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Progressive Corp PGR

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
i

Market dataready · fetched 2026-10-21T17:01:52.754Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:50.053274843Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-21T17:01:52.147520+00:00

Share price$221.00
1D-0.3%
$219.68$220.44$221.20$221.95$222.715:30 AM6:30 AM9:00 AM1:00 PMPGR
Sold putSold call

Progressive Corp options

Live interpolated PGR call and put midpoint premiums by absolute delta.Progressive Corp$0.50$2.44$4.39$6.33$8.27$214.53$217.95$221.37$224.79$228.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PGR spot · $221.00PGR PRICE$0.71$0.75$0.96$1.17$1.40$1.71$2.03$2.34$2.78$3.56$4.33$5.79$7.71$1.22$0.73$0.93$1.12$1.31$1.59$1.88$2.17$2.46$2.85$3.33$3.81$4.29
PutsExpensive1.30×
CallsExpensive1.19×
SkewBullish-4.41 pp
Implied moveBullish±$3.91
TiltBullish12.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ229.2947.4%4.1%212.5265.1%4.4%
25Δ224.5630.5%1.9%217.8129.5%1.8%
30Δ223.8130.3%1.7%218.5228.9%1.5%
35Δ223.0730.2%1.5%219.2328.3%1.3%
40Δ222.3530.1%1.2%219.9427.7%1.1%
45Δ221.7230.3%1.1%220.5227.6%0.9%
50Δ221.0930.5%1.0%221.0927.4%0.8%
55Δ220.4630.7%0.8%221.6627.3%0.7%
60Δ219.7531.6%0.7%222.2327.2%0.6%
65Δ218.8234.4%0.6%222.8527.1%0.5%
70Δ217.8837.2%0.5%223.5127.0%0.4%
75Δ216.2742.3%0.5%224.1826.9%0.3%
80Δ214.2148.9%0.4%224.8426.8%0.2%

20Δ

Calls
Pseudo strike
229.29
IV
47.4%
B/E move
4.1%
Puts
Pseudo strike
212.52
IV
65.1%
B/E move
4.4%

25Δ

Calls
Pseudo strike
224.56
IV
30.5%
B/E move
1.9%
Puts
Pseudo strike
217.81
IV
29.5%
B/E move
1.8%

30Δ

Calls
Pseudo strike
223.81
IV
30.3%
B/E move
1.7%
Puts
Pseudo strike
218.52
IV
28.9%
B/E move
1.5%

35Δ

Calls
Pseudo strike
223.07
IV
30.2%
B/E move
1.5%
Puts
Pseudo strike
219.23
IV
28.3%
B/E move
1.3%

40Δ

Calls
Pseudo strike
222.35
IV
30.1%
B/E move
1.2%
Puts
Pseudo strike
219.94
IV
27.7%
B/E move
1.1%

45Δ

Calls
Pseudo strike
221.72
IV
30.3%
B/E move
1.1%
Puts
Pseudo strike
220.52
IV
27.6%
B/E move
0.9%

50Δ

Calls
Pseudo strike
221.09
IV
30.5%
B/E move
1.0%
Puts
Pseudo strike
221.09
IV
27.4%
B/E move
0.8%

55Δ

Calls
Pseudo strike
220.46
IV
30.7%
B/E move
0.8%
Puts
Pseudo strike
221.66
IV
27.3%
B/E move
0.7%

60Δ

Calls
Pseudo strike
219.75
IV
31.6%
B/E move
0.7%
Puts
Pseudo strike
222.23
IV
27.2%
B/E move
0.6%

65Δ

Calls
Pseudo strike
218.82
IV
34.4%
B/E move
0.6%
Puts
Pseudo strike
222.85
IV
27.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
217.88
IV
37.2%
B/E move
0.5%
Puts
Pseudo strike
223.51
IV
27.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
216.27
IV
42.3%
B/E move
0.5%
Puts
Pseudo strike
224.18
IV
26.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
214.21
IV
48.9%
B/E move
0.4%
Puts
Pseudo strike
224.84
IV
26.8%
B/E move
0.2%

Options history

PGR25.2325.9126.592026-10-19: 26.50%2026-10-20: 25.32%Oct 19Oct 20
Table
DateIV
26.50%
25.32%