IntraAlpha
Create free account Start free

Astera Labs, Inc. Common Stock ALAB

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-04T03:10:56.930Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:59:35.341563394Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T03:10:55.840492+00:00

Share price$225.18
1D-3.7%
AH$219$227$235$243$2515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALAB
Sold putSold callAH

Astera Labs, Inc. Common Stock options

Live interpolated ALAB call and put midpoint premiums by absolute delta.Astera Labs, Inc. Common Stock$2.20$16.06$29.92$43.77$57.63$182.20$208.11$234.02$259.94$285.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALAB spot · $225.18ALAB PRICE$4.45$6.00$7.80$9.71$12.04$14.47$17.25$20.42$24.50$29.19$35.86$40.56$53.63$3.70$4.94$6.21$7.65$9.01$10.64$12.21$13.44$15.06$17.12$18.55$20.66$22.24
PutsCheap0.79×
CallsExpensive1.54×
SkewBullish-125.78 pp
Implied moveBullish±$29.46
TiltBullish26.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ270.03222.9%21.9%202.51151.9%11.7%
25Δ262.14226.4%19.1%207.29151.2%10.1%
30Δ255.46232.3%16.9%211.80148.4%8.7%
35Δ248.71229.4%14.8%215.85147.4%7.5%
40Δ242.90232.2%13.2%219.80143.3%6.4%
45Δ236.77236.2%11.6%223.47141.8%5.5%
50Δ230.72241.4%10.1%227.02138.3%4.6%
55Δ224.57247.4%8.8%230.24130.8%3.7%
60Δ218.15259.6%7.8%233.42126.3%3.0%
65Δ211.13272.0%6.7%236.73124.3%2.5%
70Δ202.79297.2%6.0%239.48117.1%1.9%
75Δ194.99307.6%4.6%242.64113.0%1.4%
80Δ181.08369.6%4.2%245.19105.2%1.0%

20Δ

Calls
Pseudo strike
270.03
IV
222.9%
B/E move
21.9%
Puts
Pseudo strike
202.51
IV
151.9%
B/E move
11.7%

25Δ

Calls
Pseudo strike
262.14
IV
226.4%
B/E move
19.1%
Puts
Pseudo strike
207.29
IV
151.2%
B/E move
10.1%

30Δ

Calls
Pseudo strike
255.46
IV
232.3%
B/E move
16.9%
Puts
Pseudo strike
211.80
IV
148.4%
B/E move
8.7%

35Δ

Calls
Pseudo strike
248.71
IV
229.4%
B/E move
14.8%
Puts
Pseudo strike
215.85
IV
147.4%
B/E move
7.5%

40Δ

Calls
Pseudo strike
242.90
IV
232.2%
B/E move
13.2%
Puts
Pseudo strike
219.80
IV
143.3%
B/E move
6.4%

45Δ

Calls
Pseudo strike
236.77
IV
236.2%
B/E move
11.6%
Puts
Pseudo strike
223.47
IV
141.8%
B/E move
5.5%

50Δ

Calls
Pseudo strike
230.72
IV
241.4%
B/E move
10.1%
Puts
Pseudo strike
227.02
IV
138.3%
B/E move
4.6%

55Δ

Calls
Pseudo strike
224.57
IV
247.4%
B/E move
8.8%
Puts
Pseudo strike
230.24
IV
130.8%
B/E move
3.7%

60Δ

Calls
Pseudo strike
218.15
IV
259.6%
B/E move
7.8%
Puts
Pseudo strike
233.42
IV
126.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
211.13
IV
272.0%
B/E move
6.7%
Puts
Pseudo strike
236.73
IV
124.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
202.79
IV
297.2%
B/E move
6.0%
Puts
Pseudo strike
239.48
IV
117.1%
B/E move
1.9%

75Δ

Calls
Pseudo strike
194.99
IV
307.6%
B/E move
4.6%
Puts
Pseudo strike
242.64
IV
113.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
181.08
IV
369.6%
B/E move
4.2%
Puts
Pseudo strike
245.19
IV
105.2%
B/E move
1.0%

Options history

IV · four-Friday blend112.22%
Daily close
ALAB70.8%95.0%119.2%2026-08-05: 115.86%2026-08-06: 107.88%2026-08-07: 97.43%2026-08-10: 97.43%2026-08-11: 91.15%2026-08-12: 91.23%2026-08-13: 94.01%2026-08-14: 84.76%2026-08-17: 92.40%2026-08-18: 90.37%2026-08-19: 84.52%2026-08-20: 83.58%2026-08-21: 80.81%2026-08-24: 87.59%2026-08-25: 82.28%2026-08-26: 84.19%2026-08-27: 83.51%2026-08-28: 75.17%2026-08-31: 77.58%2026-09-01: 83.09%2026-09-02: 80.49%2026-09-03: 83.84%2026-09-04: 80.52%2026-09-08: 87.43%2026-09-09: 82.00%2026-09-10: 80.34%2026-09-11: 75.12%2026-09-14: 80.48%2026-09-15: 79.01%2026-09-16: 77.87%2026-09-17: 79.39%2026-09-18: 74.11%2026-09-21: 88.18%2026-09-22: 87.50%2026-09-23: 89.12%2026-09-24: 84.95%2026-09-25: 80.35%2026-09-28: 90.72%2026-09-29: 89.64%2026-09-30: 103.47%2026-10-01: 109.25%2026-10-02: 76.78%2026-10-05: 79.00%2026-10-06: 81.10%2026-10-07: 80.38%2026-10-08: 83.84%2026-10-09: 78.41%2026-10-12: 82.64%2026-10-13: 90.27%2026-10-14: 98.27%2026-10-15: 91.76%2026-10-16: 92.37%2026-10-19: 93.38%2026-10-20: 93.45%2026-10-21: 92.98%2026-10-22: 104.28%2026-10-23: 98.58%2026-10-26: 106.24%2026-10-27: 103.48%2026-10-28: 106.27%2026-10-29: 107.34%2026-10-30: 112.22%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
115.86%
107.88%
97.43%
97.43%
91.15%
91.23%
94.01%
84.76%
92.40%
90.37%
84.52%
83.58%
80.81%
87.59%
82.28%
84.19%
83.51%
75.17%
77.58%
83.09%
80.49%
83.84%
80.52%
87.43%
82.00%
80.34%
75.12%
80.48%
79.01%
77.87%
79.39%
74.11%
88.18%
87.50%
89.12%
84.95%
80.35%
90.72%
89.64%
103.47%
109.25%
76.78%
79.00%
81.10%
80.38%
83.84%
78.41%
82.64%
90.27%
98.27%
91.76%
92.37%
93.38%
93.45%
92.98%
104.28%
98.58%
106.24%
103.48%
106.27%
107.34%
112.22%