greeksoup/ stock research

Allegro Microsystems, Inc. options tape

These figures are updated after the US market closes, every trading day. For the live chain, go to CBOE's own page for ALGM.

Updated after the US market close on 8 October 2026, with Allegro Microsystems, Inc. at $36.22: open interest within 90 days was 14,736 call and 3,159 put contracts, a put/call ratio of 0.21; the day's volume was 162 calls and 153 puts (0.94). The most call open interest sits at the $35.00 strike (7,627 contracts) and the most put open interest at $35.00 (859). The at-the-money straddle for 16 October 2026, 7 days out, was priced at 7.8% of spot. For 20 November 2026, implied volatility was 72.3% at the put 5% below spot and 69.6% at the call 5% above, +2.6 points.

Spot$36.22-2.05% on the day
Put/call, open interest0.213,159 puts, 14,736 calls
Put/call, volume0.94153 puts, 162 calls
Priced move7.8%straddle to 16 October 2026, 7 days
30-day implied volatility67.5%
Put minus call IV, 5% out+2.6 ptsto 20 November 2026

Where the open interest sits

SideStrikeOpen interest
Calls$35.007,627
Puts$35.00859

The strike with the most open interest on each side, across expiries within 90 days.

Open-interest builds against the session before appear from the second update of this name.

Source

Official exchange quotes, updated after each US market close. Figures describe positioning; they are not a forecast.

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