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Silicon Laboratories, Inc. Common Stock SLAB

i

Market dataready · fetched 2026-11-12T00:52:56.857Z

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 · 2026-11-11T21:00:00.425044041Z

FundamentalsSEC EDGAR · ready · as of 2026-10-03 · fetched 2026-11-12T00:52:56.245982+00:00

Share price$221.61
1D-0.4%
AH$221.31$221.63$221.96$222.29$222.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLAB
Sold putSold callAH

Silicon Laboratories, Inc. Common Stock options

Live interpolated SLAB call and put midpoint premiums by absolute delta.Silicon Laboratories, Inc. Common Stock$0.38$2.21$4.04$5.86$7.69$217.11$219.42$221.72$224.03$226.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLAB spot · $221.61SLAB PRICE$0.58$0.74$0.90$1.06$1.23$1.39$1.55$1.71$1.87$2.03$2.19$3.22$6.16$0.62$1.17$1.71$2.26$2.80$3.35$3.89$4.44$4.98$5.53$6.07$6.62$7.16
PutsExpensive1.48×
CallsExpensive1.72×
SkewBullish-0.66 pp
Implied moveBearish±$5.44
TiltBearish34.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ227.8112.8%3.1%220.575.9%0.7%
25Δ227.0812.4%2.8%221.236.7%0.7%
30Δ226.3512.0%2.5%221.897.4%0.6%
35Δ225.6211.6%2.3%222.558.2%0.6%
40Δ224.8911.2%2.0%223.218.9%0.5%
45Δ224.1610.8%1.8%223.879.7%0.5%
50Δ223.4210.4%1.5%224.5410.5%0.4%
55Δ222.6910.0%1.3%225.2011.2%0.4%
60Δ221.969.6%1.0%225.8612.0%0.3%
65Δ221.239.2%0.7%226.5212.7%0.3%
70Δ220.508.8%0.5%227.1813.5%0.2%
75Δ219.0810.2%0.3%227.8414.3%0.2%
80Δ216.1215.8%0.3%228.5015.0%0.1%

20Δ

Calls
Pseudo strike
227.81
IV
12.8%
B/E move
3.1%
Puts
Pseudo strike
220.57
IV
5.9%
B/E move
0.7%

25Δ

Calls
Pseudo strike
227.08
IV
12.4%
B/E move
2.8%
Puts
Pseudo strike
221.23
IV
6.7%
B/E move
0.7%

30Δ

Calls
Pseudo strike
226.35
IV
12.0%
B/E move
2.5%
Puts
Pseudo strike
221.89
IV
7.4%
B/E move
0.6%

35Δ

Calls
Pseudo strike
225.62
IV
11.6%
B/E move
2.3%
Puts
Pseudo strike
222.55
IV
8.2%
B/E move
0.6%

40Δ

Calls
Pseudo strike
224.89
IV
11.2%
B/E move
2.0%
Puts
Pseudo strike
223.21
IV
8.9%
B/E move
0.5%

45Δ

Calls
Pseudo strike
224.16
IV
10.8%
B/E move
1.8%
Puts
Pseudo strike
223.87
IV
9.7%
B/E move
0.5%

50Δ

Calls
Pseudo strike
223.42
IV
10.4%
B/E move
1.5%
Puts
Pseudo strike
224.54
IV
10.5%
B/E move
0.4%

55Δ

Calls
Pseudo strike
222.69
IV
10.0%
B/E move
1.3%
Puts
Pseudo strike
225.20
IV
11.2%
B/E move
0.4%

60Δ

Calls
Pseudo strike
221.96
IV
9.6%
B/E move
1.0%
Puts
Pseudo strike
225.86
IV
12.0%
B/E move
0.3%

65Δ

Calls
Pseudo strike
221.23
IV
9.2%
B/E move
0.7%
Puts
Pseudo strike
226.52
IV
12.7%
B/E move
0.3%

70Δ

Calls
Pseudo strike
220.50
IV
8.8%
B/E move
0.5%
Puts
Pseudo strike
227.18
IV
13.5%
B/E move
0.2%

75Δ

Calls
Pseudo strike
219.08
IV
10.2%
B/E move
0.3%
Puts
Pseudo strike
227.84
IV
14.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
216.12
IV
15.8%
B/E move
0.3%
Puts
Pseudo strike
228.50
IV
15.0%
B/E move
0.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations