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Allison Transmission Holdings Inc ALSN

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-22T23:46:10.478Z

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 · 2026-10-22T23:00:00.00253227Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:45:11.925727+00:00

Share price$109.57
1D+0.8%
AH$106$107$108$109$1105:30 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$1.14$5.02$8.90$12.78$16.66$90.99$99.98$108.98$117.97$126.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALSN spot · $109.57ALSN PRICE$1.56$2.00$2.58$3.24$3.89$4.47$5.05$5.82$6.73$7.65$8.91$10.37$11.94$2.02$2.51$2.91$3.58$4.75$5.91$7.08$8.24$9.40$10.45$11.51$13.05$15.54
PutsExpensive1.20×
CallsExpensive1.34×
SkewBearish+3.85 pp
Implied moveBearish±$12.13
TiltBearish13.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ124.5148.4%15.1%97.6054.4%12.8%
25Δ121.1746.2%12.4%100.7050.9%10.4%
30Δ118.7246.1%10.7%103.3046.6%8.4%
35Δ116.7547.0%9.5%105.6244.8%6.9%
40Δ114.7847.6%8.3%107.4047.7%6.3%
45Δ112.8245.9%7.0%109.1850.7%5.8%
50Δ110.8544.1%5.8%111.1051.8%5.1%
55Δ109.0443.3%4.8%113.1551.5%4.3%
60Δ107.3443.2%4.1%115.1751.0%3.5%
65Δ105.6543.1%3.4%116.9948.9%2.8%
70Δ103.7443.5%2.8%118.8046.8%2.1%
75Δ101.7144.1%2.3%121.0145.7%1.5%
80Δ99.5844.7%1.8%123.9846.7%1.0%

20Δ

Calls
Pseudo strike
124.51
IV
48.4%
B/E move
15.1%
Puts
Pseudo strike
97.60
IV
54.4%
B/E move
12.8%

25Δ

Calls
Pseudo strike
121.17
IV
46.2%
B/E move
12.4%
Puts
Pseudo strike
100.70
IV
50.9%
B/E move
10.4%

30Δ

Calls
Pseudo strike
118.72
IV
46.1%
B/E move
10.7%
Puts
Pseudo strike
103.30
IV
46.6%
B/E move
8.4%

35Δ

Calls
Pseudo strike
116.75
IV
47.0%
B/E move
9.5%
Puts
Pseudo strike
105.62
IV
44.8%
B/E move
6.9%

40Δ

Calls
Pseudo strike
114.78
IV
47.6%
B/E move
8.3%
Puts
Pseudo strike
107.40
IV
47.7%
B/E move
6.3%

45Δ

Calls
Pseudo strike
112.82
IV
45.9%
B/E move
7.0%
Puts
Pseudo strike
109.18
IV
50.7%
B/E move
5.8%

50Δ

Calls
Pseudo strike
110.85
IV
44.1%
B/E move
5.8%
Puts
Pseudo strike
111.10
IV
51.8%
B/E move
5.1%

55Δ

Calls
Pseudo strike
109.04
IV
43.3%
B/E move
4.8%
Puts
Pseudo strike
113.15
IV
51.5%
B/E move
4.3%

60Δ

Calls
Pseudo strike
107.34
IV
43.2%
B/E move
4.1%
Puts
Pseudo strike
115.17
IV
51.0%
B/E move
3.5%

65Δ

Calls
Pseudo strike
105.65
IV
43.1%
B/E move
3.4%
Puts
Pseudo strike
116.99
IV
48.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
103.74
IV
43.5%
B/E move
2.8%
Puts
Pseudo strike
118.80
IV
46.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
101.71
IV
44.1%
B/E move
2.3%
Puts
Pseudo strike
121.01
IV
45.7%
B/E move
1.5%

80Δ

Calls
Pseudo strike
99.58
IV
44.7%
B/E move
1.8%
Puts
Pseudo strike
123.98
IV
46.7%
B/E move
1.0%

Options history

ALSN36.9037.2237.532026-10-20: 37.49%2026-10-21: 36.95%Oct 20Oct 21
Table
DateIV
37.49%
36.95%