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Allegiant Travel Company ALGT

INDUSTRIALS · AIRLINES
i

Market dataready · fetched 2026-10-22T04:23:35.138Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:01.951742451Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T04:23:34.421311+00:00

Share price$70.05
1D+2.3%
AH$68$69$70$71$725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALGT
Sold putSold callAH

Allegiant Travel Company options

Live interpolated ALGT call and put midpoint premiums by absolute delta.Allegiant Travel Company$0.94$4.87$8.81$12.75$16.69$52.74$61.57$70.40$79.23$88.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALGT spot · $70.05ALGT PRICE$1.36$1.71$2.28$2.90$3.51$4.24$4.99$5.75$6.69$7.62$8.63$9.87$11.11$1.74$2.36$2.98$3.74$4.55$5.35$6.35$7.35$8.39$9.80$11.21$13.18$15.55
PutsExpensive1.11×
CallsExpensive1.10×
SkewBearish+1.05 pp
Implied moveBearish±$11.34
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.1267.6%22.0%60.5470.8%16.1%
25Δ80.6363.4%17.6%62.5470.8%14.1%
30Δ78.6264.5%15.5%64.5370.7%12.1%
35Δ76.9366.9%14.0%66.3670.6%10.6%
40Δ75.2469.2%12.4%68.1370.6%9.2%
45Δ73.4769.9%10.9%69.9070.5%7.9%
50Δ71.6970.4%9.5%71.6669.9%6.8%
55Δ69.9170.9%8.0%73.4269.2%5.7%
60Δ68.1470.7%6.8%75.2068.6%4.6%
65Δ66.3770.4%5.6%77.1968.2%3.8%
70Δ64.5870.1%4.5%79.1767.8%3.0%
75Δ62.7069.1%3.6%81.6568.2%2.3%
80Δ60.8268.2%2.7%84.4669.2%1.6%

20Δ

Calls
Pseudo strike
84.12
IV
67.6%
B/E move
22.0%
Puts
Pseudo strike
60.54
IV
70.8%
B/E move
16.1%

25Δ

Calls
Pseudo strike
80.63
IV
63.4%
B/E move
17.6%
Puts
Pseudo strike
62.54
IV
70.8%
B/E move
14.1%

30Δ

Calls
Pseudo strike
78.62
IV
64.5%
B/E move
15.5%
Puts
Pseudo strike
64.53
IV
70.7%
B/E move
12.1%

35Δ

Calls
Pseudo strike
76.93
IV
66.9%
B/E move
14.0%
Puts
Pseudo strike
66.36
IV
70.6%
B/E move
10.6%

40Δ

Calls
Pseudo strike
75.24
IV
69.2%
B/E move
12.4%
Puts
Pseudo strike
68.13
IV
70.6%
B/E move
9.2%

45Δ

Calls
Pseudo strike
73.47
IV
69.9%
B/E move
10.9%
Puts
Pseudo strike
69.90
IV
70.5%
B/E move
7.9%

50Δ

Calls
Pseudo strike
71.69
IV
70.4%
B/E move
9.5%
Puts
Pseudo strike
71.66
IV
69.9%
B/E move
6.8%

55Δ

Calls
Pseudo strike
69.91
IV
70.9%
B/E move
8.0%
Puts
Pseudo strike
73.42
IV
69.2%
B/E move
5.7%

60Δ

Calls
Pseudo strike
68.14
IV
70.7%
B/E move
6.8%
Puts
Pseudo strike
75.20
IV
68.6%
B/E move
4.6%

65Δ

Calls
Pseudo strike
66.37
IV
70.4%
B/E move
5.6%
Puts
Pseudo strike
77.19
IV
68.2%
B/E move
3.8%

70Δ

Calls
Pseudo strike
64.58
IV
70.1%
B/E move
4.5%
Puts
Pseudo strike
79.17
IV
67.8%
B/E move
3.0%

75Δ

Calls
Pseudo strike
62.70
IV
69.1%
B/E move
3.6%
Puts
Pseudo strike
81.65
IV
68.2%
B/E move
2.3%

80Δ

Calls
Pseudo strike
60.82
IV
68.2%
B/E move
2.7%
Puts
Pseudo strike
84.46
IV
69.2%
B/E move
1.6%

Options history

No recorded observations