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AGNC options: IV rank, expected move and trade screens

AGNC Investment Corp. · Real Estate

As of the close on . In the app, data is refreshed intraday.

AGNC closed at $9.46 on Sep 28, 2026 with 30-day implied volatility of 28.1%. That is in the lower half of its one-year range (IV rank 32), so premiums are on the modest side for AGNC. Measured by IV percentile, IV is higher than 90% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $0.81, or 8.5%.

The price is below both its 50-day (-10.7%) and 200-day (-11.9%) moving averages. It is trading within 0.0% of its 52-week low. The 14-day RSI of 24.1 is under 30, a level often described as oversold. The 14-day average true range is $0.21, about 2.2% of the price, a measure of a typical day's range.

Option volume at the close (55.8K contracts) was 1.8x its average, busier than usual. A beta of 0.69 means AGNC has tended to move about 0.7 times as much as the broad market. 3 of our preset screens found trades on AGNC at the close, led by Bear Put Spreads Below the 200-Day with 33 trades.

AGNC stats at the close

Price
$9.46
Market cap $11.2B
Implied volatility
28.1%
30-day, at the money
IV rank
32
IV sits 32% of the way from its one-year low to its one-year high.
IV percentile
90
IV is higher than 90% of the past year's readings.
ATR (14-day)
$0.21
2.2% of the price on a typical day
RSI (14-day)
24.1
Under 30, often called oversold
52-week range
-22.3% from high
+0.0% from the 52-week low
Moving averages
-10.7% vs 50-day
-11.9% vs the 200-day
Beta
0.69
Sensitivity to the broad market
Option volume
1.8x avg
55.8K contracts vs 32K average

AGNC expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Oct 2, 20264 days39.6%±$0.39 (4.1%)$9.07 to $9.85$0.31
Oct 30, 202632 days28.9%±$0.81 (8.5%)$8.65 to $10.27$0.65
Nov 20, 202653 days21.3%±$0.77 (8.1%)$8.69 to $10.23$0.77
Dec 18, 202681 days21.0%±$0.93 (9.9%)$8.53 to $10.39$0.89

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for AGNC from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

AGNC options FAQ

What is AGNC's IV rank?
At the close on Sep 28, 2026, AGNC's IV rank was 32 with 30-day implied volatility of 28.1%. IV sits 32% of the way from its one-year low to its one-year high. Its IV percentile was 90: IV is higher than 90% of the past year's readings.
What is the expected move for AGNC?
Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $0.81 (8.5%), a range of $8.65 to $10.27. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on AGNC?
At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on AGNC: Bear Put Spreads Below the 200-Day (33), Long Call Butterflies for Pinning (6), Married Put Protection (5). Open a screen in the app to see the individual trades, refreshed intraday.
Is AGNC option volume above average?
On Sep 28, 2026, AGNC option volume was 1.8x its average, busier than usual.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.