Options/AGCO

AGCOAGCO Corporation

Options Analysis Report•FARM MACHINERY & EQUIPMENT

Market Cap $7.9B|NYSE

● 2026-08-31$113.39

BULLISH

Analysis: 2026-08-28 EOD data

1Y +6.2%YTD +7.1%7D +3.0%

Options Vol

30D

Implied Move

±9.0%

IV Rank

AGCO Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Balanced conditions with no clear edge

Learn

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AGCO Gamma Walls

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AGCO Hedge Radar

Neutral

Full Hedge Radar

Neither score is at an extreme today. Neither axis is a forecast — this is where AGCO sits on protection cost vs. fragility today.

Protection is priced in the cheap band (2.57) — near-dated vol is priced 10% below far-dated, and the move being priced is 1.53x this name's own median 20-trading-day move, measured against this name's own rolling 20-trading-day realized moves (484 overlapping windows). Fragility reads neutral (5.09): its realized-vol regime is expanding, and it is trading 9% above its hedge wall on a wall graded MEDIUM for reliability.

Protection cost

2.57/ 10cheap

Basis: cross_sectional

Fragility

5.09/ 10neutral

Basis: per_ticker

Value

Is IV priced right?

7.5

ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks5/9 checks passed

IV Rank

≤35%

IV Rank 52.3% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.01x — IV ≤ HV

Sector Relative≤50%

Sector percentile 34% — below sector median

Term Structure

<1.1x

Front/Back 0.86x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 33.4% — normal range

Spread-Adjusted Value

<80%

Effective IV 81.2% (ATM 33.4% + spread 23.9% + bias) — expensive

Execution Efficiency

<3.0%

Total drag 35.08% (spread 23.89% + slippage 11.19%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 4.36 (vega 10.411 / spread 23.89%) — spread drag

Sentiment

Bullish or bearish?

6.5

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +40%, Raw: +37%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +40% (strong bullish) — Raw: +37%

OI Skew Magnitude

≥15%

|OI skew| 59.1% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +7.7%, OI skew +59.1% — weak (same direction)

Conviction Quality

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: +64%, ATM: +0%, OTM: +26% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 54% — neutral vs sector

Activity

Unusual activity?

2.7

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed

Volume Surge

≥1.5x

Volume 0.1x avg — normal

Turnover Rate

≥15%

Vol/OI 1.2% — normal turnover

Multi-Day Persistence

≥2 days

1 day(s) elevated — may be one-day event

OI Build

≥5%

OI change +3.3% (5d) — building

Sector Relative≥60%

Sector activity percentile 42% — neutral vs sector

Trade Quality

≥30%

Large trade volume 0% — mostly retail

Execution Urgency

≥60%

Aggressive execution 31% — patient

Flow Conviction

≥30

Conviction +40 (bullish) — moderate

Liquidity

Can I trade efficiently?

2.3

IlliquidLiquid

Evaluates

bid-ask spreads

, volume depth, and open interest for trade execution quality.

Risk Checks0/8 checks passed

Tradeable Spread

≤5.0%

Spread 23.9% — wide

Adequate OI

≥10,000

OI 3,286 — thin

Active Volume

≥500

Volume 39/day — thin

Reasonable Cost

≤$0.50

$1.19 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 59% — neutral vs sector

Order Book Depth

≥100 contracts

Depth 48.199999999999996 contracts (bid:36.8 ask:11.4) — thin

Execution Quality

<1.0%

Avg slippage 11.19% — poor

Timing

Is now a good time?

7.2

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -13.8% — contango

IV Percentile Clarity

<30 or >70

IV percentile 52% — neutral

Event Detection

≥10pts kink

IV kink -3.8pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 170.95 — favors income trades

Expiration Distribution

≥3 expirations

4 liquid expirations — flexible

Event Risk

≥60% (safe)

safe window: No events detected

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow +40% @ 70% consistency — moderate (bullish)

Smart Money Timing

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers

Long Calls7.3

bullishIV cheap, bullish flow

Long Puts5.3

bearishIV cheap, bullish flow

Premium Sellers

Cash-Secured Put4.6

bullishIV too cheap, bullish flow

Covered Call3.5

bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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