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Allegro Microsystems Inc ALGM

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-21T17:52:49.936Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:52:22.837793924Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:51.126710+00:00

Share price$34.80
1D-0.1%
$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$0.53$3.13$5.73$8.33$10.94$24.18$29.47$34.77$40.07$45.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALGM spot · $34.80ALGM PRICE$0.81$1.07$1.33$1.67$2.03$2.41$2.80$3.22$3.73$4.24$4.87$5.55$6.31$1.05$1.41$1.81$2.22$2.70$3.17$3.80$4.47$5.18$5.95$6.86$8.12$10.19
PutsFair0.95×
CallsCheap0.93×
SkewBearish+2.06 pp
Implied moveBearish±$6.60
TiltBearish17.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.6580.7%27.8%29.3083.6%18.8%
25Δ41.9180.1%23.5%30.5882.5%16.2%
30Δ40.3078.2%19.6%31.6982.4%14.1%
35Δ39.1178.9%17.2%32.7782.2%12.2%
40Δ38.0280.3%15.1%33.8081.5%10.6%
45Δ36.9480.7%13.1%34.8380.8%9.0%
50Δ35.8880.1%11.1%35.8980.9%7.8%
55Δ34.8279.7%9.3%36.9681.3%6.6%
60Δ33.8279.6%7.9%38.0681.0%5.5%
65Δ32.8279.5%6.5%39.1980.0%4.5%
70Δ31.7779.5%5.3%40.4379.7%3.5%
75Δ30.7079.4%4.2%41.9880.8%2.7%
80Δ29.5878.7%3.1%44.2885.4%2.0%

20Δ

Calls
Pseudo strike
43.65
IV
80.7%
B/E move
27.8%
Puts
Pseudo strike
29.30
IV
83.6%
B/E move
18.8%

25Δ

Calls
Pseudo strike
41.91
IV
80.1%
B/E move
23.5%
Puts
Pseudo strike
30.58
IV
82.5%
B/E move
16.2%

30Δ

Calls
Pseudo strike
40.30
IV
78.2%
B/E move
19.6%
Puts
Pseudo strike
31.69
IV
82.4%
B/E move
14.1%

35Δ

Calls
Pseudo strike
39.11
IV
78.9%
B/E move
17.2%
Puts
Pseudo strike
32.77
IV
82.2%
B/E move
12.2%

40Δ

Calls
Pseudo strike
38.02
IV
80.3%
B/E move
15.1%
Puts
Pseudo strike
33.80
IV
81.5%
B/E move
10.6%

45Δ

Calls
Pseudo strike
36.94
IV
80.7%
B/E move
13.1%
Puts
Pseudo strike
34.83
IV
80.8%
B/E move
9.0%

50Δ

Calls
Pseudo strike
35.88
IV
80.1%
B/E move
11.1%
Puts
Pseudo strike
35.89
IV
80.9%
B/E move
7.8%

55Δ

Calls
Pseudo strike
34.82
IV
79.7%
B/E move
9.3%
Puts
Pseudo strike
36.96
IV
81.3%
B/E move
6.6%

60Δ

Calls
Pseudo strike
33.82
IV
79.6%
B/E move
7.9%
Puts
Pseudo strike
38.06
IV
81.0%
B/E move
5.5%

65Δ

Calls
Pseudo strike
32.82
IV
79.5%
B/E move
6.5%
Puts
Pseudo strike
39.19
IV
80.0%
B/E move
4.5%

70Δ

Calls
Pseudo strike
31.77
IV
79.5%
B/E move
5.3%
Puts
Pseudo strike
40.43
IV
79.7%
B/E move
3.5%

75Δ

Calls
Pseudo strike
30.70
IV
79.4%
B/E move
4.2%
Puts
Pseudo strike
41.98
IV
80.8%
B/E move
2.7%

80Δ

Calls
Pseudo strike
29.58
IV
78.7%
B/E move
3.1%
Puts
Pseudo strike
44.28
IV
85.4%
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%