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ALLISON TRANSMISSION HOLDINGS, INC. ALSN

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-11-12T01:08:12.033Z

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: 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 · 2026-11-12T00:00:00.002314985Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:08:11.468330+00:00

Share price$130.09
1D+2.0%
AH$127$128$129$130$1315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALSN
Sold putSold callAH

ALLISON TRANSMISSION HOLDINGS, INC. options

Live interpolated ALSN call and put midpoint premiums by absolute delta.ALLISON TRANSMISSION HOLDINGS, INC.$0.88$2.80$4.72$6.64$8.56$110.61$119.68$128.75$137.81$146.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALSN spot · $130.09ALSN PRICE$1.09$1.10$1.45$1.91$2.38$2.84$3.31$3.86$4.47$5.09$5.70$6.32$7.73$1.36$1.76$2.16$2.33$2.51$2.68$3.09$3.78$4.47$5.17$5.86$6.85$8.01
PutsCheap0.83×
CallsCheap0.65×
SkewNeutral-0.19 pp
Implied moveBullish±$6.40
TiltBearish2.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ153.9877.7%19.2%121.1356.7%7.9%
25Δ138.8743.5%7.6%123.1155.3%6.7%
30Δ134.2935.8%4.3%125.0653.7%5.5%
35Δ133.3337.2%4.0%126.4648.5%4.6%
40Δ132.3638.5%3.6%127.8543.4%3.6%
45Δ131.4039.9%3.2%129.2438.2%2.7%
50Δ130.4441.3%2.8%130.4835.6%2.1%
55Δ129.4241.7%2.5%131.5236.2%1.8%
60Δ128.3541.1%2.1%132.5636.7%1.5%
65Δ127.2840.5%1.8%133.5937.2%1.3%
70Δ126.2139.9%1.4%134.6337.8%1.0%
75Δ125.1439.3%1.1%135.9337.7%0.8%
80Δ123.4340.2%0.8%137.3537.2%0.6%

20Δ

Calls
Pseudo strike
153.98
IV
77.7%
B/E move
19.2%
Puts
Pseudo strike
121.13
IV
56.7%
B/E move
7.9%

25Δ

Calls
Pseudo strike
138.87
IV
43.5%
B/E move
7.6%
Puts
Pseudo strike
123.11
IV
55.3%
B/E move
6.7%

30Δ

Calls
Pseudo strike
134.29
IV
35.8%
B/E move
4.3%
Puts
Pseudo strike
125.06
IV
53.7%
B/E move
5.5%

35Δ

Calls
Pseudo strike
133.33
IV
37.2%
B/E move
4.0%
Puts
Pseudo strike
126.46
IV
48.5%
B/E move
4.6%

40Δ

Calls
Pseudo strike
132.36
IV
38.5%
B/E move
3.6%
Puts
Pseudo strike
127.85
IV
43.4%
B/E move
3.6%

45Δ

Calls
Pseudo strike
131.40
IV
39.9%
B/E move
3.2%
Puts
Pseudo strike
129.24
IV
38.2%
B/E move
2.7%

50Δ

Calls
Pseudo strike
130.44
IV
41.3%
B/E move
2.8%
Puts
Pseudo strike
130.48
IV
35.6%
B/E move
2.1%

55Δ

Calls
Pseudo strike
129.42
IV
41.7%
B/E move
2.5%
Puts
Pseudo strike
131.52
IV
36.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
128.35
IV
41.1%
B/E move
2.1%
Puts
Pseudo strike
132.56
IV
36.7%
B/E move
1.5%

65Δ

Calls
Pseudo strike
127.28
IV
40.5%
B/E move
1.8%
Puts
Pseudo strike
133.59
IV
37.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
126.21
IV
39.9%
B/E move
1.4%
Puts
Pseudo strike
134.63
IV
37.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
125.14
IV
39.3%
B/E move
1.1%
Puts
Pseudo strike
135.93
IV
37.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
123.43
IV
40.2%
B/E move
0.8%
Puts
Pseudo strike
137.35
IV
37.2%
B/E move
0.6%

Options history

IV · four-Friday blend39.77%
Daily close
ALSN32.2%38.6%45.1%2026-08-13: 35.16%2026-08-14: 34.69%2026-08-17: 35.80%2026-08-18: 36.96%2026-08-19: 39.75%2026-08-21: 33.05%2026-08-24: 35.41%2026-08-25: 34.95%2026-08-26: 34.77%2026-08-27: 35.05%2026-08-28: 35.10%2026-08-31: 34.50%2026-09-01: 36.12%2026-09-02: 35.72%2026-09-03: 35.15%2026-09-04: 36.02%2026-09-08: 37.10%2026-09-09: 37.65%2026-09-10: 37.12%2026-09-11: 36.54%2026-09-14: 38.94%2026-09-15: 38.49%2026-09-16: 42.85%2026-09-17: 44.25%2026-09-18: 37.04%2026-09-21: 37.18%2026-09-22: 36.99%2026-09-23: 37.42%2026-09-24: 38.25%2026-09-25: 37.56%2026-09-28: 38.56%2026-09-29: 39.24%2026-09-30: 36.16%2026-10-01: 35.68%2026-10-02: 35.05%2026-10-05: 35.75%2026-10-06: 37.87%2026-10-07: 35.46%2026-10-08: 35.72%2026-10-09: 35.56%2026-10-13: 37.63%2026-10-14: 40.63%2026-10-16: 36.74%2026-10-19: 36.15%2026-10-20: 37.49%2026-10-21: 36.98%2026-10-22: 39.50%2026-10-23: 39.40%2026-10-26: 38.54%2026-10-27: 40.24%2026-10-28: 39.40%2026-10-29: 38.52%2026-10-30: 39.77%Aug 13Sep 22Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
35.16%
34.69%
35.80%
36.96%
39.75%
33.05%
35.41%
34.95%
34.77%
35.05%
35.10%
34.50%
36.12%
35.72%
35.15%
36.02%
37.10%
37.65%
37.12%
36.54%
38.94%
38.49%
42.85%
44.25%
37.04%
37.18%
36.99%
37.42%
38.25%
37.56%
38.56%
39.24%
36.16%
35.68%
35.05%
35.75%
37.87%
35.46%
35.72%
35.56%
37.63%
40.63%
36.74%
36.15%
37.49%
36.98%
39.50%
39.40%
38.54%
40.24%
39.40%
38.52%
39.77%