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Andersons, Inc. (The) Common Stock ANDE

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Market datapartial · fetched 2026-10-22T04:21:46.686Z

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 · 2026-10-21T20:00:01.905821662Z

FundamentalsAlpha Vantage · unavailable

Share price$65.70
1D+0.2%
AH$64.58$64.89$65.21$65.52$65.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMANDE
Sold putSold callAH

Andersons, Inc. (The) Common Stock options

Live interpolated ANDE call and put midpoint premiums by absolute delta.Andersons, Inc. (The) Common Stock$0.68$2.94$5.20$7.46$9.72$54.29$60.01$65.73$71.45$77.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ANDE spot · $65.70ANDE PRICE$0.93$1.26$1.60$1.94$2.42$2.91$3.40$3.88$4.64$5.54$6.44$7.35$8.69$1.23$1.58$2.00$2.43$2.85$3.36$4.04$4.72$5.41$6.10$7.09$8.08$9.07
PutsExpensive1.50×
CallsExpensive1.40×
SkewBullish-0.37 pp
Implied moveBearish±$7.44
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.3546.5%14.6%58.2755.2%13.2%
25Δ72.9246.9%12.9%60.2452.7%10.7%
30Δ71.4847.3%11.2%61.5451.6%9.4%
35Δ70.0547.7%9.6%62.8550.4%8.0%
40Δ68.8848.0%8.5%64.1549.3%6.7%
45Δ67.7248.2%7.5%65.4048.5%5.6%
50Δ66.5648.5%6.5%66.5748.4%4.8%
55Δ65.4048.8%5.5%67.7348.2%4.1%
60Δ64.1349.7%4.7%68.9048.1%3.4%
65Δ62.8051.1%4.0%70.0747.9%2.6%
70Δ61.4852.5%3.4%71.4147.0%2.1%
75Δ60.1553.8%2.7%72.7546.0%1.6%
80Δ58.4354.0%2.2%74.0845.0%1.0%

20Δ

Calls
Pseudo strike
74.35
IV
46.5%
B/E move
14.6%
Puts
Pseudo strike
58.27
IV
55.2%
B/E move
13.2%

25Δ

Calls
Pseudo strike
72.92
IV
46.9%
B/E move
12.9%
Puts
Pseudo strike
60.24
IV
52.7%
B/E move
10.7%

30Δ

Calls
Pseudo strike
71.48
IV
47.3%
B/E move
11.2%
Puts
Pseudo strike
61.54
IV
51.6%
B/E move
9.4%

35Δ

Calls
Pseudo strike
70.05
IV
47.7%
B/E move
9.6%
Puts
Pseudo strike
62.85
IV
50.4%
B/E move
8.0%

40Δ

Calls
Pseudo strike
68.88
IV
48.0%
B/E move
8.5%
Puts
Pseudo strike
64.15
IV
49.3%
B/E move
6.7%

45Δ

Calls
Pseudo strike
67.72
IV
48.2%
B/E move
7.5%
Puts
Pseudo strike
65.40
IV
48.5%
B/E move
5.6%

50Δ

Calls
Pseudo strike
66.56
IV
48.5%
B/E move
6.5%
Puts
Pseudo strike
66.57
IV
48.4%
B/E move
4.8%

55Δ

Calls
Pseudo strike
65.40
IV
48.8%
B/E move
5.5%
Puts
Pseudo strike
67.73
IV
48.2%
B/E move
4.1%

60Δ

Calls
Pseudo strike
64.13
IV
49.7%
B/E move
4.7%
Puts
Pseudo strike
68.90
IV
48.1%
B/E move
3.4%

65Δ

Calls
Pseudo strike
62.80
IV
51.1%
B/E move
4.0%
Puts
Pseudo strike
70.07
IV
47.9%
B/E move
2.6%

70Δ

Calls
Pseudo strike
61.48
IV
52.5%
B/E move
3.4%
Puts
Pseudo strike
71.41
IV
47.0%
B/E move
2.1%

75Δ

Calls
Pseudo strike
60.15
IV
53.8%
B/E move
2.7%
Puts
Pseudo strike
72.75
IV
46.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
58.43
IV
54.0%
B/E move
2.2%
Puts
Pseudo strike
74.08
IV
45.0%
B/E move
1.0%

Options history

No recorded observations