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Alarm.com Holdings, Inc. Common Stock ALRM

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Market datapartial · fetched 2026-10-22T16:02:16.184Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:02:02.425169406Z

FundamentalsAlpha Vantage · unavailable

Share price$61.43
1D+2.7%
$59.61$60.13$60.65$61.17$61.695:30 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$0.27$3.55$6.83$10.11$13.38$50.87$55.16$59.45$63.74$68.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALRM spot · $61.43ALRM PRICE$0.62$0.75$0.94$1.18$1.42$1.65$1.89$2.13$2.37$2.61$3.11$3.67$4.22$0.89$1.20$1.56$1.94$2.35$2.86$3.38$3.80$4.17$4.54$6.35$9.34$12.44
PutsExpensive1.84×
CallsFair1.03×
SkewBearish+17.20 pp
Implied moveBearish±$5.27
TiltBearish34.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.7334.9%11.3%56.1741.5%10.0%
25Δ65.8030.8%8.3%57.1843.0%8.9%
30Δ64.5929.1%6.7%58.1843.6%7.8%
35Δ63.8929.3%5.9%59.1943.8%6.8%
40Δ63.1929.4%5.2%60.1843.9%5.9%
45Δ62.4929.6%4.4%61.1544.3%5.1%
50Δ61.8928.5%3.8%62.1244.7%4.4%
55Δ61.3027.5%3.3%63.0043.4%3.6%
60Δ60.7026.5%2.7%63.8241.2%2.9%
65Δ60.1125.5%2.1%64.6438.9%2.2%
70Δ59.4025.7%1.8%66.6544.7%1.8%
75Δ58.6626.1%1.5%69.6456.9%1.8%
80Δ57.9326.6%1.2%72.9863.2%1.5%

20Δ

Calls
Pseudo strike
67.73
IV
34.9%
B/E move
11.3%
Puts
Pseudo strike
56.17
IV
41.5%
B/E move
10.0%

25Δ

Calls
Pseudo strike
65.80
IV
30.8%
B/E move
8.3%
Puts
Pseudo strike
57.18
IV
43.0%
B/E move
8.9%

30Δ

Calls
Pseudo strike
64.59
IV
29.1%
B/E move
6.7%
Puts
Pseudo strike
58.18
IV
43.6%
B/E move
7.8%

35Δ

Calls
Pseudo strike
63.89
IV
29.3%
B/E move
5.9%
Puts
Pseudo strike
59.19
IV
43.8%
B/E move
6.8%

40Δ

Calls
Pseudo strike
63.19
IV
29.4%
B/E move
5.2%
Puts
Pseudo strike
60.18
IV
43.9%
B/E move
5.9%

45Δ

Calls
Pseudo strike
62.49
IV
29.6%
B/E move
4.4%
Puts
Pseudo strike
61.15
IV
44.3%
B/E move
5.1%

50Δ

Calls
Pseudo strike
61.89
IV
28.5%
B/E move
3.8%
Puts
Pseudo strike
62.12
IV
44.7%
B/E move
4.4%

55Δ

Calls
Pseudo strike
61.30
IV
27.5%
B/E move
3.3%
Puts
Pseudo strike
63.00
IV
43.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
60.70
IV
26.5%
B/E move
2.7%
Puts
Pseudo strike
63.82
IV
41.2%
B/E move
2.9%

65Δ

Calls
Pseudo strike
60.11
IV
25.5%
B/E move
2.1%
Puts
Pseudo strike
64.64
IV
38.9%
B/E move
2.2%

70Δ

Calls
Pseudo strike
59.40
IV
25.7%
B/E move
1.8%
Puts
Pseudo strike
66.65
IV
44.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
58.66
IV
26.1%
B/E move
1.5%
Puts
Pseudo strike
69.64
IV
56.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
57.93
IV
26.6%
B/E move
1.2%
Puts
Pseudo strike
72.98
IV
63.2%
B/E move
1.5%

Options history

ALRM34.2735.0535.822026-10-20: 34.38%2026-10-21: 35.72%Oct 20Oct 21
Table
DateIV
34.38%
35.72%