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Silicon Laboratories, Inc. Common Stock SLAB

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-04T00:20:17.880Z

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 · 2026-11-03T21:00:02.786625359Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T00:20:17.496733+00:00

Share price$222.34
1D-0.1%
AH$222.06$222.21$222.36$222.50$222.655:30 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$0.00$8.13$16.25$24.38$32.51$218.33$220.91$223.48$226.05$228.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SLAB spot · $222.34SLAB PRICE$0.80$1.08$1.35$1.62$1.90$2.17$2.45$2.72$2.99$3.27$3.54$5.01$7.00$0.92$3.58$6.23$8.89$11.55$14.21$16.87$19.53$22.18$24.84$27.50$30.16
Puts——
CallsExpensive1.84×
Skew——
Implied moveBearish±$16.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ228.4311.5%3.1%
25Δ227.6111.4%2.9%220.348.9%1.3%
30Δ226.7911.2%2.6%223.2111.5%1.2%
35Δ225.9711.1%2.4%226.0714.0%1.1%
40Δ225.1611.0%2.1%228.9416.6%1.0%
45Δ224.3410.9%1.9%231.8119.1%0.9%
50Δ223.5210.8%1.6%234.6721.7%0.8%
55Δ222.7010.7%1.4%237.5424.3%0.8%
60Δ221.8810.6%1.1%240.4126.8%0.7%
65Δ221.0710.4%0.9%243.2729.4%0.6%
70Δ220.2510.3%0.7%246.1431.9%0.5%
75Δ218.5111.3%0.5%249.0034.5%0.4%
80Δ216.3612.7%0.5%251.8737.0%0.3%

20Δ

Calls
Pseudo strike
228.43
IV
11.5%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
227.61
IV
11.4%
B/E move
2.9%
Puts
Pseudo strike
220.34
IV
8.9%
B/E move
1.3%

30Δ

Calls
Pseudo strike
226.79
IV
11.2%
B/E move
2.6%
Puts
Pseudo strike
223.21
IV
11.5%
B/E move
1.2%

35Δ

Calls
Pseudo strike
225.97
IV
11.1%
B/E move
2.4%
Puts
Pseudo strike
226.07
IV
14.0%
B/E move
1.1%

40Δ

Calls
Pseudo strike
225.16
IV
11.0%
B/E move
2.1%
Puts
Pseudo strike
228.94
IV
16.6%
B/E move
1.0%

45Δ

Calls
Pseudo strike
224.34
IV
10.9%
B/E move
1.9%
Puts
Pseudo strike
231.81
IV
19.1%
B/E move
0.9%

50Δ

Calls
Pseudo strike
223.52
IV
10.8%
B/E move
1.6%
Puts
Pseudo strike
234.67
IV
21.7%
B/E move
0.8%

55Δ

Calls
Pseudo strike
222.70
IV
10.7%
B/E move
1.4%
Puts
Pseudo strike
237.54
IV
24.3%
B/E move
0.8%

60Δ

Calls
Pseudo strike
221.88
IV
10.6%
B/E move
1.1%
Puts
Pseudo strike
240.41
IV
26.8%
B/E move
0.7%

65Δ

Calls
Pseudo strike
221.07
IV
10.4%
B/E move
0.9%
Puts
Pseudo strike
243.27
IV
29.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
220.25
IV
10.3%
B/E move
0.7%
Puts
Pseudo strike
246.14
IV
31.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
218.51
IV
11.3%
B/E move
0.5%
Puts
Pseudo strike
249.00
IV
34.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
216.36
IV
12.7%
B/E move
0.5%
Puts
Pseudo strike
251.87
IV
37.0%
B/E move
0.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations