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The Allstate Corporation ALL

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
i

Market dataready · fetched 2026-11-04T04:04:53.028Z

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 · 2026-11-04T00:00:00.002818863Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T04:04:50.527406+00:00

Share price$261.50
1D-0.0%
AH$260.30$260.96$261.62$262.28$262.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALL
Sold putSold callAH

The Allstate Corporation options

Live interpolated ALL call and put midpoint premiums by absolute delta.The Allstate Corporation$1.70$7.20$12.69$18.18$23.68$234.94$248.24$261.54$274.83$288.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALL spot · $261.50ALL PRICE$2.30$3.10$3.97$4.84$5.91$7.12$8.32$9.53$11.29$13.08$14.87$17.57$21.26$2.66$3.51$4.48$5.59$6.70$7.82$9.26$10.69$12.12$13.93$16.45$18.96$22.09
PutsExpensive1.29×
CallsExpensive1.14×
SkewNeutral-0.13 pp
Implied moveBearish±$17.58
TiltBearish4.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ281.6437.5%8.6%244.3339.4%7.6%
25Δ277.8637.5%7.4%248.0439.3%6.5%
30Δ274.6037.6%6.5%251.3939.2%5.6%
35Δ271.3537.7%5.6%254.3139.1%4.9%
40Δ268.3937.8%4.9%257.2338.9%4.2%
45Δ265.6538.0%4.3%260.1438.8%3.5%
50Δ262.9038.1%3.7%262.8438.3%3.0%
55Δ260.1638.3%3.1%265.5437.8%2.5%
60Δ257.2838.4%2.7%268.2437.3%2.1%
65Δ254.3938.5%2.3%271.1737.0%1.6%
70Δ251.5138.7%1.9%274.5337.3%1.3%
75Δ247.8739.7%1.5%277.8837.5%1.0%
80Δ243.4241.6%1.2%281.8037.8%0.7%

20Δ

Calls
Pseudo strike
281.64
IV
37.5%
B/E move
8.6%
Puts
Pseudo strike
244.33
IV
39.4%
B/E move
7.6%

25Δ

Calls
Pseudo strike
277.86
IV
37.5%
B/E move
7.4%
Puts
Pseudo strike
248.04
IV
39.3%
B/E move
6.5%

30Δ

Calls
Pseudo strike
274.60
IV
37.6%
B/E move
6.5%
Puts
Pseudo strike
251.39
IV
39.2%
B/E move
5.6%

35Δ

Calls
Pseudo strike
271.35
IV
37.7%
B/E move
5.6%
Puts
Pseudo strike
254.31
IV
39.1%
B/E move
4.9%

40Δ

Calls
Pseudo strike
268.39
IV
37.8%
B/E move
4.9%
Puts
Pseudo strike
257.23
IV
38.9%
B/E move
4.2%

45Δ

Calls
Pseudo strike
265.65
IV
38.0%
B/E move
4.3%
Puts
Pseudo strike
260.14
IV
38.8%
B/E move
3.5%

50Δ

Calls
Pseudo strike
262.90
IV
38.1%
B/E move
3.7%
Puts
Pseudo strike
262.84
IV
38.3%
B/E move
3.0%

55Δ

Calls
Pseudo strike
260.16
IV
38.3%
B/E move
3.1%
Puts
Pseudo strike
265.54
IV
37.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
257.28
IV
38.4%
B/E move
2.7%
Puts
Pseudo strike
268.24
IV
37.3%
B/E move
2.1%

65Δ

Calls
Pseudo strike
254.39
IV
38.5%
B/E move
2.3%
Puts
Pseudo strike
271.17
IV
37.0%
B/E move
1.6%

70Δ

Calls
Pseudo strike
251.51
IV
38.7%
B/E move
1.9%
Puts
Pseudo strike
274.53
IV
37.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
247.87
IV
39.7%
B/E move
1.5%
Puts
Pseudo strike
277.88
IV
37.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
243.42
IV
41.6%
B/E move
1.2%
Puts
Pseudo strike
281.80
IV
37.8%
B/E move
0.7%

Options history

IV · four-Friday blend30.31%
Daily close
ALL22.8%27.5%32.2%2026-08-05: 30.61%2026-08-06: 25.65%2026-08-07: 25.64%2026-08-10: 25.86%2026-08-11: 25.26%2026-08-12: 24.33%2026-08-13: 25.24%2026-08-14: 23.42%2026-08-17: 25.15%2026-08-21: 25.10%2026-08-24: 25.24%2026-08-25: 25.52%2026-08-26: 25.36%2026-08-27: 25.50%2026-08-28: 25.19%2026-08-31: 25.05%2026-09-01: 25.74%2026-09-02: 24.50%2026-09-03: 24.42%2026-09-04: 24.66%2026-09-08: 26.16%2026-09-09: 25.93%2026-09-10: 27.28%2026-09-11: 25.15%2026-09-18: 25.47%2026-09-21: 25.89%2026-09-22: 27.37%2026-09-23: 27.98%2026-09-24: 29.60%2026-09-25: 28.22%2026-09-28: 28.54%2026-09-29: 27.78%2026-09-30: 27.63%2026-10-01: 26.90%2026-10-02: 27.22%2026-10-05: 27.14%2026-10-06: 27.14%2026-10-07: 26.49%2026-10-08: 27.25%2026-10-09: 26.49%2026-10-15: 31.60%2026-10-16: 27.35%2026-10-19: 27.75%2026-10-20: 28.08%2026-10-21: 28.23%2026-10-22: 28.86%2026-10-23: 29.10%2026-10-26: 29.54%2026-10-27: 29.20%2026-10-28: 29.97%2026-10-29: 29.06%2026-10-30: 30.31%Aug 5Sep 21Oct 30
52 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
30.61%
25.65%
25.64%
25.86%
25.26%
24.33%
25.24%
23.42%
25.15%
25.10%
25.24%
25.52%
25.36%
25.50%
25.19%
25.05%
25.74%
24.50%
24.42%
24.66%
26.16%
25.93%
27.28%
25.15%
25.47%
25.89%
27.37%
27.98%
29.60%
28.22%
28.54%
27.78%
27.63%
26.90%
27.22%
27.14%
27.14%
26.49%
27.25%
26.49%
31.60%
27.35%
27.75%
28.08%
28.23%
28.86%
29.10%
29.54%
29.20%
29.97%
29.06%
30.31%