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Arm Holdings PLC ADRhedged ARMH

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Market dataready · fetched 2026-11-03T14:43:08.138Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-03T14:42:50.9707744Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:43:07.499093+00:00

Share price$8.72
1D+0.5%
$8.67$8.69$8.70$8.71$8.735:30 AM6:30 AM9:00 AM1:00 PMARMH
Sold putSold call

Arm Holdings PLC ADRhedged options

Live interpolated ARMH call and put midpoint premiums by absolute delta.Arm Holdings PLC ADRhedged$0.33$1.01$1.69$2.37$3.05$5.89$7.29$8.68$10.08$11.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARMH spot · $8.72ARMH PRICE$0.40$0.40$0.44$0.49$0.55$0.60$0.67$0.75$0.83$0.91$0.99$1.14$1.34$0.44$0.50$0.57$0.64$0.72$0.80$0.88$1.06$1.27$1.48$1.79$2.29$2.85
PutsExpensive1.29×
CallsExpensive1.71×
SkewBearish+3.77 pp
Implied moveBearish±$1.55
TiltBearish23.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.39236.4%81.0%6.81174.1%27.0%
25Δ11.97168.3%41.8%7.34151.8%21.6%
30Δ10.81142.3%29.0%7.79135.5%17.2%
35Δ10.12127.3%21.7%8.14123.9%14.0%
40Δ9.69117.2%17.4%8.40116.5%11.9%
45Δ9.31108.2%13.6%8.67109.2%9.8%
50Δ8.96100.1%10.4%8.94101.8%7.6%
55Δ8.7496.0%8.8%9.22101.3%6.4%
60Δ8.5391.8%7.3%9.51103.0%5.5%
65Δ8.3187.6%5.7%9.80104.7%4.6%
70Δ8.0983.4%4.2%10.18108.7%3.7%
75Δ7.8581.6%3.1%10.74117.2%3.1%
80Δ7.5981.5%2.4%11.37123.0%2.4%

20Δ

Calls
Pseudo strike
15.39
IV
236.4%
B/E move
81.0%
Puts
Pseudo strike
6.81
IV
174.1%
B/E move
27.0%

25Δ

Calls
Pseudo strike
11.97
IV
168.3%
B/E move
41.8%
Puts
Pseudo strike
7.34
IV
151.8%
B/E move
21.6%

30Δ

Calls
Pseudo strike
10.81
IV
142.3%
B/E move
29.0%
Puts
Pseudo strike
7.79
IV
135.5%
B/E move
17.2%

35Δ

Calls
Pseudo strike
10.12
IV
127.3%
B/E move
21.7%
Puts
Pseudo strike
8.14
IV
123.9%
B/E move
14.0%

40Δ

Calls
Pseudo strike
9.69
IV
117.2%
B/E move
17.4%
Puts
Pseudo strike
8.40
IV
116.5%
B/E move
11.9%

45Δ

Calls
Pseudo strike
9.31
IV
108.2%
B/E move
13.6%
Puts
Pseudo strike
8.67
IV
109.2%
B/E move
9.8%

50Δ

Calls
Pseudo strike
8.96
IV
100.1%
B/E move
10.4%
Puts
Pseudo strike
8.94
IV
101.8%
B/E move
7.6%

55Δ

Calls
Pseudo strike
8.74
IV
96.0%
B/E move
8.8%
Puts
Pseudo strike
9.22
IV
101.3%
B/E move
6.4%

60Δ

Calls
Pseudo strike
8.53
IV
91.8%
B/E move
7.3%
Puts
Pseudo strike
9.51
IV
103.0%
B/E move
5.5%

65Δ

Calls
Pseudo strike
8.31
IV
87.6%
B/E move
5.7%
Puts
Pseudo strike
9.80
IV
104.7%
B/E move
4.6%

70Δ

Calls
Pseudo strike
8.09
IV
83.4%
B/E move
4.2%
Puts
Pseudo strike
10.18
IV
108.7%
B/E move
3.7%

75Δ

Calls
Pseudo strike
7.85
IV
81.6%
B/E move
3.1%
Puts
Pseudo strike
10.74
IV
117.2%
B/E move
3.1%

80Δ

Calls
Pseudo strike
7.59
IV
81.5%
B/E move
2.4%
Puts
Pseudo strike
11.37
IV
123.0%
B/E move
2.4%

Options history

IV · four-Friday blend77.27%
Daily close
ARMH65.8%89.3%112.8%2026-08-05: 88.30%2026-08-06: 90.89%2026-08-07: 87.11%2026-08-10: 82.30%2026-08-11: 72.22%2026-08-12: 69.65%2026-08-13: 75.83%2026-08-14: 76.22%2026-08-17: 74.40%2026-08-18: 90.23%2026-08-19: 93.70%2026-08-20: 97.32%2026-08-21: 74.18%2026-08-24: 74.68%2026-08-25: 73.08%2026-08-26: 73.20%2026-08-27: 72.29%2026-08-28: 70.49%2026-08-31: 71.43%2026-09-01: 72.61%2026-09-02: 70.43%2026-09-03: 72.14%2026-09-04: 72.39%2026-09-08: 77.26%2026-09-09: 78.35%2026-09-10: 78.89%2026-09-11: 78.83%2026-09-14: 90.37%2026-09-15: 93.39%2026-09-17: 109.54%2026-09-18: 70.23%2026-09-21: 74.64%2026-09-22: 75.79%2026-09-23: 73.97%2026-09-24: 74.16%2026-09-25: 72.77%2026-09-28: 72.53%2026-09-29: 71.78%2026-09-30: 73.00%2026-10-01: 72.14%2026-10-02: 70.36%2026-10-05: 70.38%2026-10-06: 71.19%2026-10-07: 71.77%2026-10-08: 70.50%2026-10-09: 71.69%2026-10-12: 79.62%2026-10-13: 81.83%2026-10-14: 93.81%2026-10-15: 106.46%2026-10-16: 69.65%2026-10-19: 69.07%2026-10-20: 70.62%2026-10-21: 70.73%2026-10-22: 73.54%2026-10-23: 72.27%2026-10-26: 72.05%2026-10-27: 71.77%2026-10-28: 72.17%2026-10-29: 71.14%2026-10-30: 77.27%Aug 5Sep 18Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
88.30%
90.89%
87.11%
82.30%
72.22%
69.65%
75.83%
76.22%
74.40%
90.23%
93.70%
97.32%
74.18%
74.68%
73.08%
73.20%
72.29%
70.49%
71.43%
72.61%
70.43%
72.14%
72.39%
77.26%
78.35%
78.89%
78.83%
90.37%
93.39%
109.54%
70.23%
74.64%
75.79%
73.97%
74.16%
72.77%
72.53%
71.78%
73.00%
72.14%
70.36%
70.38%
71.19%
71.77%
70.50%
71.69%
79.62%
81.83%
93.81%
106.46%
69.65%
69.07%
70.62%
70.73%
73.54%
72.27%
72.05%
71.77%
72.17%
71.14%
77.27%