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Allegion Public Limited Company ALLE

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Market datapartial · fetched 2026-10-22T10:47:52.033Z

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 · 2026-10-22T10:41:20.557782998Z

FundamentalsAlpha Vantage · unavailable

Share price$168.34
1D
Price history unavailable.

Allegion Public Limited Company options

Live interpolated ALLE call and put midpoint premiums by absolute delta.Allegion Public Limited Company$0.21$10.69$21.16$31.64$42.11$-0.17$0.17$0.50$0.83$1.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEALLE PRICE$1.35$1.56$1.86$2.33$2.80$3.27$3.24$4.44$5.74$7.26$9.42$12.17$15.48$20.45$28.16$39.09
PutsExpensive2.40×
CallsCheap0.58×
SkewBearish+48.43 pp
Implied move——
TiltBearish83.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ180.2926.3%7.9%149.6556.2%13.0%
25Δ177.0423.0%6.1%153.3757.3%11.5%
30Δ174.5421.0%4.8%157.0757.8%10.1%
35Δ173.1820.9%4.3%160.6558.8%8.9%
40Δ171.8120.9%3.7%164.0962.3%8.1%
45Δ170.4520.9%3.2%167.9766.7%7.4%
50Δ172.4071.3%6.8%
55Δ178.1679.1%6.3%
60Δ186.3691.3%6.0%
65Δ197.96105.4%5.6%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
180.29
IV
26.3%
B/E move
7.9%
Puts
Pseudo strike
149.65
IV
56.2%
B/E move
13.0%

25Δ

Calls
Pseudo strike
177.04
IV
23.0%
B/E move
6.1%
Puts
Pseudo strike
153.37
IV
57.3%
B/E move
11.5%

30Δ

Calls
Pseudo strike
174.54
IV
21.0%
B/E move
4.8%
Puts
Pseudo strike
157.07
IV
57.8%
B/E move
10.1%

35Δ

Calls
Pseudo strike
173.18
IV
20.9%
B/E move
4.3%
Puts
Pseudo strike
160.65
IV
58.8%
B/E move
8.9%

40Δ

Calls
Pseudo strike
171.81
IV
20.9%
B/E move
3.7%
Puts
Pseudo strike
164.09
IV
62.3%
B/E move
8.1%

45Δ

Calls
Pseudo strike
170.45
IV
20.9%
B/E move
3.2%
Puts
Pseudo strike
167.97
IV
66.7%
B/E move
7.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
172.40
IV
71.3%
B/E move
6.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
178.16
IV
79.1%
B/E move
6.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
186.36
IV
91.3%
B/E move
6.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
197.96
IV
105.4%
B/E move
5.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations