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Alarm.com Holdings, Inc. Common Stock ALRM

i

Market dataready · fetched 2026-11-12T01:21:40.024Z

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 · 2026-11-11T21:00:03.212402554Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:21:39.863954+00:00

Share price$66.29
1D+0.5%
AH$65.27$65.56$65.84$66.13$66.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALRM
Sold putSold callAH

Alarm.com Holdings, Inc. Common Stock options

Live interpolated ALRM call and put midpoint premiums by absolute delta.Alarm.com Holdings, Inc. Common Stock$0.97$1.73$2.50$3.26$4.02$58.91$62.42$65.92$69.42$72.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ALRM spot · $66.29ALRM PRICE$1.05$1.19$1.32$1.49$1.67$1.85$2.03$2.21$2.57$2.95$3.33$1.15$1.26$1.57$1.88$2.19$2.51$2.83$3.15$3.48$3.80
Puts——
Calls——
Skew——
Implied moveBearish±$3.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.2694.1%12.3%
25Δ
30Δ69.8056.4%6.9%
35Δ68.8351.9%5.6%
40Δ67.8747.3%4.4%65.5238.8%3.1%
45Δ67.1744.2%3.6%66.0539.9%2.7%
50Δ66.6442.0%3.0%66.5841.0%2.4%
55Δ66.1139.9%2.5%67.1042.0%2.1%
60Δ65.5837.7%2.0%67.6342.4%1.8%
65Δ65.0635.5%1.5%68.1540.8%1.5%
70Δ64.5334.6%1.2%68.6839.2%1.2%
75Δ64.0033.8%1.0%69.2037.6%0.9%
80Δ63.4733.0%0.8%69.7236.0%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.26
IV
94.1%
B/E move
12.3%

25Δ

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

30Δ

Calls
Pseudo strike
69.80
IV
56.4%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
68.83
IV
51.9%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
67.87
IV
47.3%
B/E move
4.4%
Puts
Pseudo strike
65.52
IV
38.8%
B/E move
3.1%

45Δ

Calls
Pseudo strike
67.17
IV
44.2%
B/E move
3.6%
Puts
Pseudo strike
66.05
IV
39.9%
B/E move
2.7%

50Δ

Calls
Pseudo strike
66.64
IV
42.0%
B/E move
3.0%
Puts
Pseudo strike
66.58
IV
41.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
66.11
IV
39.9%
B/E move
2.5%
Puts
Pseudo strike
67.10
IV
42.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
65.58
IV
37.7%
B/E move
2.0%
Puts
Pseudo strike
67.63
IV
42.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
65.06
IV
35.5%
B/E move
1.5%
Puts
Pseudo strike
68.15
IV
40.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
64.53
IV
34.6%
B/E move
1.2%
Puts
Pseudo strike
68.68
IV
39.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
64.00
IV
33.8%
B/E move
1.0%
Puts
Pseudo strike
69.20
IV
37.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
63.47
IV
33.0%
B/E move
0.8%
Puts
Pseudo strike
69.72
IV
36.0%
B/E move
0.6%

Options history

IV · four-Friday blend37.51%
Daily close
ALRM29.5%42.1%54.8%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 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
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%