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Allegro Microsystems Inc ALGM

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-21T17:01:44.741Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:01:22.756257184Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:44.254929+00:00

Share price$34.74
1D-0.3%
$34.12$34.35$34.59$34.82$35.055:30 AM6:30 AM9:00 AM1:00 PMALGM
Sold putSold call

Allegro Microsystems Inc options

Live interpolated ALGM call and put midpoint premiums by absolute delta.Allegro Microsystems Inc$0.54$3.13$5.72$8.31$10.90$24.13$29.42$34.71$40.00$45.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALGM spot · $34.74ALGM PRICE$0.82$1.07$1.33$1.65$1.99$2.37$2.77$3.21$3.74$4.27$4.93$5.62$6.42$1.05$1.41$1.82$2.24$2.69$3.14$3.75$4.41$5.15$6.02$6.99$8.16$10.15
PutsFair0.95×
CallsCheap0.94×
SkewBearish+1.93 pp
Implied moveBearish±$6.52
TiltBearish17.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.6381.1%27.9%29.2783.2%18.8%
25Δ41.8880.5%23.7%30.5482.3%16.1%
30Δ40.2778.7%19.7%31.6382.8%14.2%
35Δ39.0478.6%17.1%32.7082.9%12.3%
40Δ37.8978.9%14.8%33.7381.6%10.7%
45Δ36.8179.1%12.8%34.7680.2%9.0%
50Δ35.7879.2%11.0%35.8180.1%7.7%
55Δ34.7579.4%9.3%36.8780.4%6.6%
60Δ33.7579.9%7.9%37.9980.7%5.5%
65Δ32.7480.5%6.5%39.1980.9%4.5%
70Δ31.6780.7%5.4%40.4981.1%3.6%
75Δ30.5980.8%4.2%41.9581.2%2.7%
80Δ29.4380.3%3.2%44.1885.3%2.0%

20Δ

Calls
Pseudo strike
43.63
IV
81.1%
B/E move
27.9%
Puts
Pseudo strike
29.27
IV
83.2%
B/E move
18.8%

25Δ

Calls
Pseudo strike
41.88
IV
80.5%
B/E move
23.7%
Puts
Pseudo strike
30.54
IV
82.3%
B/E move
16.1%

30Δ

Calls
Pseudo strike
40.27
IV
78.7%
B/E move
19.7%
Puts
Pseudo strike
31.63
IV
82.8%
B/E move
14.2%

35Δ

Calls
Pseudo strike
39.04
IV
78.6%
B/E move
17.1%
Puts
Pseudo strike
32.70
IV
82.9%
B/E move
12.3%

40Δ

Calls
Pseudo strike
37.89
IV
78.9%
B/E move
14.8%
Puts
Pseudo strike
33.73
IV
81.6%
B/E move
10.7%

45Δ

Calls
Pseudo strike
36.81
IV
79.1%
B/E move
12.8%
Puts
Pseudo strike
34.76
IV
80.2%
B/E move
9.0%

50Δ

Calls
Pseudo strike
35.78
IV
79.2%
B/E move
11.0%
Puts
Pseudo strike
35.81
IV
80.1%
B/E move
7.7%

55Δ

Calls
Pseudo strike
34.75
IV
79.4%
B/E move
9.3%
Puts
Pseudo strike
36.87
IV
80.4%
B/E move
6.6%

60Δ

Calls
Pseudo strike
33.75
IV
79.9%
B/E move
7.9%
Puts
Pseudo strike
37.99
IV
80.7%
B/E move
5.5%

65Δ

Calls
Pseudo strike
32.74
IV
80.5%
B/E move
6.5%
Puts
Pseudo strike
39.19
IV
80.9%
B/E move
4.5%

70Δ

Calls
Pseudo strike
31.67
IV
80.7%
B/E move
5.4%
Puts
Pseudo strike
40.49
IV
81.1%
B/E move
3.6%

75Δ

Calls
Pseudo strike
30.59
IV
80.8%
B/E move
4.2%
Puts
Pseudo strike
41.95
IV
81.2%
B/E move
2.7%

80Δ

Calls
Pseudo strike
29.43
IV
80.3%
B/E move
3.2%
Puts
Pseudo strike
44.18
IV
85.3%
B/E move
2.0%

Options history

ALGM58.8183.24107.662026-07-23: 103.71%2026-07-24: 104.17%2026-07-27: 104.29%2026-07-28: 103.80%2026-07-29: 102.28%2026-07-30: 89.10%2026-07-31: 90.38%2026-08-03: 88.51%2026-08-04: 87.44%2026-08-05: 84.47%2026-08-06: 83.66%2026-08-07: 81.05%2026-08-10: 77.20%2026-08-11: 73.78%2026-08-12: 71.12%2026-08-13: 70.47%2026-08-14: 70.21%2026-08-17: 68.65%2026-08-18: 73.51%2026-08-19: 74.22%2026-08-20: 83.21%2026-08-21: 68.21%2026-08-24: 68.21%2026-08-25: 66.56%2026-08-26: 67.69%2026-08-27: 66.42%2026-08-28: 65.22%2026-08-31: 62.18%2026-09-01: 67.50%2026-09-02: 65.11%2026-09-03: 64.42%2026-09-04: 64.63%2026-09-08: 67.12%2026-09-09: 66.22%2026-09-10: 64.91%2026-09-11: 63.58%2026-09-14: 70.02%2026-09-15: 69.16%2026-09-16: 66.19%2026-09-18: 64.58%2026-09-21: 65.80%2026-09-22: 66.23%2026-09-23: 65.89%2026-09-24: 65.84%2026-09-25: 66.38%2026-09-28: 67.95%2026-09-29: 67.52%2026-09-30: 68.06%2026-10-01: 66.52%2026-10-02: 66.48%2026-10-05: 67.45%2026-10-06: 65.93%2026-10-07: 66.59%2026-10-08: 66.12%2026-10-09: 64.87%2026-10-12: 68.55%2026-10-13: 68.90%2026-10-14: 71.86%2026-10-16: 70.85%2026-10-19: 70.75%2026-10-20: 70.70%Jul 23Oct 20
Table
DateIV
103.71%
104.17%
104.29%
103.80%
102.28%
89.10%
90.38%
88.51%
87.44%
84.47%
83.66%
81.05%
77.20%
73.78%
71.12%
70.47%
70.21%
68.65%
73.51%
74.22%
83.21%
68.21%
68.21%
66.56%
67.69%
66.42%
65.22%
62.18%
67.50%
65.11%
64.42%
64.63%
67.12%
66.22%
64.91%
63.58%
70.02%
69.16%
66.19%
64.58%
65.80%
66.23%
65.89%
65.84%
66.38%
67.95%
67.52%
68.06%
66.52%
66.48%
67.45%
65.93%
66.59%
66.12%
64.87%
68.55%
68.90%
71.86%
70.85%
70.75%
70.70%