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ALLEAllegion Public Limited Company

Options Analysis Report•SERVICES-DETECTIVE, GUARD & ARMORED CAR SERVICES
Market Cap $13.4B|NYSE
● 2026-08-31$157.48
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y -6.3%YTD -2.1%7D -3.2%
58
30D
±7.0%
3%

ALLE Options Overview

bullish flow. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.2VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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ALLE Gamma Walls

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Value

Is IV priced right?

8.3
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 30.5% — cheap vs history

<1.05x

IV/HV 1.14x — IV premium over HV

Sector Relative≤50%

Sector percentile 34% — below sector median

<1.1x

Front/Back 0.90x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 25.8% — normal range

<80%

Effective IV 60.3% (ATM 25.8% + spread 17.2% + bias) — good value

<3.0%

Total drag 24.85% (spread 17.24% + slippage 7.61%) — high friction

≥5.0

Vega efficiency 26.18 (vega 45.133 / spread 17.24%) — efficient

Sentiment

Bullish or bearish?

5.1
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Moderate signal (Conviction: +19%, Raw: +17%)
|net sentiment| ≥25%

Conviction-weighted: +19% (bullish) — Raw: +17%

≥15%

|OI skew| 71.7% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew -65.5%, OI skew +71.7% — divergent (opposite)

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +0%, ATM: +24%, OTM: -100% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 93% — very bearish vs sector

Activity

Unusual activity?

3.2
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.2x avg — normal

≥15%

Vol/OI 1.2% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +6.0% (5d) — building

Sector Relative≥60%

Sector activity percentile 17% — quiet vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 65% — urgent

≥30

Conviction +19 (bullish) — mixed

Liquidity

Can I trade efficiently?

2.9
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks1/8 checks passed
≤5.0%

Spread 17.2% — wide

≥10,000

OI 4,922 — thin

≥500

Volume 58/day — thin

≤$0.50

$0.86 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 36% — tighter than sector

≥100 contracts

Depth 29.2 contracts (bid:13.0 ask:16.2) — thin

<1.0%

Avg slippage 7.61% — poor

Timing

Is now a good time?

6.7
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope -9.7% — contango

<30 or >70

IV percentile 30% — neutral

≥10pts kink

IV kink -1.8pts — no clear event

<0.5 or >2.0

θ/ν ratio 1319.68 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +19% @ 60% consistency — unclear

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls6.1
bullishIV cheap, mixed flow
Long Puts6.1
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put3.9
bullishIV too cheap, mixed flow
Covered Call3.8
bearishIV too cheap, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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