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Allegion Public Limited Company ALLE

INDUSTRIALS · SECURITY & PROTECTION SERVICES
i

Market dataready · fetched 2026-11-11T13:51:11.196Z

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 · 2026-11-11T12:39:48.909107305Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:51:10.860182+00:00

Share price$188.90
1D
Price history unavailable.

Allegion Public Limited Company options

Live interpolated ALLE call and put midpoint premiums by absolute delta.Allegion Public Limited Company$0.81$3.78$6.76$9.74$12.72$168.34$179.13$189.92$200.71$211.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALLE spot · $188.90ALLE PRICE$1.14$1.54$1.94$2.31$2.68$3.05$3.77$4.71$5.65$6.58$8.16$9.82$11.86$1.13$1.36$1.60$1.98$2.35$2.73$3.11$3.54$4.27$5.00$5.73$6.45$7.57
PutsCheap0.49×
CallsCheap0.58×
SkewBullish-8.94 pp
Implied moveBullish±$6.88
TiltBullish14.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ198.0633.3%5.5%180.9033.7%4.8%
25Δ196.5134.3%4.8%182.9530.7%3.9%
30Δ194.9635.3%4.2%184.9927.7%2.9%
35Δ193.5033.9%3.7%186.0327.1%2.6%
40Δ192.0332.6%3.1%187.0726.5%2.2%
45Δ190.5731.2%2.5%188.1025.9%1.9%
50Δ189.1831.8%2.1%189.1325.3%1.5%
55Δ187.8433.5%1.9%190.1724.8%1.2%
60Δ186.5135.3%1.7%191.2424.9%1.0%
65Δ185.1737.1%1.5%192.3024.9%0.8%
70Δ183.2039.3%1.3%193.3625.0%0.7%
75Δ181.1541.6%1.1%194.4225.0%0.5%
80Δ178.7143.8%0.9%195.8325.2%0.3%

20Δ

Calls
Pseudo strike
198.06
IV
33.3%
B/E move
5.5%
Puts
Pseudo strike
180.90
IV
33.7%
B/E move
4.8%

25Δ

Calls
Pseudo strike
196.51
IV
34.3%
B/E move
4.8%
Puts
Pseudo strike
182.95
IV
30.7%
B/E move
3.9%

30Δ

Calls
Pseudo strike
194.96
IV
35.3%
B/E move
4.2%
Puts
Pseudo strike
184.99
IV
27.7%
B/E move
2.9%

35Δ

Calls
Pseudo strike
193.50
IV
33.9%
B/E move
3.7%
Puts
Pseudo strike
186.03
IV
27.1%
B/E move
2.6%

40Δ

Calls
Pseudo strike
192.03
IV
32.6%
B/E move
3.1%
Puts
Pseudo strike
187.07
IV
26.5%
B/E move
2.2%

45Δ

Calls
Pseudo strike
190.57
IV
31.2%
B/E move
2.5%
Puts
Pseudo strike
188.10
IV
25.9%
B/E move
1.9%

50Δ

Calls
Pseudo strike
189.18
IV
31.8%
B/E move
2.1%
Puts
Pseudo strike
189.13
IV
25.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
187.84
IV
33.5%
B/E move
1.9%
Puts
Pseudo strike
190.17
IV
24.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
186.51
IV
35.3%
B/E move
1.7%
Puts
Pseudo strike
191.24
IV
24.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
185.17
IV
37.1%
B/E move
1.5%
Puts
Pseudo strike
192.30
IV
24.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
183.20
IV
39.3%
B/E move
1.3%
Puts
Pseudo strike
193.36
IV
25.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
181.15
IV
41.6%
B/E move
1.1%
Puts
Pseudo strike
194.42
IV
25.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
178.71
IV
43.8%
B/E move
0.9%
Puts
Pseudo strike
195.83
IV
25.2%
B/E move
0.3%

Options history

IV · four-Friday blend25.99%
Daily close
ALLE22.5%28.7%34.9%2026-08-13: 24.31%2026-08-14: 23.39%2026-08-17: 25.81%2026-08-18: 26.02%2026-08-19: 27.17%2026-08-21: 26.00%2026-08-24: 27.20%2026-08-25: 26.59%2026-08-26: 26.79%2026-08-27: 26.28%2026-08-28: 25.70%2026-08-31: 26.40%2026-09-01: 26.65%2026-09-02: 25.60%2026-09-03: 25.80%2026-09-04: 25.81%2026-09-08: 27.03%2026-09-09: 26.76%2026-09-10: 26.04%2026-09-11: 25.59%2026-09-14: 28.00%2026-09-15: 28.88%2026-09-17: 33.14%2026-09-18: 25.81%2026-09-21: 26.03%2026-09-22: 26.42%2026-09-23: 27.20%2026-09-24: 28.06%2026-09-25: 27.10%2026-09-28: 27.69%2026-09-29: 27.20%2026-09-30: 27.58%2026-10-01: 27.50%2026-10-02: 26.91%2026-10-05: 26.62%2026-10-06: 26.77%2026-10-07: 29.17%2026-10-08: 29.16%2026-10-09: 28.47%2026-10-12: 30.53%2026-10-13: 30.81%2026-10-14: 34.05%2026-10-15: 32.68%2026-10-16: 30.50%2026-10-19: 30.06%2026-10-20: 29.07%2026-10-21: 30.83%2026-10-22: 27.20%2026-10-23: 25.27%2026-10-26: 25.55%2026-10-27: 25.51%2026-10-28: 23.50%2026-10-29: 24.71%2026-10-30: 25.99%Aug 13Sep 23Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
24.31%
23.39%
25.81%
26.02%
27.17%
26.00%
27.20%
26.59%
26.79%
26.28%
25.70%
26.40%
26.65%
25.60%
25.80%
25.81%
27.03%
26.76%
26.04%
25.59%
28.00%
28.88%
33.14%
25.81%
26.03%
26.42%
27.20%
28.06%
27.10%
27.69%
27.20%
27.58%
27.50%
26.91%
26.62%
26.77%
29.17%
29.16%
28.47%
30.53%
30.81%
34.05%
32.68%
30.50%
30.06%
29.07%
30.83%
27.20%
25.27%
25.55%
25.51%
23.50%
24.71%
25.99%