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Arbe Robotics Ltd. Ordinary Shares ARBE

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Market datapartial · fetched 2026-10-22T21:01:04.155Z

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 · 2026-10-22T21:00:39.73240869Z

FundamentalsAlpha Vantage · unavailable

Share price$0.44
1D-3.2%
AH$0.42$0.43$0.44$0.45$0.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARBE
Sold putSold callAH

Arbe Robotics Ltd. Ordinary Shares options

Live interpolated ARBE call and put midpoint premiums by absolute delta.Arbe Robotics Ltd. Ordinary Shares$0.00$0.59$1.19$1.78$2.37$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEARBE PRICE$0.03$0.03$0.04$0.05$0.06$0.06$0.07$0.45$0.89$1.33$1.76$2.20
PutsExpensive1.69×
CallsExpensive1.86×
SkewBullish-9.60 pp
Implied move——
TiltBearish90.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.00242.4%131.5%
25Δ0.92234.7%115.7%
30Δ0.84227.1%99.9%
35Δ0.76219.4%84.1%
40Δ0.69211.8%68.2%
45Δ0.61204.1%52.4%
50Δ0.53196.5%36.6%
55Δ
60Δ0.86152.5%8.3%
65Δ1.30181.2%6.8%
70Δ1.74209.8%5.4%
75Δ2.19238.4%4.0%
80Δ2.63267.1%2.6%

20Δ

Calls
Pseudo strike
1.00
IV
242.4%
B/E move
131.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
0.92
IV
234.7%
B/E move
115.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
0.84
IV
227.1%
B/E move
99.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
0.76
IV
219.4%
B/E move
84.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
0.69
IV
211.8%
B/E move
68.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
0.61
IV
204.1%
B/E move
52.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
0.53
IV
196.5%
B/E move
36.6%
Puts
Pseudo strike
IV
B/E move

55Δ

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

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.86
IV
152.5%
B/E move
8.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.30
IV
181.2%
B/E move
6.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.74
IV
209.8%
B/E move
5.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.19
IV
238.4%
B/E move
4.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.63
IV
267.1%
B/E move
2.6%

Options history

ARBE170.66173.73176.802026-10-20: 176.38%2026-10-21: 171.08%Oct 20Oct 21
Table
DateIV
176.38%
171.08%