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Alarm.com Holdings, Inc. Common Stock ALRM

i

Market datapartial · fetched 2026-11-05T16:32:26.718Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-05T16:31:31.066600204Z

FundamentalsAlpha Vantage · unavailable

Share price$67.96
1D-1.4%
$67.81$68.22$68.63$69.04$69.455:30 AM6:30 AM9:00 AM1:00 PMALRM
Sold putSold call

Alarm.com Holdings, Inc. Common Stock options

Live interpolated ALRM call and put midpoint premiums by absolute delta.Alarm.com Holdings, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEALRM PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.51%
Daily close
ALRM29.5%42.1%54.8%2026-08-07: 34.27%2026-08-10: 36.67%2026-08-11: 36.50%2026-08-12: 37.37%2026-08-13: 36.08%2026-08-14: 37.66%2026-08-17: 39.90%2026-08-18: 41.97%2026-08-19: 43.20%2026-08-20: 42.73%2026-08-21: 31.85%2026-08-24: 32.49%2026-08-25: 33.20%2026-08-26: 31.34%2026-08-27: 33.77%2026-08-28: 31.23%2026-08-31: 32.61%2026-09-01: 33.04%2026-09-02: 31.86%2026-09-03: 32.60%2026-09-04: 34.69%2026-09-08: 33.16%2026-09-09: 36.25%2026-09-10: 37.77%2026-09-11: 36.18%2026-09-14: 41.34%2026-09-15: 43.33%2026-09-16: 45.66%2026-09-17: 53.05%2026-09-18: 32.05%2026-09-21: 33.27%2026-09-22: 34.98%2026-09-23: 34.28%2026-09-24: 36.67%2026-09-25: 33.57%2026-09-28: 34.41%2026-09-29: 34.26%2026-09-30: 35.42%2026-10-01: 33.37%2026-10-02: 35.05%2026-10-05: 34.46%2026-10-06: 36.74%2026-10-07: 37.89%2026-10-08: 36.34%2026-10-09: 38.91%2026-10-12: 42.89%2026-10-13: 41.99%2026-10-15: 39.94%2026-10-16: 34.17%2026-10-19: 33.47%2026-10-20: 35.04%2026-10-21: 35.60%2026-10-22: 33.72%2026-10-23: 34.12%2026-10-26: 35.60%2026-10-27: 34.67%2026-10-28: 34.19%2026-10-29: 35.13%2026-10-30: 37.51%Aug 7Sep 18Oct 30
59 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
34.27%
36.67%
36.50%
37.37%
36.08%
37.66%
39.90%
41.97%
43.20%
42.73%
31.85%
32.49%
33.20%
31.34%
33.77%
31.23%
32.61%
33.04%
31.86%
32.60%
34.69%
33.16%
36.25%
37.77%
36.18%
41.34%
43.33%
45.66%
53.05%
32.05%
33.27%
34.98%
34.28%
36.67%
33.57%
34.41%
34.26%
35.42%
33.37%
35.05%
34.46%
36.74%
37.89%
36.34%
38.91%
42.89%
41.99%
39.94%
34.17%
33.47%
35.04%
35.60%
33.72%
34.12%
35.60%
34.67%
34.19%
35.13%
37.51%