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Andersons, Inc. (The) Common Stock ANDE

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Market dataready · fetched 2026-11-11T14:01:40.040Z

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 · 2026-11-11T09:14:27.049524251Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:01:39.391846+00:00

Share price$54.47
1D
Price history unavailable.

Andersons, Inc. (The) Common Stock options

Live interpolated ANDE call and put midpoint premiums by absolute delta.Andersons, Inc. (The) Common Stock$0.33$1.50$2.67$3.84$5.01$43.81$49.61$55.41$61.21$67.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ANDE spot · $54.47ANDE PRICE$0.46$0.59$0.72$0.85$0.98$1.11$1.58$2.09$2.61$3.12$3.64$4.15$4.67$0.55$0.71$0.88$1.04$1.21$1.38$1.54$1.77$2.25$2.73$3.21$3.69$4.17
PutsCheap0.46×
CallsCheap0.92×
SkewBullish-2.53 pp
Implied moveBalanced±$3.12
TiltBullish2.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.8347.2%8.8%50.6653.3%8.0%
25Δ58.0845.7%7.7%51.3051.6%7.1%
30Δ57.3344.2%6.6%51.9449.8%6.3%
35Δ56.5942.6%5.4%52.5748.1%5.4%
40Δ55.8441.1%4.3%53.2146.4%4.5%
45Δ55.0939.6%3.2%53.8544.7%3.7%
50Δ54.4241.8%2.8%54.4942.9%2.8%
55Δ53.7544.6%2.5%55.1241.5%2.1%
60Δ53.0947.4%2.2%55.7441.0%1.8%
65Δ52.4250.2%2.0%56.3640.5%1.5%
70Δ51.7652.9%1.7%56.9840.1%1.3%
75Δ51.0955.7%1.4%57.6039.6%1.0%
80Δ50.4358.5%1.1%58.2339.2%0.8%

20Δ

Calls
Pseudo strike
58.83
IV
47.2%
B/E move
8.8%
Puts
Pseudo strike
50.66
IV
53.3%
B/E move
8.0%

25Δ

Calls
Pseudo strike
58.08
IV
45.7%
B/E move
7.7%
Puts
Pseudo strike
51.30
IV
51.6%
B/E move
7.1%

30Δ

Calls
Pseudo strike
57.33
IV
44.2%
B/E move
6.6%
Puts
Pseudo strike
51.94
IV
49.8%
B/E move
6.3%

35Δ

Calls
Pseudo strike
56.59
IV
42.6%
B/E move
5.4%
Puts
Pseudo strike
52.57
IV
48.1%
B/E move
5.4%

40Δ

Calls
Pseudo strike
55.84
IV
41.1%
B/E move
4.3%
Puts
Pseudo strike
53.21
IV
46.4%
B/E move
4.5%

45Δ

Calls
Pseudo strike
55.09
IV
39.6%
B/E move
3.2%
Puts
Pseudo strike
53.85
IV
44.7%
B/E move
3.7%

50Δ

Calls
Pseudo strike
54.42
IV
41.8%
B/E move
2.8%
Puts
Pseudo strike
54.49
IV
42.9%
B/E move
2.8%

55Δ

Calls
Pseudo strike
53.75
IV
44.6%
B/E move
2.5%
Puts
Pseudo strike
55.12
IV
41.5%
B/E move
2.1%

60Δ

Calls
Pseudo strike
53.09
IV
47.4%
B/E move
2.2%
Puts
Pseudo strike
55.74
IV
41.0%
B/E move
1.8%

65Δ

Calls
Pseudo strike
52.42
IV
50.2%
B/E move
2.0%
Puts
Pseudo strike
56.36
IV
40.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
51.76
IV
52.9%
B/E move
1.7%
Puts
Pseudo strike
56.98
IV
40.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
51.09
IV
55.7%
B/E move
1.4%
Puts
Pseudo strike
57.60
IV
39.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
50.43
IV
58.5%
B/E move
1.1%
Puts
Pseudo strike
58.23
IV
39.2%
B/E move
0.8%

Options history

IV · four-Friday blend45.06%
Daily close
ANDE33.4%39.6%45.9%2026-08-13: 36.50%2026-08-21: 35.26%2026-08-24: 36.17%2026-08-25: 36.85%2026-08-26: 36.49%2026-08-27: 36.15%2026-08-28: 34.98%2026-08-31: 34.65%2026-09-01: 34.54%2026-09-02: 34.93%2026-09-03: 34.23%2026-09-04: 37.13%2026-09-08: 37.16%2026-09-18: 39.35%2026-09-21: 39.24%2026-09-22: 39.24%2026-09-23: 39.32%2026-09-24: 38.93%2026-09-25: 37.26%2026-09-28: 37.52%2026-09-29: 37.77%2026-09-30: 36.68%2026-10-01: 36.27%2026-10-12: 40.71%2026-10-16: 40.41%2026-10-19: 41.57%2026-10-20: 40.46%2026-10-21: 42.27%2026-10-22: 43.14%2026-10-23: 43.21%2026-10-26: 43.12%2026-10-27: 44.88%2026-10-28: 44.92%2026-10-29: 44.09%2026-10-30: 45.06%Aug 13Sep 24Oct 30
35 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
36.50%
35.26%
36.17%
36.85%
36.49%
36.15%
34.98%
34.65%
34.54%
34.93%
34.23%
37.13%
37.16%
39.35%
39.24%
39.24%
39.32%
38.93%
37.26%
37.52%
37.77%
36.68%
36.27%
40.71%
40.41%
41.57%
40.46%
42.27%
43.14%
43.21%
43.12%
44.88%
44.92%
44.09%
45.06%