Half-Life: Alyx is barely a month out now, scheduled to release on March 23rd. When it was originally announced as a VR-only title, Valve's own Index VR headset quickly flew off physical shelves and was entirely sold out online by mid-January in all 31 countries where it's sold. As reported by Road To VR, the Index is still all but sold out globally.
At present, the only available version of the Valve Index that seems to be available is the headset-only version (sans controllers and base station) sold in Japan. For the past month, Valve's Index page has allowed customers to sign up for an email notification when sets are back in stock. According to Road To VR, they've yet to hear reports of anyone signed up for an notification having received a back in stock email.
Road To VR have speculated that there might be an underlying reason for the Index's availability slowing to what looks like a complete halt instead of a trickle. Valve could be overhauling or moving its manufacturing line to accommodate demand for the sets that Half-Life: Alyx has created. Valve recently indicated in a tweet about Alyx's upcoming release that it would share more information about Index availability soon, though until they do reasons for the shortage are speculative.
Pre-Order bonuses for anyone who has purchased a Valve Index will start rolling out the week of March 2nd, beginning with Steam VR Home environments inspired by locations in Half-Life: Alyx. We will have more information on upcoming Valve Index availability soon. pic.twitter.com/wICU1e9HhF
— Valve (@valvesoftware) February 13, 2020
Although the Valve purists are presumably interested in playing the new Half-Life game on the company's own hardware, you don't actually need to use Valve's headset to play Half-Life: Alyx. Valve have confirmed that Alyx will run on any PC-compatible VR headset including the HTC Vive, Oculus Rift, and others.
If you want a shot at one of Valve's headsets when they arrive back on the digital shelf, you can sign up for a back in stock alert on Valve's website.