AGO · Assured Guaranty Ltd

Track AGO — free Ask ALVIS about AGO

$85.42 +1.23 (+1.46%) At close · Jul 24

Market Cap

$3.78B

44.28M

Options Chain

15-min delayed Underlying $85.42 · today Options Calculator

Positioning

Aug 21, 2026 · 27 days to expiry · 32 contracts

Put / call OI

1.31

Put-heavy positioning

Open interest

275

contracts outstanding

Volume

traded today

Max pain

$80.00

$5.42 below spot

ATM implied vol

29.9%

market's expected move

Open interest by strike

Calls Puts

100

105

110

115

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 27d Sep 18 55d Oct 16 83d Jan 15 174d Mar 19 237d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	151.2%	0.981	—		—	—	—	—	0
Call · $40 In the money Last — Breakeven — Implied vol 151.2% Delta 0.981 ≈98% ITM Gamma 0.001 Theta -0.03 Vega 0.008 Open interest 0 Model this call Put · $40 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	129%	0.978	—		—	—	—	—	0
Call · $45 In the money Last — Breakeven — Implied vol 129% Delta 0.978 ≈98% ITM Gamma 0.002 Theta -0.029 Vega 0.017 Open interest 0 Model this call Put · $45 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	111.7%	0.972	—		—	—	—	—	0
Call · $50 In the money Last — Breakeven — Implied vol 111.7% Delta 0.972 ≈97% ITM Gamma 0.002 Theta -0.031 Vega 0.018 Open interest 0 Model this call Put · $50 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	96.1%	0.964	—		—	-0.04	100.2%	—	0
Call · $55 In the money Last — Breakeven — Implied vol 96.1% Delta 0.964 ≈96% ITM Gamma 0.003 Theta -0.033 Vega 0.019 Open interest 0 Model this call Put · $55 Last — Breakeven — Implied vol 100.2% Delta -0.04 ≈4% ITM Gamma 0.004 Theta -0.037 Vega 0.019 Open interest 0 Model this put
0	—	79.3%	0.959	—		—	-0.047	83.9%	—	0
Call · $60 In the money Last — Breakeven — Implied vol 79.3% Delta 0.959 ≈96% ITM Gamma 0.005 Theta -0.031 Vega 0.02 Open interest 0 Model this call Put · $60 Last — Breakeven — Implied vol 83.9% Delta -0.047 ≈5% ITM Gamma 0.005 Theta -0.035 Vega 0.02 Open interest 0 Model this put
0	—	53.6%	0.975	—		—	-0.057	68.6%	—	0
Call · $65 In the money Last — Breakeven — Implied vol 53.6% Delta 0.975 ≈97% ITM Gamma 0.005 Theta -0.016 Vega 0.01 Open interest 0 Model this call Put · $65 Last — Breakeven — Implied vol 68.6% Delta -0.057 ≈6% ITM Gamma 0.007 Theta -0.034 Vega 0.035 Open interest 0 Model this put
0	—	55.1%	0.919	—		—	-0.163	84.4%	—	0
Call · $70 In the money Last — Breakeven — Implied vol 55.1% Delta 0.919 ≈92% ITM Gamma 0.012 Theta -0.038 Vega 0.037 Open interest 0 Model this call Put · $70 Last — Breakeven — Implied vol 84.4% Delta -0.163 ≈16% ITM Gamma 0.013 Theta -0.089 Vega 0.055 Open interest 0 Model this put
0	—	38.7%	0.901	—		$0.40	-0.096	38.2%	1	123
Call · $75 In the money Last — Breakeven — Implied vol 38.7% Delta 0.901 ≈90% ITM Gamma 0.019 Theta -0.032 Vega 0.038 Open interest 0 Model this call Put · $75 Last $0.40 Breakeven $74.60 Implied vol 38.2% Delta -0.096 ≈10% ITM Gamma 0.019 Theta -0.027 Vega 0.038 Open interest 123 Model this put
56	10	30.5%	0.799	$3.70		$1.15	-0.227	34.7%	5	26
Call · $80 In the money Last $3.70 Breakeven $83.70 Implied vol 30.5% Delta 0.799 ≈80% ITM Gamma 0.04 Theta -0.04 Vega 0.059 Open interest 56 Model this call Put · $80 Last $1.15 Breakeven $78.85 Implied vol 34.7% Delta -0.227 ≈23% ITM Gamma 0.038 Theta -0.044 Vega 0.077 Open interest 26 Model this put
59	7	31.3%	0.543	$3.00		$3.00	-0.457	28.6%	1	7
Call · $85 In the money Last $3.00 Breakeven $88.00 Implied vol 31.3% Delta 0.543 ≈54% ITM Gamma 0.055 Theta -0.056 Vega 0.092 Open interest 59 Model this call Put · $85 Last $3.00 Breakeven $82.00 Implied vol 28.6% Delta -0.457 ≈46% ITM Gamma 0.061 Theta -0.047 Vega 0.092 Open interest 7 Model this put
Underlying $85.42
3	10	28.3%	0.264	$0.60		—	-0.735	28.9%	—	0
Call · $90 Last $0.60 Breakeven $90.60 Implied vol 28.3% Delta 0.264 ≈26% ITM Gamma 0.05 Theta -0.041 Vega 0.084 Open interest 3 Model this call Put · $90 In the money Last — Breakeven — Implied vol 28.9% Delta -0.735 ≈73% ITM Gamma 0.05 Theta -0.038 Vega 0.083 Open interest 0 Model this put
1	1	30.5%	0.11	$0.10		—	-0.983	21.1%	—	0
Call · $95 Last $0.10 Breakeven $95.10 Implied vol 30.5% Delta 0.11 ≈11% ITM Gamma 0.027 Theta -0.025 Vega 0.044 Open interest 1 Model this call Put · $95 In the money Last — Breakeven — Implied vol 21.1% Delta -0.983 ≈98% ITM Gamma 0.016 Theta -0.003 Vega 0.007 Open interest 0 Model this put
0	—	42.1%	0.095	—		—	-0.987	29.1%	—	0
Call · $100 Last — Breakeven — Implied vol 42.1% Delta 0.095 ≈9% ITM Gamma 0.017 Theta -0.031 Vega 0.045 Open interest 0 Model this call Put · $100 In the money Last — Breakeven — Implied vol 29.1% Delta -0.987 ≈99% ITM Gamma 0.009 Theta -0.003 Vega 0.007 Open interest 0 Model this put
0	—	53.1%	0.087	—		$21.26	-0.94	48%	12	0
Call · $105 Last — Breakeven — Implied vol 53.1% Delta 0.087 ≈9% ITM Gamma 0.013 Theta -0.037 Vega 0.046 Open interest 0 Model this call Put · $105 In the money Last $21.26 Breakeven $83.74 Implied vol 48% Delta -0.94 ≈94% ITM Gamma 0.012 Theta -0.021 Vega 0.025 Open interest 0 Model this put
0	—	60.2%	0.072	—		—	—	—	—	0
Call · $110 Last — Breakeven — Implied vol 60.2% Delta 0.072 ≈7% ITM Gamma 0.01 Theta -0.036 Vega 0.027 Open interest 0 Model this call Put · $110 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $115 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $115 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1273813 CUSIP G0585R106 13F (30d) 69 filings 69 filers Visit website Investor relations