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Progressive Corporation PGR

i

Market dataready · fetched 2026-11-10T22:36:34.416Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:10:00.001287494Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:36:33.953649+00:00

Share price$231.75
1D+1.7%
AH$227$228$229$231$2325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPGR
Sold putSold callAH

Progressive Corporation options

Live interpolated PGR call and put midpoint premiums by absolute delta.Progressive Corporation$0.59$2.52$4.45$6.38$8.31$223.21$227.45$231.69$235.93$240.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PGR spot · $231.75PGR PRICE$0.98$1.32$1.58$1.78$1.99$2.19$2.54$2.94$3.34$3.79$4.27$4.75$5.54$0.80$1.00$1.44$1.88$2.33$2.50$2.65$2.91$3.56$4.20$5.02$6.07$7.75
PutsExpensive2.25×
CallsExpensive1.71×
SkewBearish+0.56 pp
Implied moveBearish±$5.19
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ238.5337.1%3.3%225.9233.9%2.9%
25Δ237.8241.0%3.2%227.5431.2%2.2%
30Δ236.5940.6%2.8%228.3533.4%2.1%
35Δ234.9636.7%2.2%229.1535.7%1.9%
40Δ233.8834.1%1.8%229.9538.0%1.8%
45Δ232.8031.4%1.4%230.8734.9%1.5%
50Δ231.9230.4%1.2%231.7831.5%1.1%
55Δ231.1230.2%1.0%232.7029.1%0.8%
60Δ230.3329.9%0.8%233.6030.1%0.7%
65Δ229.5429.3%0.7%234.5031.1%0.6%
70Δ228.7628.5%0.6%235.5732.3%0.5%
75Δ227.9827.7%0.4%236.8533.8%0.4%
80Δ226.9427.9%0.3%238.7237.2%0.3%

20Δ

Calls
Pseudo strike
238.53
IV
37.1%
B/E move
3.3%
Puts
Pseudo strike
225.92
IV
33.9%
B/E move
2.9%

25Δ

Calls
Pseudo strike
237.82
IV
41.0%
B/E move
3.2%
Puts
Pseudo strike
227.54
IV
31.2%
B/E move
2.2%

30Δ

Calls
Pseudo strike
236.59
IV
40.6%
B/E move
2.8%
Puts
Pseudo strike
228.35
IV
33.4%
B/E move
2.1%

35Δ

Calls
Pseudo strike
234.96
IV
36.7%
B/E move
2.2%
Puts
Pseudo strike
229.15
IV
35.7%
B/E move
1.9%

40Δ

Calls
Pseudo strike
233.88
IV
34.1%
B/E move
1.8%
Puts
Pseudo strike
229.95
IV
38.0%
B/E move
1.8%

45Δ

Calls
Pseudo strike
232.80
IV
31.4%
B/E move
1.4%
Puts
Pseudo strike
230.87
IV
34.9%
B/E move
1.5%

50Δ

Calls
Pseudo strike
231.92
IV
30.4%
B/E move
1.2%
Puts
Pseudo strike
231.78
IV
31.5%
B/E move
1.1%

55Δ

Calls
Pseudo strike
231.12
IV
30.2%
B/E move
1.0%
Puts
Pseudo strike
232.70
IV
29.1%
B/E move
0.8%

60Δ

Calls
Pseudo strike
230.33
IV
29.9%
B/E move
0.8%
Puts
Pseudo strike
233.60
IV
30.1%
B/E move
0.7%

65Δ

Calls
Pseudo strike
229.54
IV
29.3%
B/E move
0.7%
Puts
Pseudo strike
234.50
IV
31.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
228.76
IV
28.5%
B/E move
0.6%
Puts
Pseudo strike
235.57
IV
32.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
227.98
IV
27.7%
B/E move
0.4%
Puts
Pseudo strike
236.85
IV
33.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
226.94
IV
27.9%
B/E move
0.3%
Puts
Pseudo strike
238.72
IV
37.2%
B/E move
0.3%

Options history

IV · four-Friday blend26.36%
Daily close
PGR20.5%28.9%37.3%2026-08-12: 25.62%2026-08-13: 25.36%2026-08-14: 25.01%2026-08-17: 26.38%2026-08-18: 27.60%2026-08-19: 26.60%2026-08-20: 26.80%2026-08-21: 24.28%2026-08-24: 24.84%2026-08-25: 24.40%2026-08-26: 24.27%2026-08-27: 24.15%2026-08-28: 21.67%2026-08-31: 23.62%2026-09-01: 24.39%2026-09-02: 23.75%2026-09-03: 23.01%2026-09-04: 22.72%2026-09-08: 25.72%2026-09-09: 26.53%2026-09-10: 26.98%2026-09-11: 24.65%2026-09-14: 26.26%2026-09-15: 27.07%2026-09-16: 27.78%2026-09-17: 31.52%2026-09-18: 23.86%2026-09-21: 25.55%2026-09-22: 28.50%2026-09-23: 29.61%2026-09-24: 29.27%2026-09-25: 26.71%2026-09-28: 27.77%2026-09-29: 28.16%2026-09-30: 28.96%2026-10-01: 28.58%2026-10-02: 26.61%2026-10-05: 27.63%2026-10-06: 29.34%2026-10-07: 28.86%2026-10-08: 33.71%2026-10-09: 29.03%2026-10-12: 32.37%2026-10-13: 36.15%2026-10-14: 28.69%2026-10-15: 29.07%2026-10-16: 25.36%2026-10-19: 26.58%2026-10-20: 24.75%2026-10-21: 25.59%2026-10-22: 27.58%2026-10-23: 27.09%2026-10-26: 26.43%2026-10-27: 26.57%2026-10-28: 27.84%2026-10-29: 27.59%2026-10-30: 26.36%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
25.62%
25.36%
25.01%
26.38%
27.60%
26.60%
26.80%
24.28%
24.84%
24.40%
24.27%
24.15%
21.67%
23.62%
24.39%
23.75%
23.01%
22.72%
25.72%
26.53%
26.98%
24.65%
26.26%
27.07%
27.78%
31.52%
23.86%
25.55%
28.50%
29.61%
29.27%
26.71%
27.77%
28.16%
28.96%
28.58%
26.61%
27.63%
29.34%
28.86%
33.71%
29.03%
32.37%
36.15%
28.69%
29.07%
25.36%
26.58%
24.75%
25.59%
27.58%
27.09%
26.43%
26.57%
27.84%
27.59%
26.36%