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Astera Labs, Inc. Common Stock ALAB

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-07T04:25:16.857Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:57:39.712567986Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T04:25:16.411753+00:00

Share price$190.00
1D-1.7%
AH$179$184$189$194$1995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALAB
Sold putSold callAH

Astera Labs, Inc. Common Stock options

Live interpolated ALAB call and put midpoint premiums by absolute delta.Astera Labs, Inc. Common Stock$2.34$9.17$16.00$22.83$29.66$128.16$166.23$204.29$242.36$280.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ALAB spot · $190.00ALAB PRICE$3.08$4.12$5.28$6.55$7.91$9.46$11.13$13.11$15.22$17.74$20.98$24.52$27.69$4.05$5.28$6.65$8.04$9.61$11.31$13.32$15.37$17.56$20.27$23.53$26.64
Puts——
CallsCheap0.68×
Skew——
Implied moveBearish±$24.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ219.51112.7%17.2%166.57126.6%14.5%
25Δ213.95113.1%14.8%171.95123.2%12.3%
30Δ209.19114.2%12.9%176.57121.2%10.6%
35Δ204.77115.1%11.2%180.92118.1%9.0%
40Δ200.53115.2%9.7%184.91116.5%7.7%
45Δ196.55116.2%8.4%188.75114.7%6.6%
50Δ192.66117.0%7.3%192.55114.5%5.7%
55Δ188.78118.8%6.3%196.30112.9%4.8%
60Δ184.84119.9%5.3%200.06111.2%3.9%
65Δ180.72121.9%4.4%204.10110.6%3.2%
70Δ176.12126.5%3.7%208.54110.9%2.6%
75Δ171.19129.5%3.0%212.83108.6%2.0%
80Δ166.54127.2%2.2%

20Δ

Calls
Pseudo strike
219.51
IV
112.7%
B/E move
17.2%
Puts
Pseudo strike
166.57
IV
126.6%
B/E move
14.5%

25Δ

Calls
Pseudo strike
213.95
IV
113.1%
B/E move
14.8%
Puts
Pseudo strike
171.95
IV
123.2%
B/E move
12.3%

30Δ

Calls
Pseudo strike
209.19
IV
114.2%
B/E move
12.9%
Puts
Pseudo strike
176.57
IV
121.2%
B/E move
10.6%

35Δ

Calls
Pseudo strike
204.77
IV
115.1%
B/E move
11.2%
Puts
Pseudo strike
180.92
IV
118.1%
B/E move
9.0%

40Δ

Calls
Pseudo strike
200.53
IV
115.2%
B/E move
9.7%
Puts
Pseudo strike
184.91
IV
116.5%
B/E move
7.7%

45Δ

Calls
Pseudo strike
196.55
IV
116.2%
B/E move
8.4%
Puts
Pseudo strike
188.75
IV
114.7%
B/E move
6.6%

50Δ

Calls
Pseudo strike
192.66
IV
117.0%
B/E move
7.3%
Puts
Pseudo strike
192.55
IV
114.5%
B/E move
5.7%

55Δ

Calls
Pseudo strike
188.78
IV
118.8%
B/E move
6.3%
Puts
Pseudo strike
196.30
IV
112.9%
B/E move
4.8%

60Δ

Calls
Pseudo strike
184.84
IV
119.9%
B/E move
5.3%
Puts
Pseudo strike
200.06
IV
111.2%
B/E move
3.9%

65Δ

Calls
Pseudo strike
180.72
IV
121.9%
B/E move
4.4%
Puts
Pseudo strike
204.10
IV
110.6%
B/E move
3.2%

70Δ

Calls
Pseudo strike
176.12
IV
126.5%
B/E move
3.7%
Puts
Pseudo strike
208.54
IV
110.9%
B/E move
2.6%

75Δ

Calls
Pseudo strike
171.19
IV
129.5%
B/E move
3.0%
Puts
Pseudo strike
212.83
IV
108.6%
B/E move
2.0%

80Δ

Calls
Pseudo strike
166.54
IV
127.2%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend112.22%
Daily close
ALAB71.1%93.2%115.3%2026-08-10: 97.43%2026-08-11: 91.15%2026-08-12: 91.23%2026-08-13: 94.01%2026-08-14: 84.76%2026-08-17: 92.40%2026-08-18: 90.37%2026-08-19: 84.52%2026-08-20: 83.58%2026-08-21: 80.81%2026-08-24: 87.59%2026-08-25: 82.28%2026-08-26: 84.19%2026-08-27: 83.51%2026-08-28: 75.17%2026-08-31: 77.58%2026-09-01: 83.09%2026-09-02: 80.49%2026-09-03: 83.84%2026-09-04: 80.52%2026-09-08: 87.43%2026-09-09: 82.00%2026-09-10: 80.34%2026-09-11: 75.12%2026-09-14: 80.48%2026-09-15: 79.01%2026-09-16: 77.87%2026-09-17: 79.39%2026-09-18: 74.11%2026-09-21: 88.18%2026-09-22: 87.50%2026-09-23: 89.12%2026-09-24: 84.95%2026-09-25: 80.35%2026-09-28: 90.72%2026-09-29: 89.64%2026-09-30: 103.47%2026-10-01: 109.25%2026-10-02: 76.78%2026-10-05: 79.00%2026-10-06: 81.10%2026-10-07: 80.38%2026-10-08: 83.84%2026-10-09: 78.41%2026-10-12: 82.64%2026-10-13: 90.27%2026-10-14: 98.27%2026-10-15: 91.76%2026-10-16: 92.37%2026-10-19: 93.38%2026-10-20: 93.45%2026-10-21: 92.98%2026-10-22: 104.28%2026-10-23: 98.58%2026-10-26: 106.24%2026-10-27: 103.48%2026-10-28: 106.27%2026-10-29: 107.34%2026-10-30: 112.22%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
97.43%
91.15%
91.23%
94.01%
84.76%
92.40%
90.37%
84.52%
83.58%
80.81%
87.59%
82.28%
84.19%
83.51%
75.17%
77.58%
83.09%
80.49%
83.84%
80.52%
87.43%
82.00%
80.34%
75.12%
80.48%
79.01%
77.87%
79.39%
74.11%
88.18%
87.50%
89.12%
84.95%
80.35%
90.72%
89.64%
103.47%
109.25%
76.78%
79.00%
81.10%
80.38%
83.84%
78.41%
82.64%
90.27%
98.27%
91.76%
92.37%
93.38%
93.45%
92.98%
104.28%
98.58%
106.24%
103.48%
106.27%
107.34%
112.22%