ALL option chain The Allstate Corporation
Cboe delayed options data · as of 12:33 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 ±11.6% (229.34–289.34) · ATM IV 26.7% · P/C open interest 1.20
| 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 | |
| 129.00 | 132.60 | 2 | 63.5% | 1.00 | 0.0001 | 0.000 | 130 | 0 | 2.15 | 25 | 72.8% | -0.00 | 0.0001 | -0.002 | ||
| 124.00 | 127.70 | 61 | 60.3% | 1.00 | 0.0001 | 0.000 | 135 | 0 | 2.20 | 293 | 69.6% | -0.00 | 0.0001 | -0.002 | ||
| 119.00 | 122.70 | 56.1% | 1.00 | 0.0001 | 0.000 | 140 | 0 | 0.5000 | 78 | 52.2% | -0.00 | 0.0001 | -0.003 | |||
| 114.20 | 117.80 | 55.2% | 1.00 | 0.0002 | 0.000 | 145 | 0 | 0.7500 | 184 | 52.6% | -0.00 | 0.0002 | -0.003 | |||
| 109.20 | 112.90 | 52.3% | 1.00 | 0.0002 | 0.000 | 150 | 0 | 0.7500 | 3 | 49.9% | -0.01 | 0.0003 | -0.004 | |||
| 104.30 | 107.90 | 49.5% | 0.99 | 0.0003 | 0.000 | 155 | 0 | 0.7500 | 14 | 47.2% | -0.01 | 0.0003 | -0.005 | |||
| 99.30 | 103.00 | 10 | 46.8% | 0.99 | 0.0004 | 0.000 | 160 | 0 | 0.7500 | 29 | 44.7% | -0.01 | 0.0004 | -0.006 | ||
| 94.40 | 98.10 | 10 | 44.9% | 0.99 | 0.0005 | 0.000 | 165 | 0 | 0.7500 | 21 | 42.2% | -0.01 | 0.0005 | -0.007 | ||
| 89.50 | 93.20 | 27 | 43.0% | 0.99 | 0.0006 | 0.000 | 170 | 0 | 0.7500 | 49 | 39.8% | -0.01 | 0.0007 | -0.008 | ||
| 84.70 | 88.30 | 8 | 41.6% | 0.98 | 0.0008 | 0.000 | 175 | 0 | 0.8000 | 33 | 37.8% | -0.02 | 0.0008 | -0.010 | ||
| 79.80 | 83.50 | 3 | 40.2% | 0.98 | 0.0010 | 0.000 | 180 | 0.0500 | 0.8000 | 67 | 35.8% | -0.02 | 0.0010 | -0.012 | ||
| 74.90 | 78.30 | 2 | 36.6% | 0.97 | 0.0012 | 0.000 | 185 | 0.1000 | 1.00 | 26 | 35.0% | -0.03 | 0.0013 | -0.014 | ||
| 70.10 | 73.20 | 13 | 34.2% | 0.97 | 0.0015 | 0.000 | 190 | 0 | 1.15 | 219 | 33.0% | -0.04 | 0.0016 | -0.017 | ||
| 65.40 | 68.40 | 23 | 33.5% | 0.96 | 0.0019 | 0.000 | 195 | 0.3500 | 1.30 | 48 | 32.9% | -0.04 | 0.0020 | -0.020 | ||
| 60.70 | 63.50 | 22 | 32.2% | 0.95 | 0.0023 | -0.001 | 200 | 0.5500 | 1.50 | 113 | 32.0% | -0.06 | 0.0024 | -0.023 | ||
| 51.30 | 54.30 | 129 | 30.7% | 0.92 | 0.0034 | -0.012 | 210 | 1.25 | 2.20 | 207 | 30.8% | -0.08 | 0.0036 | -0.031 | ||
| 42.30 | 45.40 | 48 | 29.4% | 0.88 | 0.0049 | -0.024 | 220 | 2.20 | 3.20 | 10 | 41 | 29.4% | -0.13 | 0.0050 | -0.039 | |
| 34.00 | 37.00 | 140 | 28.5% | 0.82 | 0.0066 | -0.037 | 230 | 3.70 | 4.70 | 107 | 28.2% | -0.19 | 0.0067 | -0.049 | ||
| 26.60 | 29.20 | 99 | 27.8% | 0.75 | 0.0084 | -0.049 | 240 | 5.80 | 8.00 | 225 | 28.3% | -0.26 | 0.0085 | -0.057 | ||
| 20.10 | 22.80 | 164 | 27.6% | 0.65 | 0.0100 | -0.058 | 250 | 9.00 | 10.90 | 98 | 27.1% | -0.36 | 0.0100 | -0.062 | ||
| 14.30 | 16.80 | 540 | 26.6% | 0.55 | 0.0109 | -0.063 | 260 | 13.10 | 15.80 | 46 | 26.9% | -0.46 | 0.0110 | -0.064 | ||
| 9.90 | 12.00 | 288 | 26.1% | 0.44 | 0.0111 | -0.063 | 270 | 17.70 | 20.70 | 11 | 25.2% | -0.57 | 0.0113 | -0.061 | ||
| 6.70 | 8.30 | 120 | 25.8% | 0.34 | 0.0103 | -0.058 | 280 | 24.10 | 27.20 | 1 | 24.7% | -0.68 | 0.0108 | -0.054 | ||
| 4.20 | 5.70 | 160 | 25.6% | 0.25 | 0.0089 | -0.050 | 290 | 32.00 | 34.90 | 1 | 24.9% | -0.78 | 0.0099 | -0.046 | ||
| 2.55 | 3.70 | 7 | 265 | 25.3% | 0.18 | 0.0073 | -0.042 | 300 | 40.40 | 43.10 | 24.2% | -0.86 | 0.0087 | -0.036 | ||
| 1.50 | 2.35 | 25 | 25.2% | 0.12 | 0.0057 | -0.033 | 310 | 49.50 | 52.20 | 22.9% | -0.92 | 0.0077 | -0.025 | |||
| 0.8000 | 2.30 | 4 | 26.9% | 0.09 | 0.0043 | -0.025 | 320 | 58.60 | 62.30 | -0.98 | 0.0062 | -0.030 | ||||
| 0.2000 | 2.00 | 3 | 27.6% | 0.06 | 0.0032 | -0.019 | 330 | 68.70 | 72.30 | -1.00 | 0.0002 | -0.078 | ||||
| 0.2000 | 1.10 | 4 | 27.3% | 0.04 | 0.0023 | -0.014 | 340 | 78.60 | 82.30 | -1.00 | 0.0000 | -0.087 | ||||
| 0 | 0.7500 | 2 | 27.0% | 0.03 | 0.0017 | -0.011 | 350 | 88.70 | 92.30 | -1.00 | 0.0000 | -0.087 | ||||
| 0.0500 | 0.7000 | 2 | 29.2% | 0.02 | 0.0012 | -0.008 | 360 | 98.70 | 102.30 | -1.00 | 0.0000 | -0.087 | ||||
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 — Dec 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