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AGNC Investment Corp (Symbol: AGNC) introduced new options for June 2026 this week, including a notable put contract at a $7.00 strike price, currently bidding at 5 cents. This contract represents a 30% discount to AGNC’s current trading price of $10.02, with a 91% chance that it could expire worthless, resulting in a potential 0.71% return on cash commitment, or 1.09% annualized.
Additionally, the call contract at a $12.00 strike price has a current bid of 4 cents. If shares are purchased at the current price of $10.02 and the call is sold, the total return could be 20.16% if the stock is called away at expiration, factoring an 88% chance of expiration without being exercised, granting a 0.40% boost in returns, or 0.61% annualized.
The implied volatility of the put contract is 30%, while the call contract’s implied volatility is 24%. The trailing twelve-month volatility for AGNC is calculated to be 22% based on past trading data.
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