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Arlo Technologies, Inc. ARLO

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Market datapartial · fetched 2026-10-22T16:17:56.767Z

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 · 2026-10-22T16:17:50.912454658Z

FundamentalsAlpha Vantage · unavailable

Share price$12.56
1D+3.4%
$12.10$12.27$12.44$12.61$12.785:30 AM6:30 AM9:00 AM1:00 PMARLO
Sold putSold call

Arlo Technologies, Inc. options

Live interpolated ARLO call and put midpoint premiums by absolute delta.Arlo Technologies, Inc.$0.10$2.04$3.99$5.94$7.88$7.69$9.74$11.80$13.86$15.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARLO spot · $12.56ARLO PRICE$0.31$0.49$0.37$0.46$0.55$0.64$0.87$1.13$1.39$1.55$1.59$1.63$1.67$0.59$0.55$0.88$1.24$1.50$1.65$1.82$2.00$2.18$3.46$4.87$6.29$7.32
PutsExpensive2.12×
CallsExpensive1.50×
SkewBearish+42.70 pp
Implied moveBearish±$2.69
TiltBearish46.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.5790.6%34.4%9.96125.4%25.5%
25Δ16.24107.9%33.3%10.9491.5%17.3%
30Δ13.9458.9%13.9%11.38102.7%16.4%
35Δ13.6458.7%12.3%11.78116.9%16.0%
40Δ13.3458.5%10.6%12.23120.7%14.6%
45Δ13.0458.3%8.9%12.71112.7%12.0%
50Δ12.7465.7%8.4%13.16105.7%9.7%
55Δ12.4574.4%8.1%13.56100.0%8.0%
60Δ12.1583.0%7.8%13.9694.3%6.2%
65Δ11.9083.4%7.0%15.33108.8%5.5%
70Δ11.6874.9%5.7%16.82125.7%4.9%
75Δ11.4766.4%4.3%18.30142.7%4.3%
80Δ11.2557.8%2.9%19.46146.2%3.3%

20Δ

Calls
Pseudo strike
16.57
IV
90.6%
B/E move
34.4%
Puts
Pseudo strike
9.96
IV
125.4%
B/E move
25.5%

25Δ

Calls
Pseudo strike
16.24
IV
107.9%
B/E move
33.3%
Puts
Pseudo strike
10.94
IV
91.5%
B/E move
17.3%

30Δ

Calls
Pseudo strike
13.94
IV
58.9%
B/E move
13.9%
Puts
Pseudo strike
11.38
IV
102.7%
B/E move
16.4%

35Δ

Calls
Pseudo strike
13.64
IV
58.7%
B/E move
12.3%
Puts
Pseudo strike
11.78
IV
116.9%
B/E move
16.0%

40Δ

Calls
Pseudo strike
13.34
IV
58.5%
B/E move
10.6%
Puts
Pseudo strike
12.23
IV
120.7%
B/E move
14.6%

45Δ

Calls
Pseudo strike
13.04
IV
58.3%
B/E move
8.9%
Puts
Pseudo strike
12.71
IV
112.7%
B/E move
12.0%

50Δ

Calls
Pseudo strike
12.74
IV
65.7%
B/E move
8.4%
Puts
Pseudo strike
13.16
IV
105.7%
B/E move
9.7%

55Δ

Calls
Pseudo strike
12.45
IV
74.4%
B/E move
8.1%
Puts
Pseudo strike
13.56
IV
100.0%
B/E move
8.0%

60Δ

Calls
Pseudo strike
12.15
IV
83.0%
B/E move
7.8%
Puts
Pseudo strike
13.96
IV
94.3%
B/E move
6.2%

65Δ

Calls
Pseudo strike
11.90
IV
83.4%
B/E move
7.0%
Puts
Pseudo strike
15.33
IV
108.8%
B/E move
5.5%

70Δ

Calls
Pseudo strike
11.68
IV
74.9%
B/E move
5.7%
Puts
Pseudo strike
16.82
IV
125.7%
B/E move
4.9%

75Δ

Calls
Pseudo strike
11.47
IV
66.4%
B/E move
4.3%
Puts
Pseudo strike
18.30
IV
142.7%
B/E move
4.3%

80Δ

Calls
Pseudo strike
11.25
IV
57.8%
B/E move
2.9%
Puts
Pseudo strike
19.46
IV
146.2%
B/E move
3.3%

Options history

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