ALLEAllegion Public Limited Company
Options Analysis Report•SERVICES-DETECTIVE, GUARD & ARMORED CAR SERVICES
Market Cap $12.4B|NYSE
● 2026-04-17$144.32
BEARISH
Analysis: 2026-04-16 EOD data
1Y +17.1%YTD -10.3%7D -0.3%
Options Vol
41
30D
Implied Move
±9.3%
IV Rank
8%
ALLE Options Overview
Mixed signals. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.4
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks4/9 checks passed
IV Rank
≤35%IV Rank 46.5% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.36x — IV premium over HV
Sector Relative≤50%
Sector percentile 43% — below sector median
Term Structure
<1.1xFront/Back 1.18x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 34.7% — normal range
Spread-Adjusted Value
<80%Effective IV 138.0% (ATM 34.7% + spread 51.7% + bias) — expensive
Execution Efficiency
<3.0%Total drag 60.53% (spread 51.67% + slippage 8.86%) — high friction
Vega Efficiency
≥5.0Vega efficiency 8.64 (vega 44.634 / spread 51.67%) — efficient
Sentiment
Bullish or bearish?
2.1
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Moderate signal (Conviction: -64%, Raw: -58%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -64% (strong bearish) — Raw: -58%
OI Skew Magnitude
≥15%|OI skew| 47.5% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -90.2%, OI skew +47.5% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 93%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -100%, ATM: -50%, OTM: +100% — strong bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 97% — very bearish vs sector
Activity
Unusual activity?
4.1
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 1.3x avg — normal
Turnover Rate
≥15%Vol/OI 3.5% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change -6.5% (5d) — unwinding
Sector Relative≥60%
Sector activity percentile 48% — neutral vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 5% — patient
Flow Conviction
≥30Conviction -64 (bearish) — strong conviction
Liquidity
Can I trade efficiently?
2.6
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks0/8 checks passed
Tradeable Spread
≤5.0%Spread 51.7% — wide
Adequate OI
≥10,000OI 1,182 — thin
Active Volume
≥500Volume 41/day — thin
Reasonable Cost
≤$0.50$2.58 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 45% — neutral vs sector
Order Book Depth
≥100 contractsDepth 30.4 contracts (bid:16.4 ask:14.0) — thin
Execution Quality
<1.0%Avg slippage 8.86% — poor
Timing
Is now a good time?
6.4
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +18.2% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 46% — neutral
Event Detection
≥10pts kinkIV kink 4.6pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1444.48 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)caution advised: Earnings in 6d (elevated risk)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -64% @ 81% consistency — STRONG directional (bearish)
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls4.0
bullishIV fair, bearish flow
Long Puts6.0
bearishIV fair, bearish flow
Premium Sellers
Cash-Secured Put3.6
bullishIV fair, bearish flow
Covered Call5.6
bearishIV fair, bearish flow
For educational purposes only. Not investment advice.