IntraAlpha
Create free account Start free

Allot Ltd. Ordinary Shares ALLT

i

Market datapartial · fetched 2026-11-03T15:55:43.883Z

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 · 2026-11-03T15:53:22.967206986Z

FundamentalsAlpha Vantage · unavailable

Share price$8.18
1D-1.1%
$8.04$8.10$8.17$8.23$8.295:30 AM6:30 AM9:00 AM1:00 PMALLT
Sold putSold call

Allot Ltd. Ordinary Shares options

Live interpolated ALLT call and put midpoint premiums by absolute delta.Allot Ltd. Ordinary Shares$0.27$0.81$1.34$1.87$2.40$5.61$6.66$7.71$8.76$9.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ALLT spot · $8.18ALLT PRICE$0.33$0.41$0.48$0.55$0.61$0.68$0.76$0.90$1.05$1.19$1.34$0.41$0.47$0.54$0.60$0.66$0.77$0.90$1.03$1.17$1.37$1.64$1.90$2.25
PutsExpensive2.26×
Calls——
Skew——
Implied moveBearish±$1.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.26180.8%28.6%
25Δ6.67164.3%24.3%
30Δ9.41100.6%19.1%7.08147.9%20.1%
35Δ9.19106.0%17.3%7.48131.4%15.8%
40Δ8.96109.8%15.5%7.89114.9%11.6%
45Δ8.70104.4%13.1%8.18109.3%9.5%
50Δ8.4599.0%10.8%8.42107.3%8.2%
55Δ8.1993.7%8.4%8.65105.4%6.9%
60Δ7.9489.8%6.4%8.89103.5%5.5%
65Δ7.7290.3%5.5%9.18103.4%4.5%
70Δ7.5090.9%4.5%9.52104.8%3.7%
75Δ7.2891.4%3.6%9.85106.3%2.9%
80Δ7.0691.9%2.6%10.25106.6%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.26
IV
180.8%
B/E move
28.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.67
IV
164.3%
B/E move
24.3%

30Δ

Calls
Pseudo strike
9.41
IV
100.6%
B/E move
19.1%
Puts
Pseudo strike
7.08
IV
147.9%
B/E move
20.1%

35Δ

Calls
Pseudo strike
9.19
IV
106.0%
B/E move
17.3%
Puts
Pseudo strike
7.48
IV
131.4%
B/E move
15.8%

40Δ

Calls
Pseudo strike
8.96
IV
109.8%
B/E move
15.5%
Puts
Pseudo strike
7.89
IV
114.9%
B/E move
11.6%

45Δ

Calls
Pseudo strike
8.70
IV
104.4%
B/E move
13.1%
Puts
Pseudo strike
8.18
IV
109.3%
B/E move
9.5%

50Δ

Calls
Pseudo strike
8.45
IV
99.0%
B/E move
10.8%
Puts
Pseudo strike
8.42
IV
107.3%
B/E move
8.2%

55Δ

Calls
Pseudo strike
8.19
IV
93.7%
B/E move
8.4%
Puts
Pseudo strike
8.65
IV
105.4%
B/E move
6.9%

60Δ

Calls
Pseudo strike
7.94
IV
89.8%
B/E move
6.4%
Puts
Pseudo strike
8.89
IV
103.5%
B/E move
5.5%

65Δ

Calls
Pseudo strike
7.72
IV
90.3%
B/E move
5.5%
Puts
Pseudo strike
9.18
IV
103.4%
B/E move
4.5%

70Δ

Calls
Pseudo strike
7.50
IV
90.9%
B/E move
4.5%
Puts
Pseudo strike
9.52
IV
104.8%
B/E move
3.7%

75Δ

Calls
Pseudo strike
7.28
IV
91.4%
B/E move
3.6%
Puts
Pseudo strike
9.85
IV
106.3%
B/E move
2.9%

80Δ

Calls
Pseudo strike
7.06
IV
91.9%
B/E move
2.6%
Puts
Pseudo strike
10.25
IV
106.6%
B/E move
2.1%

Options history

IV · four-Friday blend69.25%
Daily close
ALLT52.5%96.2%139.9%2026-08-05: 83.00%2026-08-06: 81.46%2026-08-07: 90.42%2026-08-10: 75.11%2026-08-11: 95.72%2026-08-12: 133.82%2026-08-13: 75.92%2026-08-14: 67.40%2026-08-17: 81.42%2026-08-19: 102.43%2026-08-21: 71.39%2026-08-24: 62.54%2026-08-25: 68.88%2026-08-26: 66.04%2026-08-27: 58.65%2026-08-28: 58.48%2026-08-31: 65.95%2026-09-01: 68.86%2026-09-02: 80.77%2026-09-03: 66.28%2026-09-04: 71.98%2026-09-08: 68.33%2026-09-15: 72.22%2026-09-16: 87.71%2026-09-17: 109.66%2026-09-18: 62.97%2026-09-21: 63.87%2026-09-22: 62.86%2026-09-23: 62.31%2026-09-24: 63.40%2026-09-25: 66.62%2026-09-28: 63.19%2026-09-29: 64.71%2026-09-30: 67.99%2026-10-01: 62.78%2026-10-02: 66.59%2026-10-06: 79.58%2026-10-08: 67.52%2026-10-14: 80.14%2026-10-15: 107.73%2026-10-16: 64.25%2026-10-19: 66.50%2026-10-20: 67.77%2026-10-21: 66.49%2026-10-22: 62.86%2026-10-23: 64.63%2026-10-26: 65.99%2026-10-27: 72.80%2026-10-28: 68.16%2026-10-29: 76.76%2026-10-30: 69.25%Aug 5Sep 18Oct 30
51 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
83.00%
81.46%
90.42%
75.11%
95.72%
133.82%
75.92%
67.40%
81.42%
102.43%
71.39%
62.54%
68.88%
66.04%
58.65%
58.48%
65.95%
68.86%
80.77%
66.28%
71.98%
68.33%
72.22%
87.71%
109.66%
62.97%
63.87%
62.86%
62.31%
63.40%
66.62%
63.19%
64.71%
67.99%
62.78%
66.59%
79.58%
67.52%
80.14%
107.73%
64.25%
66.50%
67.77%
66.49%
62.86%
64.63%
65.99%
72.80%
68.16%
76.76%
69.25%