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Allegro MicroSystems ALGM 35.72 1.62 4.75%

ALGM Historical Options Analysis

Explore ALGM (Allegro MicroSystems) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

ALGM / Comparative study

3 signals / 501 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.60
32.34
Mean
47.64
Window
-5.0%
ATM IV z -0.00
0.61
Mean
0.61
Window
+30.1%
IV Percentile z -0.65
46.61
Mean
65.67
Window
-17.4%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.86 0.90
ATM IV 0.86 1.00 0.72
IV Percent... 0.90 0.72 1.00
Source observations

Data inspector

1-50 of 501
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 35.72 32.34 0.61 46.61
2026-09-18 34.1 24.77 0.55 19.84
2026-09-17 33.11 30.78 0.6 38.1
2026-09-16 33.02 30.65 0.6 37.3
2026-09-15 33.26 31.65 0.6 43.65
2026-09-14 33.85 33.46 0.62 49.4
2026-09-11 36.31 28.04 0.57 28.97
2026-09-10 35.27 34.01 0.62 50.79
2026-09-09 35.84 34.48 0.63 52.78
2026-09-08 36.47 36.94 0.65 58.33
2026-09-07 36.05 44.53 0.71 76.1
2026-09-04 36.61 30.67 0.6 40.08
2026-09-03 35.56 32.71 0.61 50
2026-09-02 35.47 32.93 0.62 50.4
2026-09-01 35.47 34.89 0.63 54.58
2026-08-31 36.25 17.4 0.48 11.2
2026-08-28 35.77 28.52 0.58 33.47
2026-08-27 37.59 29.58 0.59 37.85
2026-08-26 36.89 31.74 0.61 47.01
2026-08-25 37.44 25.47 0.55 27.49
2026-08-24 35.63 31.08 0.6 43.6
2026-08-21 37.16 34.22 0.63 52.99
2026-08-20 37.19 37.77 0.66 61.35
2026-08-19 38.35 37.5 0.65 60.16
2026-08-18 39.39 36.53 0.65 58.17
2026-08-17 44.25 35.06 0.63 56.4
2026-08-14 44.39 41.67 0.69 70.12
2026-08-13 44.13 38.09 0.66 63.75
2026-08-12 42.47 42.5 0.7 70.92
2026-08-11 42.52 44.06 0.71 74.5
2026-08-10 42.46 48.48 0.75 76.8
2026-08-07 43.77 50.72 0.77 79.68
2026-08-06 42.45 55.04 0.8 84.06
2026-08-05 41.8 57.51 0.82 87.25
2026-08-04 42.85 63.95 0.88 90.04
2026-08-03 41.52 68.29 0.91 92
2026-07-31 41.5 64.27 0.88 91.24
2026-07-30 41.45 80.66 1.02 93.23
2026-07-29 42.21 86.95 1.07 96.02
2026-07-28 44.52 100 1.18 100
2026-07-27 46.8 100 1.16 100
2026-07-24 46.03 97.9 1.13 99.2
2026-07-23 50.07 100 1.14 100
2026-07-22 49.87 95.27 1.1 98.41
2026-07-21 49.35 97.02 1.11 99.2
2026-07-20 46.36 100 1.14 100
2026-07-17 46.48 100 1.12 100
2026-07-16 47.12 91.69 1.04 97.61
2026-07-15 50.03 93.46 1.05 98.8
2026-07-14 52.32 100 1.1 100