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AGNC options: IV rank, expected move and trade screens

AGNC Investment Corp. · Real Estate

In the app, stock prices are live and options data is refreshed intraday.

AGNC last closed at $8.23 with 30-day implied volatility of 27.1%. That is in the lower half of its one-year range (IV rank 29), so premiums are on the modest side for AGNC. Measured by IV percentile, IV is higher than 77% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $0.61, or 7.5%.

The price is below both its 50-day (-10.5%) and 200-day (-20.6%) moving averages. It is trading within 0.4% of its 52-week low. The 14-day RSI of 34.4 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.25, about 3.0% of the price, a measure of a typical day's range.

Option volume at the close (92.3K contracts) was 3.8x its average, far busier than usual. A beta of 0.67 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 22 trades.

AGNC stats at the close

Price
$8.23
Market cap $10.5B
Implied volatility
27.1%
30-day, at the money
IV rank
29
IV sits 29% of the way from its one-year low to its one-year high.
IV percentile
77
IV is higher than 77% of the past year's readings.
ATR (14-day)
$0.25
3.0% of the price on a typical day
RSI (14-day)
34.4
Between 30 and 70, neutral
52-week range
-32.4% from high
+0.4% from the 52-week low
Moving averages
-10.5% vs 50-day
-20.6% vs the 200-day
Beta
0.67
Sensitivity to the broad market
Option volume
3.8x avg
92.3K contracts vs 24.4K 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
Nov 20, 20267 days34.5%±$0.39 (4.8%)$7.84 to $8.62$0.37
Dec 11, 202628 days26.9%±$0.61 (7.5%)$7.62 to $8.84$0.53
Jan 15, 202763 days24.3%±$0.83 (10.1%)$7.40 to $9.06$0.70

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 last close, AGNC's IV rank was 29 with 30-day implied volatility of 27.1%. IV sits 29% of the way from its one-year low to its one-year high. Its IV percentile was 77: IV is higher than 77% of the past year's readings.
What is the expected move for AGNC?
Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $0.61 (7.5%), a range of $7.62 to $8.84. 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 last close, these OptionClaws preset screens had passing trades on AGNC: Bear Put Spreads Below the 200-Day (22), Married Put Protection (4), Unusual Call Volume (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is AGNC option volume above average?
At the last close, AGNC option volume was 3.8x its average, far 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.