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Silicon Laboratories, Inc. Common Stock SLAB

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Market datapartial · fetched 2026-10-22T21:55:22.239Z

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 · 2026-10-22T20:00:02.035429086Z

FundamentalsAlpha Vantage · unavailable

Share price$221.12
1D-0.1%
AH$221.00$221.18$221.37$221.55$221.735:30 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$0.58$2.86$5.13$7.41$9.68$212.07$216.27$220.46$224.65$228.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLAB spot · $221.12SLAB PRICE$0.83$1.10$1.37$1.64$1.91$2.18$2.45$2.71$2.98$3.69$5.47$7.25$9.02$1.14$1.16$1.18$1.22$1.99$2.76$3.53$4.30$5.07$5.84$6.61$7.37$8.14
PutsExpensive1.48×
CallsExpensive1.27×
SkewBearish+2.12 pp
Implied moveBearish±$5.98
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ228.099.6%3.5%207.4622.7%6.7%
25Δ227.169.5%3.2%211.6817.8%4.8%
30Δ226.239.4%2.9%215.9012.9%2.9%
35Δ225.309.3%2.6%220.038.1%1.0%
40Δ224.379.2%2.3%221.048.6%0.9%
45Δ223.449.1%2.0%222.059.0%0.8%
50Δ222.529.0%1.7%223.079.5%0.7%
55Δ221.598.9%1.4%224.089.9%0.6%
60Δ220.668.8%1.1%225.0910.4%0.5%
65Δ219.439.1%0.9%226.1010.8%0.4%
70Δ217.4910.5%0.8%227.1111.3%0.3%
75Δ215.5411.9%0.8%228.1211.7%0.2%
80Δ213.5913.4%0.7%229.1412.2%0.1%

20Δ

Calls
Pseudo strike
228.09
IV
9.6%
B/E move
3.5%
Puts
Pseudo strike
207.46
IV
22.7%
B/E move
6.7%

25Δ

Calls
Pseudo strike
227.16
IV
9.5%
B/E move
3.2%
Puts
Pseudo strike
211.68
IV
17.8%
B/E move
4.8%

30Δ

Calls
Pseudo strike
226.23
IV
9.4%
B/E move
2.9%
Puts
Pseudo strike
215.90
IV
12.9%
B/E move
2.9%

35Δ

Calls
Pseudo strike
225.30
IV
9.3%
B/E move
2.6%
Puts
Pseudo strike
220.03
IV
8.1%
B/E move
1.0%

40Δ

Calls
Pseudo strike
224.37
IV
9.2%
B/E move
2.3%
Puts
Pseudo strike
221.04
IV
8.6%
B/E move
0.9%

45Δ

Calls
Pseudo strike
223.44
IV
9.1%
B/E move
2.0%
Puts
Pseudo strike
222.05
IV
9.0%
B/E move
0.8%

50Δ

Calls
Pseudo strike
222.52
IV
9.0%
B/E move
1.7%
Puts
Pseudo strike
223.07
IV
9.5%
B/E move
0.7%

55Δ

Calls
Pseudo strike
221.59
IV
8.9%
B/E move
1.4%
Puts
Pseudo strike
224.08
IV
9.9%
B/E move
0.6%

60Δ

Calls
Pseudo strike
220.66
IV
8.8%
B/E move
1.1%
Puts
Pseudo strike
225.09
IV
10.4%
B/E move
0.5%

65Δ

Calls
Pseudo strike
219.43
IV
9.1%
B/E move
0.9%
Puts
Pseudo strike
226.10
IV
10.8%
B/E move
0.4%

70Δ

Calls
Pseudo strike
217.49
IV
10.5%
B/E move
0.8%
Puts
Pseudo strike
227.11
IV
11.3%
B/E move
0.3%

75Δ

Calls
Pseudo strike
215.54
IV
11.9%
B/E move
0.8%
Puts
Pseudo strike
228.12
IV
11.7%
B/E move
0.2%

80Δ

Calls
Pseudo strike
213.59
IV
13.4%
B/E move
0.7%
Puts
Pseudo strike
229.14
IV
12.2%
B/E move
0.1%

Options history

No recorded observations