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Arm Holdings plc American Depositary Shares ARM

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-05T21:41:10.199Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-05T21:40:56.406623228Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-05T21:41:08.653520+00:00

Share price$167.51
1D-6.4%
AH$163$168$172$176$1805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARM
Sold putSold callAH

Arm Holdings plc American Depositary Shares options

Live interpolated ARM call and put midpoint premiums by absolute delta.Arm Holdings plc American Depositary Shares$0.85$4.75$8.65$12.55$16.45$148.87$160.43$171.99$183.55$195.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARM spot · $167.51ARM PRICE$1.28$1.71$2.19$2.70$3.26$3.89$4.55$5.32$6.15$7.10$8.26$9.97$12.71$1.57$2.04$2.57$3.15$3.81$4.55$5.35$6.22$7.20$8.34$9.66$11.21$15.32
PutsCheap0.91×
CallsExpensive1.45×
SkewBearish+9.87 pp
Implied moveBearish±$9.91
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ177.72135.1%6.9%156.71154.6%7.4%
25Δ175.66135.2%5.9%158.86150.2%6.4%
30Δ173.83135.7%5.1%160.84147.4%5.5%
35Δ172.12136.2%4.4%162.63146.5%4.8%
40Δ170.50135.7%3.7%164.28145.9%4.2%
45Δ168.95135.9%3.2%165.91145.8%3.7%
50Δ167.44136.4%2.7%167.51146.2%3.2%
55Δ165.95136.3%2.2%169.10144.9%2.8%
60Δ164.43136.6%1.8%170.76144.5%2.4%
65Δ162.87137.3%1.5%172.49145.4%2.0%
70Δ161.17138.6%1.1%174.35145.3%1.7%
75Δ159.00145.2%0.9%176.39145.8%1.4%
80Δ155.94161.9%0.7%181.26171.8%0.9%

20Δ

Calls
Pseudo strike
177.72
IV
135.1%
B/E move
6.9%
Puts
Pseudo strike
156.71
IV
154.6%
B/E move
7.4%

25Δ

Calls
Pseudo strike
175.66
IV
135.2%
B/E move
5.9%
Puts
Pseudo strike
158.86
IV
150.2%
B/E move
6.4%

30Δ

Calls
Pseudo strike
173.83
IV
135.7%
B/E move
5.1%
Puts
Pseudo strike
160.84
IV
147.4%
B/E move
5.5%

35Δ

Calls
Pseudo strike
172.12
IV
136.2%
B/E move
4.4%
Puts
Pseudo strike
162.63
IV
146.5%
B/E move
4.8%

40Δ

Calls
Pseudo strike
170.50
IV
135.7%
B/E move
3.7%
Puts
Pseudo strike
164.28
IV
145.9%
B/E move
4.2%

45Δ

Calls
Pseudo strike
168.95
IV
135.9%
B/E move
3.2%
Puts
Pseudo strike
165.91
IV
145.8%
B/E move
3.7%

50Δ

Calls
Pseudo strike
167.44
IV
136.4%
B/E move
2.7%
Puts
Pseudo strike
167.51
IV
146.2%
B/E move
3.2%

55Δ

Calls
Pseudo strike
165.95
IV
136.3%
B/E move
2.2%
Puts
Pseudo strike
169.10
IV
144.9%
B/E move
2.8%

60Δ

Calls
Pseudo strike
164.43
IV
136.6%
B/E move
1.8%
Puts
Pseudo strike
170.76
IV
144.5%
B/E move
2.4%

65Δ

Calls
Pseudo strike
162.87
IV
137.3%
B/E move
1.5%
Puts
Pseudo strike
172.49
IV
145.4%
B/E move
2.0%

70Δ

Calls
Pseudo strike
161.17
IV
138.6%
B/E move
1.1%
Puts
Pseudo strike
174.35
IV
145.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
159.00
IV
145.2%
B/E move
0.9%
Puts
Pseudo strike
176.39
IV
145.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
155.94
IV
161.9%
B/E move
0.7%
Puts
Pseudo strike
181.26
IV
171.8%
B/E move
0.9%

Options history

IV · four-Friday blend91.54%
Daily close
ARM56.0%75.1%94.2%2026-08-07: 76.90%2026-08-10: 79.69%2026-08-11: 76.15%2026-08-12: 74.63%2026-08-13: 74.59%2026-08-14: 68.83%2026-08-17: 74.52%2026-08-18: 73.54%2026-08-19: 72.24%2026-08-20: 71.49%2026-08-21: 65.86%2026-08-24: 69.54%2026-08-25: 69.91%2026-08-26: 74.24%2026-08-27: 68.95%2026-08-28: 58.62%2026-08-31: 59.79%2026-09-01: 61.03%2026-09-02: 59.76%2026-09-03: 59.80%2026-09-04: 62.25%2026-09-08: 73.04%2026-09-09: 69.01%2026-09-10: 68.87%2026-09-11: 64.76%2026-09-14: 69.33%2026-09-15: 68.21%2026-09-16: 68.51%2026-09-17: 71.55%2026-09-18: 66.25%2026-09-21: 84.00%2026-09-22: 78.32%2026-09-23: 78.00%2026-09-24: 77.01%2026-09-25: 68.98%2026-09-28: 72.66%2026-09-29: 75.37%2026-09-30: 71.75%2026-10-01: 67.19%2026-10-02: 65.00%2026-10-05: 65.07%2026-10-06: 64.55%2026-10-07: 64.16%2026-10-08: 65.49%2026-10-09: 61.52%2026-10-12: 63.96%2026-10-13: 69.68%2026-10-14: 77.30%2026-10-15: 74.66%2026-10-16: 75.80%2026-10-19: 75.27%2026-10-20: 78.16%2026-10-21: 79.92%2026-10-22: 84.88%2026-10-23: 80.73%2026-10-26: 85.52%2026-10-27: 85.59%2026-10-28: 86.48%2026-10-29: 87.87%2026-10-30: 91.54%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
76.90%
79.69%
76.15%
74.63%
74.59%
68.83%
74.52%
73.54%
72.24%
71.49%
65.86%
69.54%
69.91%
74.24%
68.95%
58.62%
59.79%
61.03%
59.76%
59.80%
62.25%
73.04%
69.01%
68.87%
64.76%
69.33%
68.21%
68.51%
71.55%
66.25%
84.00%
78.32%
78.00%
77.01%
68.98%
72.66%
75.37%
71.75%
67.19%
65.00%
65.07%
64.55%
64.16%
65.49%
61.52%
63.96%
69.68%
77.30%
74.66%
75.80%
75.27%
78.16%
79.92%
84.88%
80.73%
85.52%
85.59%
86.48%
87.87%
91.54%