ALSN
Allison Transmission Holdings, Open110.89−0.58 −0.52%USD
NYSE · as of Oct 13, 13:36 ET · 20m delay
Open
112.90
Prev close
111.47
Day range
110.07113.54
52-week range
76.01137.62
Volume
127.98K0.16×
Mkt cap
9.16B
P/E ttm
17.63
Fwd P/E
9.85
EPS ttm
6.29
Div yield
1.04%
Earnings
Aug 3, 2026
From 52w high
−19.42%
ALSN market-implied price distribution
ALSN Price at Expiry
27 OTM quotes · ATM IV 38.7%
Days to expiry
38
Fri, Nov 20, 2026
P(finish above spot)
53%
spot 110.89
Expected price
112.81
forward 111.36
68% range
100–123
−9.7% / +11.0%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 85.91 | −22.5% |
| 16% | 100.19 | −9.7% |
| 25% | 104.38 | −5.9% |
| 50% (median) | 111.67 | +0.7% |
| 75% | 118.94 | +7.3% |
| 84% | 123.14 | +11.0% |
| 95% | 138.80 | +25.2% |
Move Odds
| Up 5% or more (116.43) | 32% |
|---|---|
| Up 10% or more (121.98) | 18% |
| Down 5% or more (105.35) | 28% |
| Down 10% or more (99.80) | 15% |
Options price a 10%+ drop at 15%, 0.7× the 21% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.