ALLE · Expected Move
Allegion Public Limited Company
The expected move for ALLE is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
ALLE straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current ALLE Expected Move
30-Day Straddle
$9.75
7-Day Straddle
$9.75
30-Day ATM IV
24.7%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to ALLE's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
ALLE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $9.75 | $9.75 | 24.7% | 16% |
| 20261023 | $9.25 | $9.25 | 23.1% | 8% |
| 20261022 | $10.60 | $10.60 | 26.4% | 25% |
| 20261021 | $12.55 | $12.55 | 34.6% | 68% |
| 20261020 | $11.40 | $11.40 | 30.8% | 48% |
| 20261019 | $12.80 | $12.80 | 34.6% | 68% |
| 20261016 | $12.75 | $2.10 | 33.4% | 62% |
| 20261015 | $12.20 | $2.15 | 31.5% | 52% |
| 20261014 | $12.40 | $4.38 | 31.3% | 51% |
| 20261013 | $12.85 | $3.90 | 31.9% | 54% |
| 20261012 | $12.30 | $4.43 | 31.6% | 52% |
| 20261009 | $12.35 | $4.72 | 30.1% | 44% |
| 20261008 | $13.15 | $4.90 | 31.8% | 53% |
| 20261007 | $12.70 | $5.88 | 30.0% | 44% |
| 20261006 | $12.85 | $5.00 | 28.9% | 38% |
| 20261005 | $12.75 | $4.65 | 28.1% | 34% |
| 20261002 | $5.80 | $5.80 | 28.0% | 33% |
| 20261001 | $5.85 | $5.85 | 28.8% | 38% |
| 20260930 | $6.22 | $6.22 | 28.3% | 35% |
| 20260929 | $6.50 | $6.50 | 27.8% | 32% |
| 20260928 | $6.95 | $6.95 | 28.3% | 35% |
| 20260925 | $7.28 | $7.28 | 27.5% | 30% |
| 20260924 | $8.32 | $8.32 | 28.2% | 34% |
| 20260923 | $7.90 | $7.90 | 26.9% | 28% |
| 20260922 | $7.42 | $7.42 | 25.6% | 21% |
| 20260921 | $7.62 | $7.62 | 24.9% | 17% |
| 20260918 | $8.18 | $3.65 | 23.1% | 8% |
| 20260917 | $8.30 | $2.92 | 23.9% | 12% |
| 20260916 | $8.95 | $4.50 | 25.5% | 20% |
| 20260915 | $9.00 | $3.40 | 25.0% | 17% |
| 20260914 | $9.50 | $3.92 | 26.0% | 23% |
| 20260911 | $9.55 | $4.45 | 24.7% | 16% |
| 20260910 | $9.25 | $4.62 | 24.1% | 13% |
| 20260909 | $10.10 | $5.30 | 25.9% | 22% |
| 20260908 | $10.45 | $5.50 | 26.0% | 23% |
| 20260904 | $10.70 | $6.05 | 24.8% | 16% |
| 20260903 | $10.55 | $6.40 | 24.8% | 17% |
| 20260902 | $6.38 | $6.38 | 24.7% | 16% |
| 20260901 | $7.85 | $7.85 | 26.3% | 24% |
| 20260831 | $7.25 | $7.25 | 25.9% | 22% |
| 20260828 | $7.67 | $7.67 | 24.6% | 15% |
| 20260827 | $7.95 | $7.95 | 25.5% | 20% |
| 20260826 | $8.70 | $8.70 | 26.7% | 26% |
| 20260825 | $8.60 | $8.60 | 26.2% | 24% |
| 20260824 | $9.05 | $9.05 | 26.6% | 26% |
| 20260821 | $9.55 | $2.98 | 25.3% | 19% |
| 20260820 | $9.20 | $3.10 | 25.0% | 18% |
| 20260819 | $8.80 | $3.27 | 23.4% | 9% |
| 20260818 | $8.80 | $3.47 | 23.7% | 11% |
| 20260817 | $9.40 | $4.78 | 23.4% | 9% |
| 20260814 | $8.80 | $3.90 | 21.7% | 0% |
| 20260813 | $10.10 | $4.60 | 23.8% | 8% |
| 20260812 | $9.95 | $4.83 | 23.3% | 5% |
| 20260811 | $10.10 | $5.32 | 23.1% | 4% |
| 20260810 | $9.95 | $5.20 | 22.9% | 3% |
| 20260807 | — | — | 22.4% | 0% |
| 20260806 | $11.65 | $7.33 | 25.0% | 9% |
| 20260805 | $7.12 | $7.12 | 25.5% | 12% |
| 20260804 | $7.95 | $7.95 | 27.0% | 21% |
| 20260803 | $7.45 | $7.45 | 25.3% | 11% |
More on ALLE
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.