AGNC Options Chain, Open Interest, and Volatility Data

AGNC Options Open Interest & Strategy Insights

AGNC – Top 10 Strike Prices by Open Interest

Strike	Call OI	Put OI	Total OI
10	190192	66539	256731
9	6522	127025	133547
12	103254	6461	109715
8	2659	65099	67758
10.5	39761	932	40693
11	36271	731	37002
7	264	26130	26394
9.5	109	24472	24581
15	15149	1113	16262
5	140	7543	7683

AGNC – Volatility Metrics & Put/Call Analysis

Put/Call OI Ratio	Put/Call Volume Ratio	Avg Call IV	Avg Put IV	IV Skew
0.77	1.13	36.86%	42.73%	5.86%

Data Analysis

Symbol: AGNC Current Price: 10.24
Max Pain: 10.00 (near)

📌 Absolute OI Peak: 10.00 (256731 contracts)
🛡️ Short-term Key Levels: 9.50（24581 contracts，minor support） , 9.00（133547 contracts，minor support） , 8.00（67758 contracts，major support）

📈 Put/Call OI Ratio: 0.77 (bullish, Call OI dominant)
Put/Call Volume Ratio: 1.13 (bearish, Put volume dominant)

📊 Avg Call IV: 36.86%
Avg Put IV: 42.73%
IV Skew: 5.86% (Put IV higher than Call IV by 5.86%, downward expectation slightly stronger)

Market Sentiment Based on Options by Expiration Date

Date	Call Volume	Put Volume	Open Interest	Put/Call Ratio	Sentiment
2025-11-07	1650	637	33148	0.386	Moderate Bullish 📈 (70)
2025-11-14	3400	80	16491	0.024	Moderate Bullish 📈 (70) ⚠️
2025-11-21	387	3155	67881	8.152	Strong Bearish 📉💥 (15) ⚠️
2025-11-28	833	193	9350	0.232	Moderate Bullish 📈 (70) ⚠️
2025-12-05	202	82	2274	0.406	Moderate Bullish 📈 (70)
2025-12-12	79	43	598	0.544	Slight Bullish 📈 (60)
2025-12-19	87	6333	152658	72.793	Strong Bearish 📉💥 (15) ⚠️
2026-01-16	481	204	108693	0.424	Strong Bullish 📈💥 (85)
2026-03-20	10293	11252	32256	1.093	Neutral ⚖️ (50)
2026-04-17	75	3210	21780	42.800	Moderate Bearish 📉 (30) ⚠️
2026-06-18	141	1156	2708	8.199	Moderate Bearish 📉 (30) ⚠️
2026-12-18	21	23	20410	1.095	Neutral ⚖️ (50)
2027-01-15	82	162	45426	1.976	Moderate Bearish 📉 (30)
2028-01-21	188	105	6032	0.559	Slight Bullish 📈 (60)
How the Sentiment Algorithm Works This table evaluates market sentiment based on aggregated options data by expiration date. The key metrics are: Put/Call Ratio (PCR): Indicates the relative activity between put and call options. A high PCR suggests bearish sentiment, while a low PCR indicates bullish sentiment. Open Interest (OI): Represents the number of outstanding contracts. Higher values reflect strong market attention or hedging activity. Unusual activity ⚠️: Days with extremely high PCR or OI are flagged, signaling possible speculative bets or hedging pressures. The sentiment score is computed by combining PCR and OI, then classified into clear labels such as Strong Bullish, Moderate Bullish, Neutral, Moderate Bearish, Strong Bearish. Scores range from 0 to 100, where higher values indicate stronger bullish sentiment and lower values indicate stronger bearish sentiment.