IntraAlpha
Create free account Start free

The Allstate Corporation ALL

i

Market dataready · fetched 2026-11-12T15:18:20.441Z

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 · 2026-11-12T15:18:09.013469077Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:18:19.757467+00:00

Share price$267.29
1D+1.3%
$264$265$267$268$2695:30 AM6:30 AM9:00 AM1:00 PMALL
Sold putSold call

The Allstate Corporation options

Live interpolated ALL call and put midpoint premiums by absolute delta.The Allstate Corporation$0.76$4.05$7.34$10.63$13.92$247.44$257.60$267.75$277.91$288.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALL spot · $267.29ALL PRICE$1.34$1.82$2.29$2.76$3.23$3.94$4.85$5.77$6.68$7.59$8.50$9.57$12.97$1.11$1.65$2.25$2.85$3.45$4.05$4.65$5.25$6.03$7.17$8.31$9.45$10.59
PutsCheap0.65×
CallsCheap0.70×
SkewBullish-3.51 pp
Implied moveBullish±$9.50
TiltBullish3.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ277.5227.1%4.3%259.2924.9%3.4%
25Δ275.8427.5%3.9%261.0624.7%2.9%
30Δ274.1527.9%3.4%262.4025.1%2.7%
35Δ272.4628.3%3.0%263.7425.5%2.4%
40Δ270.7728.7%2.5%265.0825.8%2.1%
45Δ269.1629.0%2.2%266.4226.2%1.8%
50Δ267.6229.2%1.9%267.7726.5%1.6%
55Δ266.0829.3%1.7%269.1126.9%1.3%
60Δ264.5329.5%1.5%270.5226.9%1.0%
65Δ262.9929.7%1.2%272.1026.4%0.9%
70Δ261.4429.8%1.0%273.6725.8%0.7%
75Δ259.7630.2%0.8%275.2425.2%0.6%
80Δ256.0233.9%0.6%276.8124.7%0.4%

20Δ

Calls
Pseudo strike
277.52
IV
27.1%
B/E move
4.3%
Puts
Pseudo strike
259.29
IV
24.9%
B/E move
3.4%

25Δ

Calls
Pseudo strike
275.84
IV
27.5%
B/E move
3.9%
Puts
Pseudo strike
261.06
IV
24.7%
B/E move
2.9%

30Δ

Calls
Pseudo strike
274.15
IV
27.9%
B/E move
3.4%
Puts
Pseudo strike
262.40
IV
25.1%
B/E move
2.7%

35Δ

Calls
Pseudo strike
272.46
IV
28.3%
B/E move
3.0%
Puts
Pseudo strike
263.74
IV
25.5%
B/E move
2.4%

40Δ

Calls
Pseudo strike
270.77
IV
28.7%
B/E move
2.5%
Puts
Pseudo strike
265.08
IV
25.8%
B/E move
2.1%

45Δ

Calls
Pseudo strike
269.16
IV
29.0%
B/E move
2.2%
Puts
Pseudo strike
266.42
IV
26.2%
B/E move
1.8%

50Δ

Calls
Pseudo strike
267.62
IV
29.2%
B/E move
1.9%
Puts
Pseudo strike
267.77
IV
26.5%
B/E move
1.6%

55Δ

Calls
Pseudo strike
266.08
IV
29.3%
B/E move
1.7%
Puts
Pseudo strike
269.11
IV
26.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
264.53
IV
29.5%
B/E move
1.5%
Puts
Pseudo strike
270.52
IV
26.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
262.99
IV
29.7%
B/E move
1.2%
Puts
Pseudo strike
272.10
IV
26.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
261.44
IV
29.8%
B/E move
1.0%
Puts
Pseudo strike
273.67
IV
25.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
259.76
IV
30.2%
B/E move
0.8%
Puts
Pseudo strike
275.24
IV
25.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
256.02
IV
33.9%
B/E move
0.6%
Puts
Pseudo strike
276.81
IV
24.7%
B/E move
0.4%

Options history

IV · four-Friday blend30.31%
Daily close
ALL22.8%27.5%32.2%2026-08-14: 23.42%2026-08-17: 25.15%2026-08-21: 25.10%2026-08-24: 25.24%2026-08-25: 25.52%2026-08-26: 25.36%2026-08-27: 25.50%2026-08-28: 25.19%2026-08-31: 25.05%2026-09-01: 25.74%2026-09-02: 24.50%2026-09-03: 24.42%2026-09-04: 24.66%2026-09-08: 26.16%2026-09-09: 25.93%2026-09-10: 27.28%2026-09-11: 25.15%2026-09-18: 25.47%2026-09-21: 25.89%2026-09-22: 27.37%2026-09-23: 27.98%2026-09-24: 29.60%2026-09-25: 28.22%2026-09-28: 28.54%2026-09-29: 27.78%2026-09-30: 27.63%2026-10-01: 26.90%2026-10-02: 27.22%2026-10-05: 27.14%2026-10-06: 27.14%2026-10-07: 26.49%2026-10-08: 27.25%2026-10-09: 26.49%2026-10-15: 31.60%2026-10-16: 27.35%2026-10-19: 27.75%2026-10-20: 28.08%2026-10-21: 28.23%2026-10-22: 28.86%2026-10-23: 29.10%2026-10-26: 29.54%2026-10-27: 29.20%2026-10-28: 29.97%2026-10-29: 29.06%2026-10-30: 30.31%Aug 14Sep 25Oct 30
45 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
23.42%
25.15%
25.10%
25.24%
25.52%
25.36%
25.50%
25.19%
25.05%
25.74%
24.50%
24.42%
24.66%
26.16%
25.93%
27.28%
25.15%
25.47%
25.89%
27.37%
27.98%
29.60%
28.22%
28.54%
27.78%
27.63%
26.90%
27.22%
27.14%
27.14%
26.49%
27.25%
26.49%
31.60%
27.35%
27.75%
28.08%
28.23%
28.86%
29.10%
29.54%
29.20%
29.97%
29.06%
30.31%