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AngioDynamics, Inc. Common Stock ANGO

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Market datapartial · fetched 2026-10-22T23:23:44.459Z

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 · 2026-10-22T20:00:02.389605742Z

FundamentalsAlpha Vantage · unavailable

Share price$12.02
1D+2.7%
AH$11.67$11.78$11.89$12.00$12.115:30 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$0.32$1.57$2.81$4.05$5.30$6.88$9.49$12.09$14.70$17.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ANGO spot · $12.02ANGO PRICE$0.59$0.88$0.68$0.48$0.46$0.95$1.44$1.93$2.42$2.92$3.41$3.90$4.39$0.91$1.09$1.18$1.26$1.34$1.42$1.50$2.05$2.63$3.21$3.78$4.36$4.94
PutsExpensive1.24×
CallsExpensive1.68×
SkewBullish-4.30 pp
Implied moveBalanced±$2.94
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.76195.3%94.2%8.38207.4%37.9%
25Δ23.27232.4%100.9%9.70171.2%28.4%
30Δ19.03160.6%64.0%10.40151.6%23.3%
35Δ15.2689.5%30.9%10.92137.1%19.7%
40Δ12.3641.9%6.6%11.44122.5%16.0%
45Δ11.8558.3%6.5%11.96108.0%12.3%
50Δ11.3374.6%6.3%12.4893.4%8.7%
55Δ10.8291.0%6.1%13.1694.6%7.5%
60Δ10.30107.4%5.9%13.8696.6%6.6%
65Δ9.79123.7%5.7%14.5698.5%5.6%
70Δ9.27140.1%5.5%15.25100.5%4.6%
75Δ8.76156.5%5.3%15.95102.4%3.6%
80Δ8.24172.9%5.1%16.64104.4%2.6%

20Δ

Calls
Pseudo strike
22.76
IV
195.3%
B/E move
94.2%
Puts
Pseudo strike
8.38
IV
207.4%
B/E move
37.9%

25Δ

Calls
Pseudo strike
23.27
IV
232.4%
B/E move
100.9%
Puts
Pseudo strike
9.70
IV
171.2%
B/E move
28.4%

30Δ

Calls
Pseudo strike
19.03
IV
160.6%
B/E move
64.0%
Puts
Pseudo strike
10.40
IV
151.6%
B/E move
23.3%

35Δ

Calls
Pseudo strike
15.26
IV
89.5%
B/E move
30.9%
Puts
Pseudo strike
10.92
IV
137.1%
B/E move
19.7%

40Δ

Calls
Pseudo strike
12.36
IV
41.9%
B/E move
6.6%
Puts
Pseudo strike
11.44
IV
122.5%
B/E move
16.0%

45Δ

Calls
Pseudo strike
11.85
IV
58.3%
B/E move
6.5%
Puts
Pseudo strike
11.96
IV
108.0%
B/E move
12.3%

50Δ

Calls
Pseudo strike
11.33
IV
74.6%
B/E move
6.3%
Puts
Pseudo strike
12.48
IV
93.4%
B/E move
8.7%

55Δ

Calls
Pseudo strike
10.82
IV
91.0%
B/E move
6.1%
Puts
Pseudo strike
13.16
IV
94.6%
B/E move
7.5%

60Δ

Calls
Pseudo strike
10.30
IV
107.4%
B/E move
5.9%
Puts
Pseudo strike
13.86
IV
96.6%
B/E move
6.6%

65Δ

Calls
Pseudo strike
9.79
IV
123.7%
B/E move
5.7%
Puts
Pseudo strike
14.56
IV
98.5%
B/E move
5.6%

70Δ

Calls
Pseudo strike
9.27
IV
140.1%
B/E move
5.5%
Puts
Pseudo strike
15.25
IV
100.5%
B/E move
4.6%

75Δ

Calls
Pseudo strike
8.76
IV
156.5%
B/E move
5.3%
Puts
Pseudo strike
15.95
IV
102.4%
B/E move
3.6%

80Δ

Calls
Pseudo strike
8.24
IV
172.9%
B/E move
5.1%
Puts
Pseudo strike
16.64
IV
104.4%
B/E move
2.6%

Options history

ANGO63.8063.8663.932026-10-20: 63.86%Oct 20Oct 20
Table
DateIV
63.86%