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Allegion Public Limited Company ALLE

INDUSTRIALS · SECURITY & PROTECTION SERVICES
i

Market dataready · fetched 2026-11-06T21:43:49.066Z

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 · 2026-11-06T21:10:00.002566801Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T21:36:00.224780+00:00

Share price$185.39
1D-0.2%
AH$183.83$184.67$185.51$186.34$187.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALLE
Sold putSold callAH

Allegion Public Limited Company options

Live interpolated ALLE call and put midpoint premiums by absolute delta.Allegion Public Limited Company$0.89$3.71$6.54$9.36$12.19$164.92$175.80$186.67$197.54$208.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ALLE spot · $185.39ALLE PRICE$1.20$1.50$1.79$2.20$2.82$3.43$4.05$4.78$5.84$6.89$7.95$9.66$11.37$1.72$2.08$2.45$2.81$3.75$4.80$5.85$6.87$7.67$8.46$9.26
Puts——
CallsCheap0.57×
Skew——
Implied moveBullish±$7.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ195.5730.2%6.1%
25Δ193.3928.7%5.1%
30Δ191.3126.8%4.2%181.2023.8%3.2%
35Δ189.5525.9%3.4%182.4023.3%2.7%
40Δ188.3326.6%3.1%183.6022.7%2.3%
45Δ187.1127.4%2.8%184.8022.2%1.8%
50Δ185.8928.2%2.5%186.1123.7%1.6%
55Δ184.5929.0%2.1%187.4525.6%1.5%
60Δ183.0630.1%1.9%188.7827.6%1.3%
65Δ181.5331.1%1.6%190.1129.2%1.2%
70Δ180.0032.1%1.4%191.3627.9%0.9%
75Δ177.8633.2%1.2%192.6026.5%0.7%
80Δ175.7234.4%0.9%193.8425.2%0.4%

20Δ

Calls
Pseudo strike
195.57
IV
30.2%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
193.39
IV
28.7%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
191.31
IV
26.8%
B/E move
4.2%
Puts
Pseudo strike
181.20
IV
23.8%
B/E move
3.2%

35Δ

Calls
Pseudo strike
189.55
IV
25.9%
B/E move
3.4%
Puts
Pseudo strike
182.40
IV
23.3%
B/E move
2.7%

40Δ

Calls
Pseudo strike
188.33
IV
26.6%
B/E move
3.1%
Puts
Pseudo strike
183.60
IV
22.7%
B/E move
2.3%

45Δ

Calls
Pseudo strike
187.11
IV
27.4%
B/E move
2.8%
Puts
Pseudo strike
184.80
IV
22.2%
B/E move
1.8%

50Δ

Calls
Pseudo strike
185.89
IV
28.2%
B/E move
2.5%
Puts
Pseudo strike
186.11
IV
23.7%
B/E move
1.6%

55Δ

Calls
Pseudo strike
184.59
IV
29.0%
B/E move
2.1%
Puts
Pseudo strike
187.45
IV
25.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
183.06
IV
30.1%
B/E move
1.9%
Puts
Pseudo strike
188.78
IV
27.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
181.53
IV
31.1%
B/E move
1.6%
Puts
Pseudo strike
190.11
IV
29.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
180.00
IV
32.1%
B/E move
1.4%
Puts
Pseudo strike
191.36
IV
27.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
177.86
IV
33.2%
B/E move
1.2%
Puts
Pseudo strike
192.60
IV
26.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
175.72
IV
34.4%
B/E move
0.9%
Puts
Pseudo strike
193.84
IV
25.2%
B/E move
0.4%

Options history

IV · four-Friday blend25.99%
Daily close
ALLE22.5%28.7%34.9%2026-08-10: 24.03%2026-08-11: 24.35%2026-08-12: 25.20%2026-08-13: 24.31%2026-08-14: 23.39%2026-08-17: 25.81%2026-08-18: 26.02%2026-08-19: 27.17%2026-08-21: 26.00%2026-08-24: 27.20%2026-08-25: 26.59%2026-08-26: 26.79%2026-08-27: 26.28%2026-08-28: 25.70%2026-08-31: 26.40%2026-09-01: 26.65%2026-09-02: 25.60%2026-09-03: 25.80%2026-09-04: 25.81%2026-09-08: 27.03%2026-09-09: 26.76%2026-09-10: 26.04%2026-09-11: 25.59%2026-09-14: 28.00%2026-09-15: 28.88%2026-09-17: 33.14%2026-09-18: 25.81%2026-09-21: 26.03%2026-09-22: 26.42%2026-09-23: 27.20%2026-09-24: 28.06%2026-09-25: 27.10%2026-09-28: 27.69%2026-09-29: 27.20%2026-09-30: 27.58%2026-10-01: 27.50%2026-10-02: 26.91%2026-10-05: 26.62%2026-10-06: 26.77%2026-10-07: 29.17%2026-10-08: 29.16%2026-10-09: 28.47%2026-10-12: 30.53%2026-10-13: 30.81%2026-10-14: 34.05%2026-10-15: 32.68%2026-10-16: 30.50%2026-10-19: 30.06%2026-10-20: 29.07%2026-10-21: 30.83%2026-10-22: 27.20%2026-10-23: 25.27%2026-10-26: 25.55%2026-10-27: 25.51%2026-10-28: 23.50%2026-10-29: 24.71%2026-10-30: 25.99%Aug 10Sep 22Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
24.03%
24.35%
25.20%
24.31%
23.39%
25.81%
26.02%
27.17%
26.00%
27.20%
26.59%
26.79%
26.28%
25.70%
26.40%
26.65%
25.60%
25.80%
25.81%
27.03%
26.76%
26.04%
25.59%
28.00%
28.88%
33.14%
25.81%
26.03%
26.42%
27.20%
28.06%
27.10%
27.69%
27.20%
27.58%
27.50%
26.91%
26.62%
26.77%
29.17%
29.16%
28.47%
30.53%
30.81%
34.05%
32.68%
30.50%
30.06%
29.07%
30.83%
27.20%
25.27%
25.55%
25.51%
23.50%
24.71%
25.99%