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AngioDynamics, Inc. Common Stock ANGO

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Market datapartial · fetched 2026-10-23T20:02:02.006Z

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 · 2026-10-23T20:00:00.297221319Z

FundamentalsAlpha Vantage · unavailable

Share price$12.37
1D+4.4%
AH$11.79$11.97$12.16$12.34$12.525:30 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$0.19$2.94$5.68$8.43$11.17$7.71$10.59$13.46$16.33$19.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ANGO spot · $12.37ANGO PRICE$0.58$0.88$0.90$0.91$0.93$0.95$0.97$0.49$0.62$0.76$0.89$1.02$1.16$1.46$1.83$2.21$2.59$2.97$5.97$10.38
PutsExpensive1.05×
CallsExpensive2.18×
SkewBullish-63.83 pp
Implied moveBearish±$2.42
TiltBearish68.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.61189.3%87.6%10.05109.6%22.7%
25Δ24.57236.8%105.8%10.51104.8%20.1%
30Δ22.39207.5%88.3%10.97100.1%17.4%
35Δ20.21178.2%70.8%11.4395.3%14.8%
40Δ18.03148.9%53.4%11.8990.5%12.1%
45Δ15.85119.6%35.9%12.3585.8%9.5%
50Δ13.6790.2%18.4%12.8485.9%8.0%
55Δ13.3388.4%7.0%
60Δ13.8390.9%6.0%
65Δ14.3393.4%5.1%
70Δ14.8395.9%4.1%
75Δ17.88127.7%3.6%
80Δ22.32175.4%3.5%

20Δ

Calls
Pseudo strike
22.61
IV
189.3%
B/E move
87.6%
Puts
Pseudo strike
10.05
IV
109.6%
B/E move
22.7%

25Δ

Calls
Pseudo strike
24.57
IV
236.8%
B/E move
105.8%
Puts
Pseudo strike
10.51
IV
104.8%
B/E move
20.1%

30Δ

Calls
Pseudo strike
22.39
IV
207.5%
B/E move
88.3%
Puts
Pseudo strike
10.97
IV
100.1%
B/E move
17.4%

35Δ

Calls
Pseudo strike
20.21
IV
178.2%
B/E move
70.8%
Puts
Pseudo strike
11.43
IV
95.3%
B/E move
14.8%

40Δ

Calls
Pseudo strike
18.03
IV
148.9%
B/E move
53.4%
Puts
Pseudo strike
11.89
IV
90.5%
B/E move
12.1%

45Δ

Calls
Pseudo strike
15.85
IV
119.6%
B/E move
35.9%
Puts
Pseudo strike
12.35
IV
85.8%
B/E move
9.5%

50Δ

Calls
Pseudo strike
13.67
IV
90.2%
B/E move
18.4%
Puts
Pseudo strike
12.84
IV
85.9%
B/E move
8.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.33
IV
88.4%
B/E move
7.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.83
IV
90.9%
B/E move
6.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.33
IV
93.4%
B/E move
5.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.83
IV
95.9%
B/E move
4.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.88
IV
127.7%
B/E move
3.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.32
IV
175.4%
B/E move
3.5%

Options history

ANGO63.7264.7565.792026-10-20: 63.86%2026-10-22: 65.65%Oct 20Oct 22
Table
DateIV
63.86%
65.65%