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Arm Holdings plc American Depositary Shares ARM

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Market datapartial · fetched 2026-11-03T14:42:10.850Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T14:42:06.973265337Z

FundamentalsAlpha Vantage · unavailable

Share price$203.53
1D-1.0%
$200$202$203$204$2065:30 AM6:30 AM9:00 AM1:00 PMARM
Sold putSold call

Arm Holdings plc American Depositary Shares options

Live interpolated ARM call and put midpoint premiums by absolute delta.Arm Holdings plc American Depositary Shares$2.07$10.72$19.37$28.02$36.66$165.78$184.66$203.54$222.41$241.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARM spot · $203.53ARM PRICE$3.01$4.01$5.11$6.33$7.64$9.13$10.68$12.42$14.40$16.61$19.17$22.04$25.17$3.60$4.78$6.09$7.50$9.09$10.81$12.72$14.81$17.18$19.88$22.80$26.31$34.17
PutsExpensive2.60×
CallsExpensive2.60×
SkewNeutral-0.05 pp
Implied moveBearish±$23.40
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ231.62153.4%15.3%181.85162.4%12.4%
25Δ226.30156.1%13.2%186.50161.1%10.7%
30Δ221.55156.1%11.4%190.70160.1%9.3%
35Δ217.32157.1%9.9%194.65158.8%8.0%
40Δ213.28157.2%8.5%198.39158.5%7.0%
45Δ209.49158.4%7.4%202.06158.0%6.0%
50Δ205.74158.2%6.3%205.72157.4%5.2%
55Δ202.06158.4%5.4%209.41156.7%4.4%
60Δ198.38159.4%4.5%213.22156.4%3.7%
65Δ194.59160.1%3.8%217.23156.2%3.0%
70Δ190.61161.5%3.1%221.37154.8%2.4%
75Δ186.41162.0%2.4%225.98154.2%1.9%
80Δ182.04159.9%1.8%234.54162.8%1.6%

20Δ

Calls
Pseudo strike
231.62
IV
153.4%
B/E move
15.3%
Puts
Pseudo strike
181.85
IV
162.4%
B/E move
12.4%

25Δ

Calls
Pseudo strike
226.30
IV
156.1%
B/E move
13.2%
Puts
Pseudo strike
186.50
IV
161.1%
B/E move
10.7%

30Δ

Calls
Pseudo strike
221.55
IV
156.1%
B/E move
11.4%
Puts
Pseudo strike
190.70
IV
160.1%
B/E move
9.3%

35Δ

Calls
Pseudo strike
217.32
IV
157.1%
B/E move
9.9%
Puts
Pseudo strike
194.65
IV
158.8%
B/E move
8.0%

40Δ

Calls
Pseudo strike
213.28
IV
157.2%
B/E move
8.5%
Puts
Pseudo strike
198.39
IV
158.5%
B/E move
7.0%

45Δ

Calls
Pseudo strike
209.49
IV
158.4%
B/E move
7.4%
Puts
Pseudo strike
202.06
IV
158.0%
B/E move
6.0%

50Δ

Calls
Pseudo strike
205.74
IV
158.2%
B/E move
6.3%
Puts
Pseudo strike
205.72
IV
157.4%
B/E move
5.2%

55Δ

Calls
Pseudo strike
202.06
IV
158.4%
B/E move
5.4%
Puts
Pseudo strike
209.41
IV
156.7%
B/E move
4.4%

60Δ

Calls
Pseudo strike
198.38
IV
159.4%
B/E move
4.5%
Puts
Pseudo strike
213.22
IV
156.4%
B/E move
3.7%

65Δ

Calls
Pseudo strike
194.59
IV
160.1%
B/E move
3.8%
Puts
Pseudo strike
217.23
IV
156.2%
B/E move
3.0%

70Δ

Calls
Pseudo strike
190.61
IV
161.5%
B/E move
3.1%
Puts
Pseudo strike
221.37
IV
154.8%
B/E move
2.4%

75Δ

Calls
Pseudo strike
186.41
IV
162.0%
B/E move
2.4%
Puts
Pseudo strike
225.98
IV
154.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
182.04
IV
159.9%
B/E move
1.8%
Puts
Pseudo strike
234.54
IV
162.8%
B/E move
1.6%

Options history

IV · four-Friday blend91.54%
Daily close
ARM55.8%76.2%96.6%2026-08-05: 93.76%2026-08-06: 88.07%2026-08-07: 76.90%2026-08-10: 79.69%2026-08-11: 76.15%2026-08-12: 74.63%2026-08-13: 74.59%2026-08-14: 68.83%2026-08-17: 74.52%2026-08-18: 73.54%2026-08-19: 72.24%2026-08-20: 71.49%2026-08-21: 65.86%2026-08-24: 69.54%2026-08-25: 69.91%2026-08-26: 74.24%2026-08-27: 68.95%2026-08-28: 58.62%2026-08-31: 59.79%2026-09-01: 61.03%2026-09-02: 59.76%2026-09-03: 59.80%2026-09-04: 62.25%2026-09-08: 73.04%2026-09-09: 69.01%2026-09-10: 68.87%2026-09-11: 64.76%2026-09-14: 69.33%2026-09-15: 68.21%2026-09-16: 68.51%2026-09-17: 71.55%2026-09-18: 66.25%2026-09-21: 84.00%2026-09-22: 78.32%2026-09-23: 78.00%2026-09-24: 77.01%2026-09-25: 68.98%2026-09-28: 72.66%2026-09-29: 75.37%2026-09-30: 71.75%2026-10-01: 67.19%2026-10-02: 65.00%2026-10-05: 65.07%2026-10-06: 64.55%2026-10-07: 64.16%2026-10-08: 65.49%2026-10-09: 61.52%2026-10-12: 63.96%2026-10-13: 69.68%2026-10-14: 77.30%2026-10-15: 74.66%2026-10-16: 75.80%2026-10-19: 75.27%2026-10-20: 78.16%2026-10-21: 79.92%2026-10-22: 84.88%2026-10-23: 80.73%2026-10-26: 85.52%2026-10-27: 85.59%2026-10-28: 86.48%2026-10-29: 87.87%2026-10-30: 91.54%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
93.76%
88.07%
76.90%
79.69%
76.15%
74.63%
74.59%
68.83%
74.52%
73.54%
72.24%
71.49%
65.86%
69.54%
69.91%
74.24%
68.95%
58.62%
59.79%
61.03%
59.76%
59.80%
62.25%
73.04%
69.01%
68.87%
64.76%
69.33%
68.21%
68.51%
71.55%
66.25%
84.00%
78.32%
78.00%
77.01%
68.98%
72.66%
75.37%
71.75%
67.19%
65.00%
65.07%
64.55%
64.16%
65.49%
61.52%
63.96%
69.68%
77.30%
74.66%
75.80%
75.27%
78.16%
79.92%
84.88%
80.73%
85.52%
85.59%
86.48%
87.87%
91.54%