Share price$0.47
1D
Price history unavailable.
Arbe Robotics Ltd. Ordinary Shares ARBE
i
Market datapartial · fetched 2026-10-22T08:03:44.121Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T08:02:17.322616382Z
FundamentalsAlpha Vantage · unavailable
Arbe Robotics Ltd. Ordinary Shares options
PutsExpensive2.40×
CallsExpensive1.68×
SkewBearish+100.96 pp
Implied moveBearish±$0.43
TiltBearish94.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 0.99 | 225.9% | 118.5% | |||
| 25Δ | 0.92 | 217.2% | 104.4% | |||
| 30Δ | 0.85 | 208.5% | 90.3% | |||
| 35Δ | 0.78 | 199.8% | 76.3% | |||
| 40Δ | 0.70 | 191.2% | 62.2% | |||
| 45Δ | 0.63 | 182.5% | 48.1% | |||
| 50Δ | 0.56 | 173.8% | 34.0% | 0.76 | 177.4% | 13.5% |
| 55Δ | 1.24 | 218.5% | 12.1% | |||
| 60Δ | 1.71 | 259.7% | 10.6% | |||
| 65Δ | 2.19 | 300.8% | 9.2% | |||
| 70Δ | 2.66 | 342.0% | 7.7% | |||
| 75Δ | 3.14 | 383.1% | 6.3% | |||
| 80Δ | 3.62 | 424.3% | 4.8% | |||
20Δ
- Pseudo strike
- 0.99
- IV
- 225.9%
- B/E move
- 118.5%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 0.92
- IV
- 217.2%
- B/E move
- 104.4%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 0.85
- IV
- 208.5%
- B/E move
- 90.3%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 0.78
- IV
- 199.8%
- B/E move
- 76.3%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 0.70
- IV
- 191.2%
- B/E move
- 62.2%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 0.63
- IV
- 182.5%
- B/E move
- 48.1%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 0.56
- IV
- 173.8%
- B/E move
- 34.0%
- Pseudo strike
- 0.76
- IV
- 177.4%
- B/E move
- 13.5%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.24
- IV
- 218.5%
- B/E move
- 12.1%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.71
- IV
- 259.7%
- B/E move
- 10.6%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.19
- IV
- 300.8%
- B/E move
- 9.2%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.66
- IV
- 342.0%
- B/E move
- 7.7%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.14
- IV
- 383.1%
- B/E move
- 6.3%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.62
- IV
- 424.3%
- B/E move
- 4.8%
Options history
No recorded observations