Astera Labs, Inc. Common Stock ALAB
i
Market dataready · fetched 2026-11-06T20:55:39.652Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-06T20:55:37.701161498Z
FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T20:55:38.899474+00:00
Astera Labs, Inc. Common Stock options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 217.73 | 110.1% | 16.7% | 165.85 | 126.6% | 14.5% |
| 25Δ | 212.49 | 111.1% | 14.4% | 171.07 | 124.1% | 12.4% |
| 30Δ | 207.84 | 112.0% | 12.6% | 175.74 | 121.9% | 10.6% |
| 35Δ | 203.53 | 112.9% | 11.0% | 179.98 | 120.8% | 9.2% |
| 40Δ | 199.38 | 113.0% | 9.5% | 184.10 | 115.5% | 7.7% |
| 45Δ | 195.41 | 112.6% | 8.1% | 187.91 | 113.3% | 6.6% |
| 50Δ | 191.59 | 112.1% | 6.9% | 191.67 | 114.0% | 5.7% |
| 55Δ | 187.92 | 115.0% | 6.0% | 195.44 | 112.9% | 4.8% |
| 60Δ | 184.08 | 117.0% | 5.1% | 199.40 | 113.1% | 4.0% |
| 65Δ | 180.01 | 120.3% | 4.4% | 203.58 | 113.1% | 3.3% |
| 70Δ | 175.76 | 121.7% | 3.6% | 207.71 | 111.4% | 2.7% |
| 75Δ | 171.15 | 123.5% | 2.8% | 212.83 | 112.4% | 2.1% |
| 80Δ | 166.68 | 121.6% | 2.1% | 223.49 | 128.7% | 1.8% |
20Δ
- Pseudo strike
- 217.73
- IV
- 110.1%
- B/E move
- 16.7%
- Pseudo strike
- 165.85
- IV
- 126.6%
- B/E move
- 14.5%
25Δ
- Pseudo strike
- 212.49
- IV
- 111.1%
- B/E move
- 14.4%
- Pseudo strike
- 171.07
- IV
- 124.1%
- B/E move
- 12.4%
30Δ
- Pseudo strike
- 207.84
- IV
- 112.0%
- B/E move
- 12.6%
- Pseudo strike
- 175.74
- IV
- 121.9%
- B/E move
- 10.6%
35Δ
- Pseudo strike
- 203.53
- IV
- 112.9%
- B/E move
- 11.0%
- Pseudo strike
- 179.98
- IV
- 120.8%
- B/E move
- 9.2%
40Δ
- Pseudo strike
- 199.38
- IV
- 113.0%
- B/E move
- 9.5%
- Pseudo strike
- 184.10
- IV
- 115.5%
- B/E move
- 7.7%
45Δ
- Pseudo strike
- 195.41
- IV
- 112.6%
- B/E move
- 8.1%
- Pseudo strike
- 187.91
- IV
- 113.3%
- B/E move
- 6.6%
50Δ
- Pseudo strike
- 191.59
- IV
- 112.1%
- B/E move
- 6.9%
- Pseudo strike
- 191.67
- IV
- 114.0%
- B/E move
- 5.7%
55Δ
- Pseudo strike
- 187.92
- IV
- 115.0%
- B/E move
- 6.0%
- Pseudo strike
- 195.44
- IV
- 112.9%
- B/E move
- 4.8%
60Δ
- Pseudo strike
- 184.08
- IV
- 117.0%
- B/E move
- 5.1%
- Pseudo strike
- 199.40
- IV
- 113.1%
- B/E move
- 4.0%
65Δ
- Pseudo strike
- 180.01
- IV
- 120.3%
- B/E move
- 4.4%
- Pseudo strike
- 203.58
- IV
- 113.1%
- B/E move
- 3.3%
70Δ
- Pseudo strike
- 175.76
- IV
- 121.7%
- B/E move
- 3.6%
- Pseudo strike
- 207.71
- IV
- 111.4%
- B/E move
- 2.7%
75Δ
- Pseudo strike
- 171.15
- IV
- 123.5%
- B/E move
- 2.8%
- Pseudo strike
- 212.83
- IV
- 112.4%
- B/E move
- 2.1%
80Δ
- Pseudo strike
- 166.68
- IV
- 121.6%
- B/E move
- 2.1%
- Pseudo strike
- 223.49
- IV
- 128.7%
- B/E move
- 1.8%
Options history
Table
| Date | IV (%) |
|---|---|
| 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% |
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