IntraAlpha
Create free account Start free

Allegiant Travel Company Common Stock ALGT

INDUSTRIALS · AIRLINES
i

Market dataready · fetched 2026-11-11T14:50:57.409Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T14:50:46.30879403Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:50:57.010113+00:00

Share price$95.60
1D-0.9%
$93.37$93.89$94.41$94.92$95.445:30 AM6:30 AM9:00 AM1:00 PMALGT
Sold putSold call

Allegiant Travel Company Common Stock options

Live interpolated ALGT call and put midpoint premiums by absolute delta.Allegiant Travel Company Common Stock$0.54$4.41$8.27$12.14$16.00$69.33$81.92$94.51$107.10$119.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALGT spot · $95.59ALGT PRICE$0.96$1.26$1.56$1.94$2.41$2.87$3.34$3.81$4.50$5.18$5.87$6.56$7.39$1.44$1.88$2.38$3.01$3.64$4.27$5.20$6.15$7.10$8.68$10.49$12.55$14.89
PutsExpensive1.19×
CallsCheap0.45×
SkewBearish+24.27 pp
Implied moveBearish±$8.54
TiltBearish26.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.1159.2%9.9%86.6179.6%10.9%
25Δ102.4557.9%8.5%88.5978.2%9.3%
30Δ100.8056.7%7.1%90.4377.2%7.9%
35Δ99.4256.3%6.0%91.9377.4%7.0%
40Δ98.3256.7%5.4%93.4377.5%6.1%
45Δ97.2157.0%4.7%94.9377.7%5.2%
50Δ96.1057.4%4.0%96.4878.4%4.5%
55Δ94.9957.8%3.3%98.0479.1%3.9%
60Δ93.8657.4%2.9%99.5979.8%3.2%
65Δ92.7356.9%2.4%101.6482.8%2.8%
70Δ91.6056.5%2.0%103.8786.6%2.3%
75Δ90.4756.1%1.5%106.3789.4%1.9%
80Δ89.2853.4%1.1%109.1591.1%1.4%

20Δ

Calls
Pseudo strike
104.11
IV
59.2%
B/E move
9.9%
Puts
Pseudo strike
86.61
IV
79.6%
B/E move
10.9%

25Δ

Calls
Pseudo strike
102.45
IV
57.9%
B/E move
8.5%
Puts
Pseudo strike
88.59
IV
78.2%
B/E move
9.3%

30Δ

Calls
Pseudo strike
100.80
IV
56.7%
B/E move
7.1%
Puts
Pseudo strike
90.43
IV
77.2%
B/E move
7.9%

35Δ

Calls
Pseudo strike
99.42
IV
56.3%
B/E move
6.0%
Puts
Pseudo strike
91.93
IV
77.4%
B/E move
7.0%

40Δ

Calls
Pseudo strike
98.32
IV
56.7%
B/E move
5.4%
Puts
Pseudo strike
93.43
IV
77.5%
B/E move
6.1%

45Δ

Calls
Pseudo strike
97.21
IV
57.0%
B/E move
4.7%
Puts
Pseudo strike
94.93
IV
77.7%
B/E move
5.2%

50Δ

Calls
Pseudo strike
96.10
IV
57.4%
B/E move
4.0%
Puts
Pseudo strike
96.48
IV
78.4%
B/E move
4.5%

55Δ

Calls
Pseudo strike
94.99
IV
57.8%
B/E move
3.3%
Puts
Pseudo strike
98.04
IV
79.1%
B/E move
3.9%

60Δ

Calls
Pseudo strike
93.86
IV
57.4%
B/E move
2.9%
Puts
Pseudo strike
99.59
IV
79.8%
B/E move
3.2%

65Δ

Calls
Pseudo strike
92.73
IV
56.9%
B/E move
2.4%
Puts
Pseudo strike
101.64
IV
82.8%
B/E move
2.8%

70Δ

Calls
Pseudo strike
91.60
IV
56.5%
B/E move
2.0%
Puts
Pseudo strike
103.87
IV
86.6%
B/E move
2.3%

75Δ

Calls
Pseudo strike
90.47
IV
56.1%
B/E move
1.5%
Puts
Pseudo strike
106.37
IV
89.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
89.28
IV
53.4%
B/E move
1.1%
Puts
Pseudo strike
109.15
IV
91.1%
B/E move
1.4%

Options history

IV · four-Friday blend67.96%
Daily close
ALGT56.5%65.1%73.8%2026-08-13: 62.88%2026-08-14: 60.16%2026-08-17: 66.88%2026-08-18: 67.36%2026-08-19: 65.97%2026-08-20: 72.57%2026-08-21: 60.10%2026-08-24: 59.44%2026-08-25: 59.26%2026-08-26: 59.45%2026-08-27: 59.43%2026-08-28: 58.80%2026-08-31: 59.34%2026-09-01: 59.94%2026-09-02: 58.66%2026-09-03: 59.05%2026-09-04: 57.69%2026-09-08: 61.36%2026-09-09: 59.30%2026-09-10: 60.41%2026-09-11: 58.68%2026-09-14: 60.28%2026-09-15: 62.67%2026-09-18: 58.60%2026-09-21: 57.75%2026-09-22: 58.75%2026-09-23: 59.86%2026-09-24: 60.58%2026-09-25: 59.06%2026-09-28: 61.53%2026-09-29: 61.66%2026-09-30: 61.24%2026-10-01: 60.80%2026-10-02: 60.28%2026-10-05: 60.62%2026-10-06: 60.08%2026-10-07: 60.78%2026-10-08: 60.24%2026-10-09: 58.63%2026-10-12: 60.26%2026-10-13: 63.98%2026-10-15: 67.57%2026-10-16: 61.24%2026-10-19: 61.80%2026-10-20: 62.09%2026-10-21: 62.40%2026-10-22: 64.61%2026-10-23: 67.07%2026-10-26: 66.84%2026-10-27: 65.25%2026-10-28: 66.48%2026-10-29: 66.21%2026-10-30: 67.96%Aug 13Sep 23Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
62.88%
60.16%
66.88%
67.36%
65.97%
72.57%
60.10%
59.44%
59.26%
59.45%
59.43%
58.80%
59.34%
59.94%
58.66%
59.05%
57.69%
61.36%
59.30%
60.41%
58.68%
60.28%
62.67%
58.60%
57.75%
58.75%
59.86%
60.58%
59.06%
61.53%
61.66%
61.24%
60.80%
60.28%
60.62%
60.08%
60.78%
60.24%
58.63%
60.26%
63.98%
67.57%
61.24%
61.80%
62.09%
62.40%
64.61%
67.07%
66.84%
65.25%
66.48%
66.21%
67.96%