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AngioDynamics, Inc. Common Stock ANGO

i

Market dataready · fetched 2026-11-13T02:13:44.379Z

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 · 2026-11-12T21:00:01.541216576Z

FundamentalsSEC EDGAR · ready · as of 2026-08-31 · fetched 2026-11-13T02:13:44.001391+00:00

Share price$11.99
1D-3.3%
AH$11.94$12.08$12.22$12.36$12.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMANGO
Sold putSold callAH

AngioDynamics, Inc. Common Stock options

Live interpolated ANGO call and put midpoint premiums by absolute delta.AngioDynamics, Inc. Common Stock$1.25$2.12$3.00$3.87$4.75$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEANGO PRICE$1.70$1.70$1.34$1.87$2.39$2.92$3.44$3.97$4.49$1.70$1.70$1.72$1.75$1.79$1.83
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.29574.8%45.0%
25Δ9.46461.8%35.3%
30Δ10.32385.9%28.3%
35Δ26.49635.4%135.2%10.91342.1%23.6%
40Δ18.94493.0%72.2%11.50298.2%19.0%
45Δ12.09254.3%14.4%
50Δ11.59156.4%7.9%
55Δ11.03190.5%7.6%
60Δ10.46224.6%7.3%
65Δ9.90258.7%7.0%
70Δ9.33292.8%6.6%
75Δ8.77326.9%6.3%
80Δ8.21361.0%6.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.29
IV
574.8%
B/E move
45.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.46
IV
461.8%
B/E move
35.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.32
IV
385.9%
B/E move
28.3%

35Δ

Calls
Pseudo strike
26.49
IV
635.4%
B/E move
135.2%
Puts
Pseudo strike
10.91
IV
342.1%
B/E move
23.6%

40Δ

Calls
Pseudo strike
18.94
IV
493.0%
B/E move
72.2%
Puts
Pseudo strike
11.50
IV
298.2%
B/E move
19.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.09
IV
254.3%
B/E move
14.4%

50Δ

Calls
Pseudo strike
11.59
IV
156.4%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.03
IV
190.5%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
10.46
IV
224.6%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
9.90
IV
258.7%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
9.33
IV
292.8%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.77
IV
326.9%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.21
IV
361.0%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend53.10%
Daily close
ANGO47.4%89.0%130.7%2026-08-21: 62.90%2026-08-24: 66.77%2026-08-25: 65.00%2026-08-26: 67.67%2026-08-27: 60.23%2026-08-31: 70.14%2026-09-02: 70.39%2026-09-04: 68.12%2026-09-08: 76.14%2026-09-09: 76.15%2026-09-10: 78.28%2026-09-11: 84.03%2026-09-14: 86.43%2026-09-17: 124.97%2026-09-18: 66.43%2026-09-21: 64.34%2026-09-22: 70.44%2026-09-23: 64.74%2026-09-24: 62.77%2026-09-25: 69.38%2026-09-28: 72.72%2026-09-29: 69.20%2026-09-30: 78.47%2026-10-01: 68.81%2026-10-02: 76.54%2026-10-05: 83.37%2026-10-06: 84.59%2026-10-07: 78.98%2026-10-20: 63.90%2026-10-22: 65.65%2026-10-23: 65.82%2026-10-28: 76.43%2026-10-29: 53.10%Aug 21Sep 22Oct 29
33 observations2026-08-21 — 2026-10-29
Table
DateIV (%)
62.90%
66.77%
65.00%
67.67%
60.23%
70.14%
70.39%
68.12%
76.14%
76.15%
78.28%
84.03%
86.43%
124.97%
66.43%
64.34%
70.44%
64.74%
62.77%
69.38%
72.72%
69.20%
78.47%
68.81%
76.54%
83.37%
84.59%
78.98%
63.90%
65.65%
65.82%
76.43%
53.10%