IntraAlpha
Create free account Start free

Allot Ltd. Ordinary Shares ALLT

i

Market datapartial · fetched 2026-11-11T14:48:32.566Z

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 · 2026-11-11T14:47:11.454295775Z

FundamentalsAlpha Vantage · unavailable

Share price$8.91
1D+0.1%
$8.89$8.92$8.95$8.97$9.005:30 AM6:30 AM9:00 AM1:00 PMALLT
Sold putSold call

Allot Ltd. Ordinary Shares options

Live interpolated ALLT call and put midpoint premiums by absolute delta.Allot Ltd. Ordinary Shares$0.17$1.11$2.04$2.98$3.92$6.16$7.47$8.77$10.08$11.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALLT spot · $8.91ALLT PRICE$0.38$0.38$0.27$0.36$0.45$0.53$0.62$0.72$0.83$0.94$1.05$1.16$1.67$0.39$0.45$0.51$0.60$0.69$0.78$0.91$1.07$1.23$1.39$1.75$2.21$3.65
PutsExpensive2.77×
CallsExpensive2.28×
SkewBearish+19.17 pp
Implied moveBearish±$1.53
TiltBearish25.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.66290.2%68.7%7.10209.2%24.6%
25Δ11.80207.9%36.7%7.59185.6%19.9%
30Δ9.88105.9%14.0%8.04164.4%15.5%
35Δ9.68109.9%12.7%8.32157.3%13.4%
40Δ9.48113.8%11.4%8.60150.3%11.3%
45Δ9.28117.7%10.1%8.87143.2%9.2%
50Δ9.08121.7%8.8%9.14139.3%7.7%
55Δ8.87122.2%7.6%9.40138.0%6.6%
60Δ8.66120.6%6.5%9.65136.6%5.5%
65Δ8.45118.9%5.4%9.91135.3%4.4%
70Δ8.23117.2%4.2%10.33142.4%3.7%
75Δ8.02115.6%3.1%10.85154.3%3.1%
80Δ7.49145.6%2.8%12.30200.3%2.9%

20Δ

Calls
Pseudo strike
14.66
IV
290.2%
B/E move
68.7%
Puts
Pseudo strike
7.10
IV
209.2%
B/E move
24.6%

25Δ

Calls
Pseudo strike
11.80
IV
207.9%
B/E move
36.7%
Puts
Pseudo strike
7.59
IV
185.6%
B/E move
19.9%

30Δ

Calls
Pseudo strike
9.88
IV
105.9%
B/E move
14.0%
Puts
Pseudo strike
8.04
IV
164.4%
B/E move
15.5%

35Δ

Calls
Pseudo strike
9.68
IV
109.9%
B/E move
12.7%
Puts
Pseudo strike
8.32
IV
157.3%
B/E move
13.4%

40Δ

Calls
Pseudo strike
9.48
IV
113.8%
B/E move
11.4%
Puts
Pseudo strike
8.60
IV
150.3%
B/E move
11.3%

45Δ

Calls
Pseudo strike
9.28
IV
117.7%
B/E move
10.1%
Puts
Pseudo strike
8.87
IV
143.2%
B/E move
9.2%

50Δ

Calls
Pseudo strike
9.08
IV
121.7%
B/E move
8.8%
Puts
Pseudo strike
9.14
IV
139.3%
B/E move
7.7%

55Δ

Calls
Pseudo strike
8.87
IV
122.2%
B/E move
7.6%
Puts
Pseudo strike
9.40
IV
138.0%
B/E move
6.6%

60Δ

Calls
Pseudo strike
8.66
IV
120.6%
B/E move
6.5%
Puts
Pseudo strike
9.65
IV
136.6%
B/E move
5.5%

65Δ

Calls
Pseudo strike
8.45
IV
118.9%
B/E move
5.4%
Puts
Pseudo strike
9.91
IV
135.3%
B/E move
4.4%

70Δ

Calls
Pseudo strike
8.23
IV
117.2%
B/E move
4.2%
Puts
Pseudo strike
10.33
IV
142.4%
B/E move
3.7%

75Δ

Calls
Pseudo strike
8.02
IV
115.6%
B/E move
3.1%
Puts
Pseudo strike
10.85
IV
154.3%
B/E move
3.1%

80Δ

Calls
Pseudo strike
7.49
IV
145.6%
B/E move
2.8%
Puts
Pseudo strike
12.30
IV
200.3%
B/E move
2.9%

Options history

IV · four-Friday blend69.25%
Daily close
ALLT54.4%84.1%113.8%2026-08-13: 75.92%2026-08-14: 67.40%2026-08-17: 81.42%2026-08-19: 102.43%2026-08-21: 71.39%2026-08-24: 62.54%2026-08-25: 68.88%2026-08-26: 66.04%2026-08-27: 58.65%2026-08-28: 58.48%2026-08-31: 65.95%2026-09-01: 68.86%2026-09-02: 80.77%2026-09-03: 66.28%2026-09-04: 71.98%2026-09-08: 68.33%2026-09-15: 72.22%2026-09-16: 87.71%2026-09-17: 109.66%2026-09-18: 62.97%2026-09-21: 63.87%2026-09-22: 62.86%2026-09-23: 62.31%2026-09-24: 63.40%2026-09-25: 66.62%2026-09-28: 63.19%2026-09-29: 64.71%2026-09-30: 67.99%2026-10-01: 62.78%2026-10-02: 66.59%2026-10-06: 79.58%2026-10-08: 67.52%2026-10-14: 80.14%2026-10-15: 107.73%2026-10-16: 64.25%2026-10-19: 66.50%2026-10-20: 67.77%2026-10-21: 66.49%2026-10-22: 62.86%2026-10-23: 64.63%2026-10-26: 65.99%2026-10-27: 72.80%2026-10-28: 68.16%2026-10-29: 76.76%2026-10-30: 69.25%Aug 13Sep 23Oct 30
45 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
75.92%
67.40%
81.42%
102.43%
71.39%
62.54%
68.88%
66.04%
58.65%
58.48%
65.95%
68.86%
80.77%
66.28%
71.98%
68.33%
72.22%
87.71%
109.66%
62.97%
63.87%
62.86%
62.31%
63.40%
66.62%
63.19%
64.71%
67.99%
62.78%
66.59%
79.58%
67.52%
80.14%
107.73%
64.25%
66.50%
67.77%
66.49%
62.86%
64.63%
65.99%
72.80%
68.16%
76.76%
69.25%