Silicon Laboratories Inc. (SLAB) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
Silicon Laboratories Inc. (SLAB) operates in the Technology sector, specifically the Semiconductors industry, with a market capitalization near $7.16B, listed on NASDAQ, employing roughly 1,889 people, carrying a beta of 1.40 to the broader market. Silicon Laboratories Inc. Led by Robert Matthew Johnson, public since 2000-03-24.
Snapshot as of May 15, 2026.
- Spot Price
- $216.30
- ATM IV
- 8.5%
- IV Skew 25Δ
- 0.036
- IV Rank
- 1.7%
- IV Percentile
- 13.1%
- Term Structure Slope
- -0.040
As of May 15, 2026, Silicon Laboratories Inc. (SLAB) at-the-money implied volatility is 8.5%. IV rank is 1.7% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 13.1%. The 25-delta skew is +0.036: calls carry premium over puts, indicating upside speculation or squeeze risk. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
SLAB Strategy Selection at Current Volatility Levels
For Silicon Laboratories Inc. options at 8.5% ATM IV, low IV rank (1.7%) favors premium-buying or long-vol structures: long calls or puts, debit spreads, calendar spreads, long straddles. The risk: low-rank regimes can persist for months while time decay eats premium-buyers alive. The 25-delta skew tilts to calls, so call-credit spreads or covered-call writes harvest more premium than put-credit spreads of the same width. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
Learn how volatility skew is reported and how to read the data →
SLAB highest implied-volatility contracts
| Type | Strike | Expiration | Volume | OI | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|
| CALL | $220.00 | Jul 17, 2026 | 109 | 780 | 695.1% | $0.45 | $1.00 |
Top 1 contracts from the ORATS-sourced nightly scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.
Frequently asked SLAB volatility skew questions
- What is the current SLAB ATM implied volatility?
- As of May 15, 2026, Silicon Laboratories Inc. (SLAB) at-the-money implied volatility is 8.5%. IV rank is 1.7% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is SLAB IV high or low historically?
- IV is subdued relative to its 1-year history, conditions that typically favor premium-buying strategies (long calls, long puts, debit spreads, calendar spreads).
- What does SLAB volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Silicon Laboratories Inc. shows upside-skewed pricing: 25-delta calls trade richer than 25-delta puts, often reflecting upside speculation or squeeze risk. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.