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Arlo Technologies, Inc. ARLO

i

Market dataready · fetched 2026-11-12T15:29:33.385Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T15:29:22.936363605Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-12T15:29:32.670714+00:00

Share price$11.96
1D-1.3%
$11.89$11.96$12.03$12.10$12.175:30 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.$0.25$0.57$0.89$1.21$1.53$8.96$10.79$12.62$14.44$16.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ARLO spot · $11.96ARLO PRICE$0.40$0.29$0.38$0.47$0.57$0.66$0.76$0.85$0.95$1.04$1.14$1.44$0.38$0.39$0.41$0.43$0.44$0.46$0.49$0.59$0.68$0.78$0.88$0.98$1.07
PutsCheap0.70×
Calls——
Skew——
Implied moveBullish±$1.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.01165.9%19.4%
25Δ14.72170.3%26.5%10.35148.6%16.7%
30Δ12.8378.6%9.7%10.69131.3%14.0%
35Δ12.6379.2%8.8%11.03114.1%11.3%
40Δ12.4479.7%8.0%11.3796.8%8.6%
45Δ12.2480.3%7.2%11.7179.5%5.9%
50Δ12.0580.8%6.3%12.0264.6%3.5%
55Δ11.8681.4%5.5%12.1763.4%3.1%
60Δ11.6681.9%4.7%12.3262.3%2.7%
65Δ11.4782.5%3.8%12.4761.2%2.2%
70Δ11.2783.0%3.0%12.6260.0%1.8%
75Δ11.0883.5%2.2%12.7758.9%1.3%
80Δ10.7192.4%1.7%12.9257.8%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.01
IV
165.9%
B/E move
19.4%

25Δ

Calls
Pseudo strike
14.72
IV
170.3%
B/E move
26.5%
Puts
Pseudo strike
10.35
IV
148.6%
B/E move
16.7%

30Δ

Calls
Pseudo strike
12.83
IV
78.6%
B/E move
9.7%
Puts
Pseudo strike
10.69
IV
131.3%
B/E move
14.0%

35Δ

Calls
Pseudo strike
12.63
IV
79.2%
B/E move
8.8%
Puts
Pseudo strike
11.03
IV
114.1%
B/E move
11.3%

40Δ

Calls
Pseudo strike
12.44
IV
79.7%
B/E move
8.0%
Puts
Pseudo strike
11.37
IV
96.8%
B/E move
8.6%

45Δ

Calls
Pseudo strike
12.24
IV
80.3%
B/E move
7.2%
Puts
Pseudo strike
11.71
IV
79.5%
B/E move
5.9%

50Δ

Calls
Pseudo strike
12.05
IV
80.8%
B/E move
6.3%
Puts
Pseudo strike
12.02
IV
64.6%
B/E move
3.5%

55Δ

Calls
Pseudo strike
11.86
IV
81.4%
B/E move
5.5%
Puts
Pseudo strike
12.17
IV
63.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
11.66
IV
81.9%
B/E move
4.7%
Puts
Pseudo strike
12.32
IV
62.3%
B/E move
2.7%

65Δ

Calls
Pseudo strike
11.47
IV
82.5%
B/E move
3.8%
Puts
Pseudo strike
12.47
IV
61.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
11.27
IV
83.0%
B/E move
3.0%
Puts
Pseudo strike
12.62
IV
60.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
11.08
IV
83.5%
B/E move
2.2%
Puts
Pseudo strike
12.77
IV
58.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
10.71
IV
92.4%
B/E move
1.7%
Puts
Pseudo strike
12.92
IV
57.8%
B/E move
0.9%

Options history

IV · four-Friday blend64.80%
Daily close
ARLO38.5%93.5%148.5%2026-08-14: 55.78%2026-08-17: 74.91%2026-08-18: 65.68%2026-08-19: 63.89%2026-08-21: 50.10%2026-08-24: 55.01%2026-08-25: 59.83%2026-08-26: 46.09%2026-08-27: 46.13%2026-08-28: 47.59%2026-08-31: 48.39%2026-09-01: 62.20%2026-09-02: 51.66%2026-09-03: 46.19%2026-09-04: 50.73%2026-09-08: 49.18%2026-09-09: 59.43%2026-09-10: 52.86%2026-09-11: 63.36%2026-09-15: 76.17%2026-09-16: 85.74%2026-09-17: 140.92%2026-09-18: 52.79%2026-09-21: 52.39%2026-09-22: 51.33%2026-09-23: 55.82%2026-09-24: 53.41%2026-09-25: 60.70%2026-09-28: 56.24%2026-09-29: 56.53%2026-09-30: 54.35%2026-10-01: 55.89%2026-10-02: 56.01%2026-10-05: 57.47%2026-10-06: 59.28%2026-10-07: 59.56%2026-10-08: 60.93%2026-10-09: 61.56%2026-10-12: 71.01%2026-10-13: 69.87%2026-10-14: 71.02%2026-10-16: 67.62%2026-10-19: 60.12%2026-10-20: 62.14%2026-10-21: 69.08%2026-10-22: 63.27%2026-10-23: 69.01%2026-10-26: 70.80%2026-10-27: 66.86%2026-10-28: 67.08%2026-10-29: 74.20%2026-10-30: 64.80%Aug 14Sep 23Oct 30
52 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
55.78%
74.91%
65.68%
63.89%
50.10%
55.01%
59.83%
46.09%
46.13%
47.59%
48.39%
62.20%
51.66%
46.19%
50.73%
49.18%
59.43%
52.86%
63.36%
76.17%
85.74%
140.92%
52.79%
52.39%
51.33%
55.82%
53.41%
60.70%
56.24%
56.53%
54.35%
55.89%
56.01%
57.47%
59.28%
59.56%
60.93%
61.56%
71.01%
69.87%
71.02%
67.62%
60.12%
62.14%
69.08%
63.27%
69.01%
70.80%
66.86%
67.08%
74.20%
64.80%