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Alarm.com Holdings, Inc. Common Stock ALRM

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Market datapartial · fetched 2026-10-22T21:10:13.413Z

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 · 2026-10-22T20:01:38.457222004Z

FundamentalsAlpha Vantage · unavailable

Share price$62.45
1D+4.4%
AH$59.53$60.33$61.12$61.91$62.715:30 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$0.72$3.67$6.62$9.58$12.53$50.47$55.79$61.11$66.43$71.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALRM spot · $62.45ALRM PRICE$1.22$1.35$1.47$1.59$1.74$1.95$2.16$2.54$3.15$3.76$4.32$4.81$5.30$1.03$1.38$1.73$2.07$2.37$2.66$3.13$3.71$4.29$5.76$7.25$8.82$11.68
PutsExpensive1.89×
CallsExpensive1.46×
SkewBearish+5.61 pp
Implied moveBearish±$5.29
TiltBearish22.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.9867.9%22.0%56.3348.2%11.5%
25Δ72.2959.7%17.9%57.6149.0%10.0%
30Δ69.5651.5%13.7%58.8547.7%8.5%
35Δ66.8443.2%9.6%60.0746.4%7.1%
40Δ64.7236.9%6.4%61.0944.0%6.0%
45Δ63.8534.7%5.4%62.1141.5%4.8%
50Δ62.9932.6%4.3%63.0940.9%4.0%
55Δ62.1332.3%3.6%64.0441.3%3.4%
60Δ61.3034.3%3.2%64.9841.7%2.8%
65Δ60.4736.3%2.8%66.6845.6%2.5%
70Δ59.6536.7%2.4%68.3949.5%2.1%
75Δ58.8635.2%1.9%70.1853.5%1.7%
80Δ58.0733.7%1.5%73.2958.9%1.3%

20Δ

Calls
Pseudo strike
74.98
IV
67.9%
B/E move
22.0%
Puts
Pseudo strike
56.33
IV
48.2%
B/E move
11.5%

25Δ

Calls
Pseudo strike
72.29
IV
59.7%
B/E move
17.9%
Puts
Pseudo strike
57.61
IV
49.0%
B/E move
10.0%

30Δ

Calls
Pseudo strike
69.56
IV
51.5%
B/E move
13.7%
Puts
Pseudo strike
58.85
IV
47.7%
B/E move
8.5%

35Δ

Calls
Pseudo strike
66.84
IV
43.2%
B/E move
9.6%
Puts
Pseudo strike
60.07
IV
46.4%
B/E move
7.1%

40Δ

Calls
Pseudo strike
64.72
IV
36.9%
B/E move
6.4%
Puts
Pseudo strike
61.09
IV
44.0%
B/E move
6.0%

45Δ

Calls
Pseudo strike
63.85
IV
34.7%
B/E move
5.4%
Puts
Pseudo strike
62.11
IV
41.5%
B/E move
4.8%

50Δ

Calls
Pseudo strike
62.99
IV
32.6%
B/E move
4.3%
Puts
Pseudo strike
63.09
IV
40.9%
B/E move
4.0%

55Δ

Calls
Pseudo strike
62.13
IV
32.3%
B/E move
3.6%
Puts
Pseudo strike
64.04
IV
41.3%
B/E move
3.4%

60Δ

Calls
Pseudo strike
61.30
IV
34.3%
B/E move
3.2%
Puts
Pseudo strike
64.98
IV
41.7%
B/E move
2.8%

65Δ

Calls
Pseudo strike
60.47
IV
36.3%
B/E move
2.8%
Puts
Pseudo strike
66.68
IV
45.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
59.65
IV
36.7%
B/E move
2.4%
Puts
Pseudo strike
68.39
IV
49.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
58.86
IV
35.2%
B/E move
1.9%
Puts
Pseudo strike
70.18
IV
53.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
58.07
IV
33.7%
B/E move
1.5%
Puts
Pseudo strike
73.29
IV
58.9%
B/E move
1.3%

Options history

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