
52.3%
B/E move
6.4%

30Δ

Calls
Pseudo strike
129.51
IV
52.1%
B/E move
6.4%
Puts
Pseudo strike
118.67
IV
52.1%
B/E move
5.5%

35Δ

Calls
Pseudo strike
128.03
IV
50.4%
B/E move
5.5%
Puts
Pseudo strike
120.14
IV
51.7%
B/E move
4.7%

40Δ

Calls
Pseudo strike
126.55
IV
48.7%
B/E move
4.6%
Puts
Pseudo strike
121.35
IV
50.1%
B/E move
4.1%

45Δ

Calls
Pseudo strike
125.07
IV
47.0%
B/E move
3.7%
Puts
Pseudo strike
122.56
IV
48.5%
B/E move
3.5%

50Δ

Calls
Pseudo strike
123.78
IV
49.2%
B/E move
3.3%
Puts
Pseudo strike
123.78
IV
46.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
122.49
IV
51.6%
B/E move
3.0%
Puts
Pseudo strike
124.99
IV
45.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
121.20
IV
54.0%
B/E move
2.6%
Puts
Pseudo strike
126.19
IV
44.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
119.92
IV
56.1%
B/E move
2.3%
Puts
Pseudo strike
127.40
IV
44.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
118.64
IV
53.8%
B/E move
1.9%
Puts
Pseudo strike
128.60
IV
44.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
117.36
IV
51.6%
B/E move
1.5%
Puts
Pseudo strike
129.81
IV
44.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
116.08
IV
49.3%
B/E move
1.1%
Puts
Pseudo strike
131.31
IV
42.8%
B/E move
0.7%

Options history

IV · four-Friday blend47.13%
Daily close
AGYS45.6%53.9%62.2%2026-08-13: 51.98%2026-08-14: 49.95%2026-08-17: 54.94%2026-08-18: 54.74%2026-08-19: 50.80%2026-08-20: 59.61%2026-08-21: 51.65%2026-08-24: 53.06%2026-08-25: 52.72%2026-08-26: 51.85%2026-08-27: 51.06%2026-08-28: 51.17%2026-08-31: 48.97%2026-09-01: 49.74%2026-09-02: 49.14%2026-09-03: 49.18%2026-09-04: 50.18%2026-09-08: 52.79%2026-09-09: 52.30%2026-09-10: 51.52%2026-09-11: 48.69%2026-09-14: 54.25%2026-09-15: 56.72%2026-09-16: 56.62%2026-09-18: 53.89%2026-09-21: 55.46%2026-09-22: 54.05%2026-09-23: 54.65%2026-09-24: 55.64%2026-09-25: 53.54%2026-09-28: 55.84%2026-09-29: 56.23%2026-09-30: 53.95%2026-10-01: 54.69%2026-10-02: 54.82%2026-10-05: 58.12%2026-10-06: 57.12%2026-10-07: 55.81%2026-10-08: 57.22%2026-10-09: 54.21%2026-10-12: 57.66%2026-10-13: 54.79%2026-10-14: 59.61%2026-10-16: 57.92%2026-10-19: 58.78%2026-10-20: 57.44%2026-10-21: 58.75%2026-10-22: 58.86%2026-10-23: 59.96%2026-10-26: 61.04%2026-10-27: 49.40%2026-10-28: 48.00%2026-10-29: 46.73%2026-10-30: 47.13%Aug 13Sep 22Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
51.98%
49.95%
54.94%
54.74%
50.80%
59.61%
51.65%
53.06%
52.72%
51.85%
51.06%
51.17%
48.97%
49.74%
49.14%
49.18%
50.18%
52.79%
52.30%
51.52%
48.69%
54.25%
56.72%
56.62%
53.89%
55.46%
54.05%
54.65%
55.64%
53.54%
55.84%
56.23%
53.95%
54.69%
54.82%
58.12%
57.12%
55.81%
57.22%
54.21%
57.66%
54.79%
59.61%
57.92%
58.78%
57.44%
58.75%
58.86%
59.96%
61.04%
49.40%
48.00%
46.73%
47.13%