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Arlo Technologies, Inc. ARLO

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Market datapartial · fetched 2026-10-22T21:12:04.974Z

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 · 2026-10-22T21:03:06.593540065Z

FundamentalsAlpha Vantage · unavailable

Share price$12.35
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.$0.16$1.42$2.67$3.92$5.17$8.06$10.02$11.99$13.95$15.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARLO spot · $12.35ARLO PRICE$0.30$0.50$0.39$0.49$0.59$0.74$1.00$1.26$1.52$1.58$1.64$1.70$2.49$0.57$0.57$0.77$1.11$1.43$1.58$1.72$1.87$2.03$2.18$3.00$3.91$4.81
PutsExpensive1.84×
CallsExpensive1.72×
SkewBearish+20.86 pp
Implied moveBearish±$2.72
TiltBearish28.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.8086.7%30.4%9.79124.4%25.3%
25Δ16.09111.3%34.3%10.6896.4%18.1%
30Δ13.8664.1%15.4%11.2593.2%15.1%
35Δ13.5364.4%13.5%11.64106.3%14.7%
40Δ13.2164.8%11.7%12.03117.9%14.2%
45Δ12.8968.4%10.4%12.47110.1%11.8%
50Δ12.5978.0%10.1%12.90102.2%9.4%
55Δ12.3087.5%9.8%13.2796.0%7.7%
60Δ12.0097.0%9.5%13.6190.2%6.2%
65Δ11.7087.8%7.6%13.9684.4%4.6%
70Δ11.4178.5%5.7%14.8891.3%3.9%
75Δ11.1169.3%3.7%15.8699.8%3.2%
80Δ10.2991.5%3.5%16.85108.3%2.5%

20Δ

Calls
Pseudo strike
15.80
IV
86.7%
B/E move
30.4%
Puts
Pseudo strike
9.79
IV
124.4%
B/E move
25.3%

25Δ

Calls
Pseudo strike
16.09
IV
111.3%
B/E move
34.3%
Puts
Pseudo strike
10.68
IV
96.4%
B/E move
18.1%

30Δ

Calls
Pseudo strike
13.86
IV
64.1%
B/E move
15.4%
Puts
Pseudo strike
11.25
IV
93.2%
B/E move
15.1%

35Δ

Calls
Pseudo strike
13.53
IV
64.4%
B/E move
13.5%
Puts
Pseudo strike
11.64
IV
106.3%
B/E move
14.7%

40Δ

Calls
Pseudo strike
13.21
IV
64.8%
B/E move
11.7%
Puts
Pseudo strike
12.03
IV
117.9%
B/E move
14.2%

45Δ

Calls
Pseudo strike
12.89
IV
68.4%
B/E move
10.4%
Puts
Pseudo strike
12.47
IV
110.1%
B/E move
11.8%

50Δ

Calls
Pseudo strike
12.59
IV
78.0%
B/E move
10.1%
Puts
Pseudo strike
12.90
IV
102.2%
B/E move
9.4%

55Δ

Calls
Pseudo strike
12.30
IV
87.5%
B/E move
9.8%
Puts
Pseudo strike
13.27
IV
96.0%
B/E move
7.7%

60Δ

Calls
Pseudo strike
12.00
IV
97.0%
B/E move
9.5%
Puts
Pseudo strike
13.61
IV
90.2%
B/E move
6.2%

65Δ

Calls
Pseudo strike
11.70
IV
87.8%
B/E move
7.6%
Puts
Pseudo strike
13.96
IV
84.4%
B/E move
4.6%

70Δ

Calls
Pseudo strike
11.41
IV
78.5%
B/E move
5.7%
Puts
Pseudo strike
14.88
IV
91.3%
B/E move
3.9%

75Δ

Calls
Pseudo strike
11.11
IV
69.3%
B/E move
3.7%
Puts
Pseudo strike
15.86
IV
99.8%
B/E move
3.2%

80Δ

Calls
Pseudo strike
10.29
IV
91.5%
B/E move
3.5%
Puts
Pseudo strike
16.85
IV
108.3%
B/E move
2.5%

Options history

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