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Arlo Technologies, Inc. ARLO

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Market datapartial · fetched 2026-10-23T03:16:33.386Z

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 · 2026-10-22T23:00:00.003520485Z

FundamentalsAlpha Vantage · unavailable

Share price$12.60
1D+1.6%
AH$12.10$12.27$12.44$12.61$12.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARLO
Sold putSold callAH

Arlo Technologies, Inc. options

Live interpolated ARLO call and put midpoint premiums by absolute delta.Arlo Technologies, Inc.$0.17$1.81$3.45$5.09$6.72$8.03$10.04$12.05$14.05$16.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARLO spot · $12.60ARLO PRICE$0.35$0.49$0.36$0.45$0.54$0.63$0.85$1.10$1.36$1.62$1.87$2.12$2.38$0.60$0.55$0.90$1.26$1.51$1.67$1.84$2.03$2.21$2.42$2.63$6.25$4.15
PutsExpensive1.96×
CallsExpensive1.54×
SkewBearish+31.30 pp
Implied moveBearish±$2.69
TiltBearish33.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.38105.2%40.7%9.99126.7%25.5%
25Δ16.27108.3%33.1%10.9991.3%17.1%
30Δ13.9657.9%13.7%11.40105.0%16.7%
35Δ13.6657.6%12.0%11.81119.1%16.3%
40Δ13.3757.3%10.4%12.26121.3%14.7%
45Δ13.0757.0%8.7%12.75113.2%12.0%
50Δ12.7863.3%8.1%13.21106.4%9.8%
55Δ12.4871.8%7.8%13.62100.8%8.0%
60Δ12.1980.3%7.5%14.0295.2%6.3%
65Δ11.8584.9%6.9%14.3990.3%5.0%
70Δ11.4683.1%5.8%14.7585.4%3.8%
75Δ11.0681.3%4.6%18.29145.0%4.5%
80Δ10.6779.4%3.5%16.4794.9%2.2%

20Δ

Calls
Pseudo strike
17.38
IV
105.2%
B/E move
40.7%
Puts
Pseudo strike
9.99
IV
126.7%
B/E move
25.5%

25Δ

Calls
Pseudo strike
16.27
IV
108.3%
B/E move
33.1%
Puts
Pseudo strike
10.99
IV
91.3%
B/E move
17.1%

30Δ

Calls
Pseudo strike
13.96
IV
57.9%
B/E move
13.7%
Puts
Pseudo strike
11.40
IV
105.0%
B/E move
16.7%

35Δ

Calls
Pseudo strike
13.66
IV
57.6%
B/E move
12.0%
Puts
Pseudo strike
11.81
IV
119.1%
B/E move
16.3%

40Δ

Calls
Pseudo strike
13.37
IV
57.3%
B/E move
10.4%
Puts
Pseudo strike
12.26
IV
121.3%
B/E move
14.7%

45Δ

Calls
Pseudo strike
13.07
IV
57.0%
B/E move
8.7%
Puts
Pseudo strike
12.75
IV
113.2%
B/E move
12.0%

50Δ

Calls
Pseudo strike
12.78
IV
63.3%
B/E move
8.1%
Puts
Pseudo strike
13.21
IV
106.4%
B/E move
9.8%

55Δ

Calls
Pseudo strike
12.48
IV
71.8%
B/E move
7.8%
Puts
Pseudo strike
13.62
IV
100.8%
B/E move
8.0%

60Δ

Calls
Pseudo strike
12.19
IV
80.3%
B/E move
7.5%
Puts
Pseudo strike
14.02
IV
95.2%
B/E move
6.3%

65Δ

Calls
Pseudo strike
11.85
IV
84.9%
B/E move
6.9%
Puts
Pseudo strike
14.39
IV
90.3%
B/E move
5.0%

70Δ

Calls
Pseudo strike
11.46
IV
83.1%
B/E move
5.8%
Puts
Pseudo strike
14.75
IV
85.4%
B/E move
3.8%

75Δ

Calls
Pseudo strike
11.06
IV
81.3%
B/E move
4.6%
Puts
Pseudo strike
18.29
IV
145.0%
B/E move
4.5%

80Δ

Calls
Pseudo strike
10.67
IV
79.4%
B/E move
3.5%
Puts
Pseudo strike
16.47
IV
94.9%
B/E move
2.2%

Options history

ARLO61.6165.6269.632026-10-20: 62.17%2026-10-21: 69.08%Oct 20Oct 21
Table
DateIV
62.17%
69.08%