Share price$259.10
1D+2.1%
Sold putSold callAH
The Allstate Corporation ALL
FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTYi
Market dataready · fetched 2026-10-23T06:40:30.003Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:00:00.003901758Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:40:29.566110+00:00
The Allstate Corporation options
PutsExpensive1.33×
CallsCheap0.89×
SkewBearish+2.88 pp
Implied moveBearish±$18.81
TiltBearish10.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 280.13 | 30.6% | 9.0% | 240.96 | 34.1% | 8.1% |
| 25Δ | 276.64 | 30.9% | 8.0% | 244.66 | 33.9% | 7.1% |
| 30Δ | 273.20 | 31.2% | 7.0% | 248.36 | 33.8% | 6.0% |
| 35Δ | 269.79 | 31.4% | 6.1% | 251.73 | 33.8% | 5.2% |
| 40Δ | 266.82 | 31.3% | 5.4% | 254.83 | 33.8% | 4.5% |
| 45Δ | 263.86 | 31.1% | 4.7% | 257.93 | 33.8% | 3.9% |
| 50Δ | 260.89 | 31.0% | 4.0% | 261.03 | 33.8% | 3.2% |
| 55Δ | 257.96 | 31.1% | 3.4% | 264.12 | 33.5% | 2.7% |
| 60Δ | 255.05 | 31.3% | 3.0% | 267.21 | 33.2% | 2.2% |
| 65Δ | 252.14 | 31.5% | 2.5% | 270.42 | 33.1% | 1.7% |
| 70Δ | 249.11 | 31.5% | 2.0% | 274.77 | 34.2% | 1.4% |
| 75Δ | 245.72 | 31.3% | 1.7% | 279.12 | 35.4% | 1.1% |
| 80Δ | 242.34 | 31.1% | 1.3% | 284.61 | 36.2% | 0.7% |
20Δ
- Pseudo strike
- 280.13
- IV
- 30.6%
- B/E move
- 9.0%
- Pseudo strike
- 240.96
- IV
- 34.1%
- B/E move
- 8.1%
25Δ
- Pseudo strike
- 276.64
- IV
- 30.9%
- B/E move
- 8.0%
- Pseudo strike
- 244.66
- IV
- 33.9%
- B/E move
- 7.1%
30Δ
- Pseudo strike
- 273.20
- IV
- 31.2%
- B/E move
- 7.0%
- Pseudo strike
- 248.36
- IV
- 33.8%
- B/E move
- 6.0%
35Δ
- Pseudo strike
- 269.79
- IV
- 31.4%
- B/E move
- 6.1%
- Pseudo strike
- 251.73
- IV
- 33.8%
- B/E move
- 5.2%
40Δ
- Pseudo strike
- 266.82
- IV
- 31.3%
- B/E move
- 5.4%
- Pseudo strike
- 254.83
- IV
- 33.8%
- B/E move
- 4.5%
45Δ
- Pseudo strike
- 263.86
- IV
- 31.1%
- B/E move
- 4.7%
- Pseudo strike
- 257.93
- IV
- 33.8%
- B/E move
- 3.9%
50Δ
- Pseudo strike
- 260.89
- IV
- 31.0%
- B/E move
- 4.0%
- Pseudo strike
- 261.03
- IV
- 33.8%
- B/E move
- 3.2%
55Δ
- Pseudo strike
- 257.96
- IV
- 31.1%
- B/E move
- 3.4%
- Pseudo strike
- 264.12
- IV
- 33.5%
- B/E move
- 2.7%
60Δ
- Pseudo strike
- 255.05
- IV
- 31.3%
- B/E move
- 3.0%
- Pseudo strike
- 267.21
- IV
- 33.2%
- B/E move
- 2.2%
65Δ
- Pseudo strike
- 252.14
- IV
- 31.5%
- B/E move
- 2.5%
- Pseudo strike
- 270.42
- IV
- 33.1%
- B/E move
- 1.7%
70Δ
- Pseudo strike
- 249.11
- IV
- 31.5%
- B/E move
- 2.0%
- Pseudo strike
- 274.77
- IV
- 34.2%
- B/E move
- 1.4%
75Δ
- Pseudo strike
- 245.72
- IV
- 31.3%
- B/E move
- 1.7%
- Pseudo strike
- 279.12
- IV
- 35.4%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 242.34
- IV
- 31.1%
- B/E move
- 1.3%
- Pseudo strike
- 284.61
- IV
- 36.2%
- B/E move
- 0.7%
Options history
Table
| Date | IV |
|---|---|
| 28.06% | |
| 28.21% |