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Allegion PLC ALLE

INDUSTRIALS · SECURITY & PROTECTION SERVICES
i

Market dataready · fetched 2026-10-22T07:27:00.515Z

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 · 2026-10-21T23:00:00.003630668Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T07:26:59.000060+00:00

Share price$159.00
1D+1.2%
AH$155.42$156.38$157.34$158.30$159.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALLE
Sold putSold callAH

Allegion PLC options

Live interpolated ALLE call and put midpoint premiums by absolute delta.Allegion PLC$1.23$6.06$10.89$15.73$20.56$137.47$147.73$157.98$168.24$178.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALLE spot · $159.00ALLE PRICE$1.75$2.51$3.28$3.13$3.83$4.72$5.61$6.71$7.84$9.02$10.30$11.59$13.60$2.08$2.91$3.72$4.51$5.33$6.16$7.09$8.49$9.90$11.78$13.70$15.85$19.17
PutsExpensive1.32×
CallsExpensive1.35×
SkewBearish+4.50 pp
Implied moveBearish±$12.70
TiltBearish13.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ174.8636.5%11.1%146.6037.9%9.1%
25Δ172.6438.5%10.2%148.7640.0%8.3%
30Δ170.4340.4%9.2%151.0940.8%7.3%
35Δ165.7831.3%6.2%153.6140.0%6.2%
40Δ163.5630.6%5.3%155.9939.0%5.2%
45Δ161.8731.9%4.8%158.1837.8%4.4%
50Δ160.1833.1%4.3%160.3836.9%3.6%
55Δ158.2633.7%3.8%162.6137.5%3.1%
60Δ156.3134.2%3.2%164.8438.0%2.6%
65Δ154.3434.5%2.7%167.4338.6%2.1%
70Δ152.3034.1%2.3%170.0639.2%1.7%
75Δ150.2633.7%1.8%172.9038.9%1.2%
80Δ147.6633.9%1.4%176.8140.4%0.9%

20Δ

Calls
Pseudo strike
174.86
IV
36.5%
B/E move
11.1%
Puts
Pseudo strike
146.60
IV
37.9%
B/E move
9.1%

25Δ

Calls
Pseudo strike
172.64
IV
38.5%
B/E move
10.2%
Puts
Pseudo strike
148.76
IV
40.0%
B/E move
8.3%

30Δ

Calls
Pseudo strike
170.43
IV
40.4%
B/E move
9.2%
Puts
Pseudo strike
151.09
IV
40.8%
B/E move
7.3%

35Δ

Calls
Pseudo strike
165.78
IV
31.3%
B/E move
6.2%
Puts
Pseudo strike
153.61
IV
40.0%
B/E move
6.2%

40Δ

Calls
Pseudo strike
163.56
IV
30.6%
B/E move
5.3%
Puts
Pseudo strike
155.99
IV
39.0%
B/E move
5.2%

45Δ

Calls
Pseudo strike
161.87
IV
31.9%
B/E move
4.8%
Puts
Pseudo strike
158.18
IV
37.8%
B/E move
4.4%

50Δ

Calls
Pseudo strike
160.18
IV
33.1%
B/E move
4.3%
Puts
Pseudo strike
160.38
IV
36.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
158.26
IV
33.7%
B/E move
3.8%
Puts
Pseudo strike
162.61
IV
37.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
156.31
IV
34.2%
B/E move
3.2%
Puts
Pseudo strike
164.84
IV
38.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
154.34
IV
34.5%
B/E move
2.7%
Puts
Pseudo strike
167.43
IV
38.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
152.30
IV
34.1%
B/E move
2.3%
Puts
Pseudo strike
170.06
IV
39.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
150.26
IV
33.7%
B/E move
1.8%
Puts
Pseudo strike
172.90
IV
38.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
147.66
IV
33.9%
B/E move
1.4%
Puts
Pseudo strike
176.81
IV
40.4%
B/E move
0.9%

Options history

No recorded observations