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Allegro MicroSystems, Inc. Common Stock ALGM

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Market dataready · fetched 2026-11-10T22:34:09.289Z

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

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 · 2026-11-10T22:21:07.740940502Z

FundamentalsSEC EDGAR · ready · as of 2026-09-25 · fetched 2026-11-10T22:34:08.617624+00:00

Share price$30.89
1D+1.7%
AH$29.87$30.35$30.83$31.30$31.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALGM
Sold putSold callAH

Allegro MicroSystems, Inc. Common Stock options

Live interpolated ALGM call and put midpoint premiums by absolute delta.Allegro MicroSystems, Inc. Common Stock$0.31$1.79$3.28$4.77$6.25$23.22$27.04$30.86$34.67$38.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALGM spot · $30.89ALGM PRICE$0.47$0.63$0.80$0.97$1.16$1.43$1.69$1.96$2.22$2.69$3.21$3.73$4.34$0.59$0.79$1.00$1.21$1.44$1.76$2.08$2.40$2.72$3.31$3.93$4.55$5.83
PutsCheap0.76×
CallsCheap0.74×
SkewBearish+2.53 pp
Implied moveBearish±$3.77
TiltBearish11.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.4087.9%16.1%27.3995.4%13.2%
25Δ34.4886.1%13.6%28.1193.5%11.5%
30Δ33.7685.7%11.9%28.7992.1%10.0%
35Δ33.0585.4%10.1%29.4690.7%8.5%
40Δ32.3785.3%8.6%30.1189.6%7.2%
45Δ31.8186.0%7.6%30.7089.4%6.3%
50Δ31.2486.8%6.6%31.2889.2%5.5%
55Δ30.6887.6%5.7%31.8689.1%4.6%
60Δ30.1288.3%4.7%32.4588.9%3.8%
65Δ29.4391.1%4.0%33.2290.5%3.2%
70Δ28.7294.5%3.4%34.0292.3%2.6%
75Δ28.0097.9%2.7%34.8194.2%2.0%
80Δ27.21100.4%2.1%36.22101.0%1.6%

20Δ

Calls
Pseudo strike
35.40
IV
87.9%
B/E move
16.1%
Puts
Pseudo strike
27.39
IV
95.4%
B/E move
13.2%

25Δ

Calls
Pseudo strike
34.48
IV
86.1%
B/E move
13.6%
Puts
Pseudo strike
28.11
IV
93.5%
B/E move
11.5%

30Δ

Calls
Pseudo strike
33.76
IV
85.7%
B/E move
11.9%
Puts
Pseudo strike
28.79
IV
92.1%
B/E move
10.0%

35Δ

Calls
Pseudo strike
33.05
IV
85.4%
B/E move
10.1%
Puts
Pseudo strike
29.46
IV
90.7%
B/E move
8.5%

40Δ

Calls
Pseudo strike
32.37
IV
85.3%
B/E move
8.6%
Puts
Pseudo strike
30.11
IV
89.6%
B/E move
7.2%

45Δ

Calls
Pseudo strike
31.81
IV
86.0%
B/E move
7.6%
Puts
Pseudo strike
30.70
IV
89.4%
B/E move
6.3%

50Δ

Calls
Pseudo strike
31.24
IV
86.8%
B/E move
6.6%
Puts
Pseudo strike
31.28
IV
89.2%
B/E move
5.5%

55Δ

Calls
Pseudo strike
30.68
IV
87.6%
B/E move
5.7%
Puts
Pseudo strike
31.86
IV
89.1%
B/E move
4.6%

60Δ

Calls
Pseudo strike
30.12
IV
88.3%
B/E move
4.7%
Puts
Pseudo strike
32.45
IV
88.9%
B/E move
3.8%

65Δ

Calls
Pseudo strike
29.43
IV
91.1%
B/E move
4.0%
Puts
Pseudo strike
33.22
IV
90.5%
B/E move
3.2%

70Δ

Calls
Pseudo strike
28.72
IV
94.5%
B/E move
3.4%
Puts
Pseudo strike
34.02
IV
92.3%
B/E move
2.6%

75Δ

Calls
Pseudo strike
28.00
IV
97.9%
B/E move
2.7%
Puts
Pseudo strike
34.81
IV
94.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
27.21
IV
100.4%
B/E move
2.1%
Puts
Pseudo strike
36.22
IV
101.0%
B/E move
1.6%

Options history

IV · four-Friday blend68.65%
Daily close
ALGM60.4%73.1%85.8%2026-08-12: 71.08%2026-08-13: 70.16%2026-08-14: 70.21%2026-08-17: 68.64%2026-08-18: 73.55%2026-08-19: 74.27%2026-08-20: 84.00%2026-08-21: 68.19%2026-08-24: 68.05%2026-08-25: 66.05%2026-08-26: 67.86%2026-08-27: 66.29%2026-08-28: 64.86%2026-08-31: 62.11%2026-09-01: 67.41%2026-09-02: 63.97%2026-09-03: 64.36%2026-09-04: 63.95%2026-09-08: 67.24%2026-09-09: 66.21%2026-09-10: 64.90%2026-09-11: 63.61%2026-09-14: 70.01%2026-09-15: 69.10%2026-09-18: 64.61%2026-09-21: 65.84%2026-09-22: 66.46%2026-09-23: 64.82%2026-09-24: 65.83%2026-09-25: 66.37%2026-09-28: 67.78%2026-09-29: 67.55%2026-09-30: 68.02%2026-10-01: 66.52%2026-10-02: 67.09%2026-10-05: 67.44%2026-10-06: 65.80%2026-10-07: 66.59%2026-10-08: 66.12%2026-10-09: 64.96%2026-10-12: 68.53%2026-10-13: 68.90%2026-10-14: 71.97%2026-10-16: 70.85%2026-10-19: 70.75%2026-10-20: 70.92%2026-10-21: 71.37%2026-10-22: 71.80%2026-10-23: 74.07%2026-10-26: 73.89%2026-10-27: 74.95%2026-10-28: 75.47%2026-10-29: 65.13%2026-10-30: 68.65%Aug 12Sep 22Oct 30
54 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
71.08%
70.16%
70.21%
68.64%
73.55%
74.27%
84.00%
68.19%
68.05%
66.05%
67.86%
66.29%
64.86%
62.11%
67.41%
63.97%
64.36%
63.95%
67.24%
66.21%
64.90%
63.61%
70.01%
69.10%
64.61%
65.84%
66.46%
64.82%
65.83%
66.37%
67.78%
67.55%
68.02%
66.52%
67.09%
67.44%
65.80%
66.59%
66.12%
64.96%
68.53%
68.90%
71.97%
70.85%
70.75%
70.92%
71.37%
71.80%
74.07%
73.89%
74.95%
75.47%
65.13%
68.65%