ALL option chain The Allstate Corporation
Cboe delayed options data · as of 00:33 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±4.2% (246.92–268.82) · ATM IV 24.3% · P/C open interest 2.60
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 126.30 | 129.90 | 1.00 | 0.0000 | 0.000 | 130 | 0 | 2.15 | 14 | 180.0% | 0.00 | 0.0000 | 0.000 | ||||
| 122.30 | 124.90 | 147.3% | 1.00 | 0.0000 | 0.000 | 135 | 0 | 2.15 | 20 | 171.3% | 0.00 | 0.0000 | 0.000 | |||
| 117.00 | 119.70 | 123.2% | 1.00 | 0.0000 | 0.000 | 140 | 0 | 2.15 | 13 | 162.8% | 0.00 | 0.0000 | 0.000 | |||
| 111.80 | 114.90 | 115.7% | 1.00 | 0.0000 | 0.000 | 145 | 0 | 2.15 | 14 | 154.7% | 0.00 | 0.0000 | 0.000 | |||
| 106.70 | 109.90 | 103.5% | 1.00 | 0.0000 | 0.000 | 150 | 0 | 2.15 | 26 | 146.8% | 0.00 | 0.0000 | 0.000 | |||
| 102.20 | 104.90 | 114.5% | 1.00 | 0.0000 | 0.000 | 155 | 0 | 2.15 | 12 | 139.1% | 0.00 | 0.0000 | 0.000 | |||
| 97.40 | 99.90 | 112.1% | 1.00 | 0.0000 | 0.000 | 160 | 0 | 2.15 | 12 | 131.7% | 0.00 | 0.0000 | 0.000 | |||
| 92.40 | 94.20 | 82.8% | 1.00 | 0.0000 | 0.000 | 165 | 0 | 0.2000 | 39 | 86.4% | 0.00 | 0.0000 | 0.000 | |||
| 87.30 | 90.00 | 98.7% | 1.00 | 0.0000 | 0.000 | 170 | 0 | 2.15 | 98 | 117.4% | 0.00 | 0.0000 | 0.000 | |||
| 81.70 | 85.00 | 75.8% | 1.00 | 0.0000 | 0.000 | 175 | 0 | 0.7500 | 195 | 91.5% | 0.00 | 0.0000 | 0.000 | |||
| 76.70 | 79.50 | 1.00 | 0.0000 | 0.000 | 180 | 0 | 0.7500 | 68 | 85.7% | 0.00 | 0.0000 | 0.000 | ||||
| 71.70 | 74.50 | 1.00 | 0.0000 | 0.000 | 185 | 0 | 2.15 | 77 | 97.2% | 0.00 | 0.0000 | -0.000 | ||||
| 67.40 | 69.50 | 65.6% | 1.00 | 0.0000 | 0.000 | 190 | 0 | 2.15 | 177 | 90.8% | -0.00 | 0.0000 | -0.000 | |||
| 61.50 | 65.30 | 56.9% | 1.00 | 0.0000 | 0.000 | 195 | 0 | 2.15 | 103 | 84.5% | -0.00 | 0.0000 | -0.000 | |||
| 56.70 | 60.30 | 57.2% | 1.00 | 0.0001 | 0.000 | 200 | 0 | 1.20 | 178 | 52.3% | -0.00 | 0.0001 | -0.001 | |||
| 46.90 | 50.40 | 2 | 51.7% | 1.00 | 0.0002 | 0.000 | 210 | 0 | 1.80 | 129 | 63.5% | -0.00 | 0.0002 | -0.002 | ||
| 37.70 | 39.60 | 39 | 41.3% | 0.99 | 0.0010 | -0.003 | 220 | 0 | 0.7500 | 351 | 31.7% | -0.01 | 0.0010 | -0.007 | ||
| 27.60 | 30.40 | 30 | 37.0% | 0.98 | 0.0037 | -0.021 | 230 | 0.0500 | 0.4000 | 15 | 366 | 30.0% | -0.02 | 0.0038 | -0.025 | |
| 17.60 | 20.40 | 301 | 195 | 25.9% | 0.91 | 0.0111 | -0.065 | 240 | 0.4500 | 0.8500 | 7 | 3,181 | 26.4% | -0.09 | 0.0112 | -0.067 |
| 10.10 | 12.00 | 583 | 27.0% | 0.74 | 0.0236 | -0.129 | 250 | 2.00 | 2.50 | 56 | 2,541 | 24.9% | -0.26 | 0.0239 | -0.131 | |
| 4.10 | 5.20 | 8 | 676 | 24.2% | 0.46 | 0.0300 | -0.155 | 260 | 5.90 | 6.70 | 760 | 24.3% | -0.54 | 0.0306 | -0.158 | |
| 1.05 | 1.50 | 18 | 412 | 22.4% | 0.20 | 0.0215 | -0.109 | 270 | 12.10 | 13.80 | 60 | 22.1% | -0.81 | 0.0223 | -0.112 | |
| 0.2500 | 0.8000 | 1 | 784 | 26.1% | 0.07 | 0.0095 | -0.049 | 280 | 20.70 | 23.10 | 18 | -0.96 | 0.0113 | -0.054 | ||
| 0.1000 | 0.3500 | 3 | 521 | 29.1% | 0.02 | 0.0032 | -0.017 | 290 | 30.80 | 33.30 | -1.00 | 0.0000 | -0.029 | |||
| 0 | 0.7500 | 86 | 39.4% | 0.00 | 0.0009 | -0.005 | 300 | 40.50 | 43.10 | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 0.9500 | 40 | 48.2% | 0.00 | 0.0003 | -0.002 | 310 | 50.60 | 53.90 | 46.5% | -1.00 | 0.0000 | -0.029 | |||
| 0 | 0.4000 | 19 | 47.6% | 0.00 | 0.0001 | -0.001 | 320 | 60.30 | 63.60 | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 0.9500 | 10 | 61.1% | 0.00 | 0.0000 | -0.000 | 330 | 70.30 | 73.80 | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 1.35 | 2 | 71.3% | 0.00 | 0.0000 | 0.000 | 340 | 80.80 | 83.10 | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 0.9500 | 72.8% | 0.00 | 0.0000 | 0.000 | 350 | 90.30 | 93.10 | -1.00 | 0.0000 | -0.029 | |||||
| 0 | 0.7500 | 75.4% | 0.00 | 0.0000 | 0.000 | 360 | 100.70 | 103.80 | 76.3% | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 1.20 | 86.7% | 0.00 | 0.0000 | 0.000 | 370 | 110.70 | 113.40 | -1.00 | 0.0000 | -0.029 | |||||
| 0 | 0.7500 | 1 | 85.4% | 0.00 | 0.0000 | 0.000 | 380 | 120.30 | 123.70 | -1.00 | 0.0000 | -0.029 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs