Allegro Microsystems, Inc. · Brief

Next report

88 days

Jan 28 · before openest.Q3 FY27

Expected move

±23.7%implied · straddle

23.3037.76

spot 30.53exp Feb 19ATM strike 30ATM straddle 8.50IV 64%

Oct 30 closeprovisional

Expected move

2 reportsHistory

—≥ implied

Q1 FY27—▼−1.80%—

Q2 FY27±15.3%▼−6.62%×0.43

quarterimplied−20%0+20%realized×

Q2 FY27±15.3%▼−6.62%×0.43

Q1 FY27—▼−1.80%—

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Jan 28 report · est.

Bull2

4disclosed supplier and customer ties in SEC filingsSEC filings

+4.06%change in shares held by the ten largest reporting managers over the latest quarter13F · Jun 30 '26

Bear2 of 3

3tracked funds holding ALGMN-PORT · Jul 31 '26

13 of 22of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

AI captions · Sep 16 '26once per report · top 2 per case

ALGM report session

No linked exposure.

Oct 15impliedImplied move: ±15.5% into Oct 29 earnings (Oct 15 close).Source

privateThesis 0 · Decisions 0 · Observations 0

No thesis.