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 ±7.3% (229.68–266.08) · ATM IV 29.5% · P/C open interest 2.49
| 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 | |
| 86.70 | 90.70 | 83.3% | 1.00 | 0.0003 | -0.008 | 160 | 0 | 2.15 | 85.8% | -0.00 | 0.0003 | -0.007 | ||||
| 81.40 | 85.70 | 75.4% | 1.00 | 0.0004 | -0.010 | 165 | 0 | 2.15 | 80.7% | -0.01 | 0.0004 | -0.009 | ||||
| 76.40 | 80.80 | 71.4% | 0.99 | 0.0006 | -0.012 | 170 | 0 | 1.35 | 9 | 69.1% | -0.01 | 0.0005 | -0.011 | |||
| 71.80 | 75.80 | 69.7% | 0.99 | 0.0008 | -0.015 | 175 | 0 | 1.15 | 4 | 62.7% | -0.01 | 0.0007 | -0.013 | |||
| 66.50 | 70.90 | 63.4% | 0.99 | 0.0010 | -0.018 | 180 | 0 | 1.35 | 5 | 60.1% | -0.01 | 0.0009 | -0.016 | |||
| 61.90 | 65.40 | 58.1% | 0.98 | 0.0012 | -0.021 | 185 | 0 | 0.7500 | 63 | 50.2% | -0.02 | 0.0012 | -0.020 | |||
| 57.00 | 60.30 | 1 | 53.5% | 0.98 | 0.0016 | -0.025 | 190 | 0 | 0.8000 | 8 | 94 | 46.8% | -0.02 | 0.0015 | -0.024 | |
| 51.80 | 55.10 | 2 | 46.3% | 0.97 | 0.0021 | -0.031 | 195 | 0 | 0.7000 | 8 | 120 | 41.9% | -0.03 | 0.0020 | -0.029 | |
| 47.20 | 49.90 | 12 | 43.4% | 0.96 | 0.0027 | -0.037 | 200 | 0.0500 | 0.6000 | 1 | 212 | 37.6% | -0.04 | 0.0027 | -0.036 | |
| 38.00 | 40.10 | 5 | 6 | 40.0% | 0.93 | 0.0046 | -0.053 | 210 | 0.5000 | 0.9000 | 405 | 1,635 | 35.4% | -0.07 | 0.0046 | -0.053 |
| 28.30 | 30.80 | 32 | 34.5% | 0.88 | 0.0076 | -0.075 | 220 | 1.15 | 1.75 | 11 | 398 | 33.3% | -0.12 | 0.0075 | -0.074 | |
| 19.70 | 22.40 | 2 | 563 | 32.3% | 0.79 | 0.0117 | -0.100 | 230 | 2.50 | 3.50 | 290 | 1,457 | 31.8% | -0.21 | 0.0117 | -0.100 |
| 12.90 | 14.80 | 3 | 369 | 31.0% | 0.65 | 0.0160 | -0.120 | 240 | 5.10 | 6.00 | 57 | 480 | 29.9% | -0.34 | 0.0160 | -0.121 |
| 6.70 | 8.90 | 90 | 364 | 28.5% | 0.48 | 0.0180 | -0.126 | 250 | 9.30 | 11.50 | 92 | 6 | 30.6% | -0.52 | 0.0181 | -0.126 |
| 3.80 | 4.80 | 71 | 387 | 28.9% | 0.31 | 0.0161 | -0.111 | 260 | 15.00 | 17.60 | 2 | 29.1% | -0.69 | 0.0162 | -0.112 | |
| 1.40 | 2.10 | 263 | 53 | 27.0% | 0.19 | 0.0119 | -0.086 | 270 | 22.70 | 25.10 | 28.1% | -0.81 | 0.0121 | -0.087 | ||
| 0.4500 | 0.9500 | 7 | 2 | 26.8% | 0.11 | 0.0080 | -0.062 | 280 | 31.60 | 34.10 | 28.5% | -0.89 | 0.0082 | -0.064 | ||
| 0.0500 | 2.35 | 1 | 3 | 36.9% | 0.07 | 0.0051 | -0.043 | 290 | 39.90 | 44.30 | -0.94 | 0.0054 | -0.046 | |||
| 0 | 1.15 | 1 | 36.4% | 0.04 | 0.0033 | -0.031 | 300 | 50.80 | 54.30 | 36.8% | -0.97 | 0.0035 | -0.034 | |||
| 0 | 1.55 | 5 | 43.7% | 0.03 | 0.0021 | -0.022 | 310 | 59.90 | 64.10 | -0.98 | 0.0023 | -0.024 | ||||
| 0 | 1.35 | 47.3% | 0.02 | 0.0014 | -0.016 | 320 | 69.90 | 74.10 | -0.99 | 0.0014 | -0.016 | |||||
| 0 | 1.35 | 51.7% | 0.01 | 0.0010 | -0.012 | 330 | 79.90 | 84.10 | -1.00 | 0.0008 | -0.009 | |||||
| 0 | 1.35 | 56.0% | 0.01 | 0.0007 | -0.009 | 340 | 89.90 | 94.10 | -1.00 | 0.0004 | -0.005 | |||||
| 0 | 1.35 | 60.0% | 0.01 | 0.0005 | -0.007 | 350 | 99.90 | 104.10 | -1.00 | 0.0002 | -0.002 | |||||
| 0 | 1.15 | 62.2% | 0.00 | 0.0003 | -0.005 | 360 | 109.90 | 114.10 | -1.00 | 0.0001 | -0.001 | |||||
| 0 | 2.15 | 73.4% | 0.00 | 0.0002 | -0.004 | 370 | 119.90 | 123.90 | -1.00 | 0.0000 | -0.000 | |||||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs