Share price$120.07
1D+1.5%
Sold putSold callAH
Agilysys Inc AGYS
TECHNOLOGY · SOFTWARE - APPLICATIONi
Market dataready · fetched 2026-10-22T21:54:30.331Z
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 · 2026-10-22T20:00:02.525450246Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:54:28.364803+00:00
Agilysys Inc options
PutsExpensive1.89×
CallsExpensive1.53×
SkewBearish+4.54 pp
Implied moveBearish±$19.68
TiltBearish16.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 143.86 | 67.1% | 21.8% | 102.75 | 76.3% | 17.1% |
| 25Δ | 138.70 | 65.1% | 18.0% | 106.82 | 74.3% | 14.5% |
| 30Δ | 134.86 | 65.1% | 15.5% | 110.47 | 72.5% | 12.4% |
| 35Δ | 131.97 | 67.5% | 14.0% | 113.67 | 72.1% | 10.7% |
| 40Δ | 129.03 | 69.4% | 12.5% | 116.80 | 72.1% | 9.3% |
| 45Δ | 125.98 | 70.6% | 11.0% | 119.87 | 72.6% | 8.1% |
| 50Δ | 122.87 | 69.7% | 9.3% | 123.04 | 72.8% | 7.0% |
| 55Δ | 119.76 | 67.8% | 7.6% | 126.24 | 72.8% | 5.9% |
| 60Δ | 116.85 | 68.0% | 6.5% | 129.52 | 72.4% | 4.9% |
| 65Δ | 113.89 | 68.3% | 5.4% | 132.64 | 70.5% | 3.9% |
| 70Δ | 110.83 | 68.8% | 4.4% | 136.33 | 70.1% | 3.0% |
| 75Δ | 107.52 | 69.4% | 3.5% | 141.68 | 73.7% | 2.4% |
| 80Δ | 104.00 | 69.7% | 2.7% | 146.52 | 73.4% | 1.7% |
20Δ
- Pseudo strike
- 143.86
- IV
- 67.1%
- B/E move
- 21.8%
- Pseudo strike
- 102.75
- IV
- 76.3%
- B/E move
- 17.1%
25Δ
- Pseudo strike
- 138.70
- IV
- 65.1%
- B/E move
- 18.0%
- Pseudo strike
- 106.82
- IV
- 74.3%
- B/E move
- 14.5%
30Δ
- Pseudo strike
- 134.86
- IV
- 65.1%
- B/E move
- 15.5%
- Pseudo strike
- 110.47
- IV
- 72.5%
- B/E move
- 12.4%
35Δ
- Pseudo strike
- 131.97
- IV
- 67.5%
- B/E move
- 14.0%
- Pseudo strike
- 113.67
- IV
- 72.1%
- B/E move
- 10.7%
40Δ
- Pseudo strike
- 129.03
- IV
- 69.4%
- B/E move
- 12.5%
- Pseudo strike
- 116.80
- IV
- 72.1%
- B/E move
- 9.3%
45Δ
- Pseudo strike
- 125.98
- IV
- 70.6%
- B/E move
- 11.0%
- Pseudo strike
- 119.87
- IV
- 72.6%
- B/E move
- 8.1%
50Δ
- Pseudo strike
- 122.87
- IV
- 69.7%
- B/E move
- 9.3%
- Pseudo strike
- 123.04
- IV
- 72.8%
- B/E move
- 7.0%
55Δ
- Pseudo strike
- 119.76
- IV
- 67.8%
- B/E move
- 7.6%
- Pseudo strike
- 126.24
- IV
- 72.8%
- B/E move
- 5.9%
60Δ
- Pseudo strike
- 116.85
- IV
- 68.0%
- B/E move
- 6.5%
- Pseudo strike
- 129.52
- IV
- 72.4%
- B/E move
- 4.9%
65Δ
- Pseudo strike
- 113.89
- IV
- 68.3%
- B/E move
- 5.4%
- Pseudo strike
- 132.64
- IV
- 70.5%
- B/E move
- 3.9%
70Δ
- Pseudo strike
- 110.83
- IV
- 68.8%
- B/E move
- 4.4%
- Pseudo strike
- 136.33
- IV
- 70.1%
- B/E move
- 3.0%
75Δ
- Pseudo strike
- 107.52
- IV
- 69.4%
- B/E move
- 3.5%
- Pseudo strike
- 141.68
- IV
- 73.7%
- B/E move
- 2.4%
80Δ
- Pseudo strike
- 104.00
- IV
- 69.7%
- B/E move
- 2.7%
- Pseudo strike
- 146.52
- IV
- 73.4%
- B/E move
- 1.7%
Options history
Table
| Date | IV |
|---|---|
| 57.45% | |
| 58.78% |