Share price$220.49
1D-0.6%
Sold putSold call
Progressive Corp PGR
FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTYi
Market dataready · fetched 2026-10-21T17:49:02.185Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:48:59.692781768Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-21T17:49:01.434350+00:00
Progressive Corp options
PutsExpensive1.21×
CallsExpensive1.08×
SkewBullish-3.12 pp
Implied moveBalanced±$3.87
TiltBullish8.0% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 224.80 | 30.0% | 2.2% | 216.30 | 30.5% | 2.2% |
| 25Δ | 224.00 | 29.7% | 1.9% | 217.28 | 29.9% | 1.8% |
| 30Δ | 223.20 | 29.3% | 1.6% | 218.02 | 29.5% | 1.6% |
| 35Δ | 222.42 | 29.0% | 1.4% | 218.68 | 29.2% | 1.3% |
| 40Δ | 221.81 | 29.1% | 1.2% | 219.34 | 28.9% | 1.1% |
| 45Δ | 221.20 | 29.3% | 1.1% | 220.00 | 28.5% | 0.9% |
| 50Δ | 220.60 | 29.4% | 0.9% | 220.60 | 28.5% | 0.8% |
| 55Δ | 219.98 | 29.5% | 0.8% | 221.19 | 28.5% | 0.7% |
| 60Δ | 219.29 | 30.1% | 0.7% | 221.79 | 28.4% | 0.6% |
| 65Δ | 218.59 | 30.6% | 0.6% | 222.39 | 28.4% | 0.5% |
| 70Δ | 217.90 | 31.1% | 0.5% | 223.04 | 27.9% | 0.4% |
| 75Δ | 216.38 | 36.7% | 0.4% | 223.71 | 27.3% | 0.3% |
| 80Δ | 213.77 | 49.0% | 0.4% | 224.38 | 26.8% | 0.2% |
20Δ
- Pseudo strike
- 224.80
- IV
- 30.0%
- B/E move
- 2.2%
- Pseudo strike
- 216.30
- IV
- 30.5%
- B/E move
- 2.2%
25Δ
- Pseudo strike
- 224.00
- IV
- 29.7%
- B/E move
- 1.9%
- Pseudo strike
- 217.28
- IV
- 29.9%
- B/E move
- 1.8%
30Δ
- Pseudo strike
- 223.20
- IV
- 29.3%
- B/E move
- 1.6%
- Pseudo strike
- 218.02
- IV
- 29.5%
- B/E move
- 1.6%
35Δ
- Pseudo strike
- 222.42
- IV
- 29.0%
- B/E move
- 1.4%
- Pseudo strike
- 218.68
- IV
- 29.2%
- B/E move
- 1.3%
40Δ
- Pseudo strike
- 221.81
- IV
- 29.1%
- B/E move
- 1.2%
- Pseudo strike
- 219.34
- IV
- 28.9%
- B/E move
- 1.1%
45Δ
- Pseudo strike
- 221.20
- IV
- 29.3%
- B/E move
- 1.1%
- Pseudo strike
- 220.00
- IV
- 28.5%
- B/E move
- 0.9%
50Δ
- Pseudo strike
- 220.60
- IV
- 29.4%
- B/E move
- 0.9%
- Pseudo strike
- 220.60
- IV
- 28.5%
- B/E move
- 0.8%
55Δ
- Pseudo strike
- 219.98
- IV
- 29.5%
- B/E move
- 0.8%
- Pseudo strike
- 221.19
- IV
- 28.5%
- B/E move
- 0.7%
60Δ
- Pseudo strike
- 219.29
- IV
- 30.1%
- B/E move
- 0.7%
- Pseudo strike
- 221.79
- IV
- 28.4%
- B/E move
- 0.6%
65Δ
- Pseudo strike
- 218.59
- IV
- 30.6%
- B/E move
- 0.6%
- Pseudo strike
- 222.39
- IV
- 28.4%
- B/E move
- 0.5%
70Δ
- Pseudo strike
- 217.90
- IV
- 31.1%
- B/E move
- 0.5%
- Pseudo strike
- 223.04
- IV
- 27.9%
- B/E move
- 0.4%
75Δ
- Pseudo strike
- 216.38
- IV
- 36.7%
- B/E move
- 0.4%
- Pseudo strike
- 223.71
- IV
- 27.3%
- B/E move
- 0.3%
80Δ
- Pseudo strike
- 213.77
- IV
- 49.0%
- B/E move
- 0.4%
- Pseudo strike
- 224.38
- IV
- 26.8%
- B/E move
- 0.2%
Options history
Table
| Date | IV |
|---|---|
| 26.50% | |
| 25.32% |