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Arm Holdings plc American Depositary Shares ARM

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-15T20:02:13.328Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:11.260001005Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:02:12.700408+00:00

Share price$245.14
1D+7.0%
AH$227$232$237$242$2475:30 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$0.84$4.45$8.05$11.66$15.26$224.20$234.01$243.82$253.62$263.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $245.14OPTION PRICELive ARM spot · $245.14ARM PRICE$1.23$1.63$2.06$2.50$2.99$3.56$4.21$4.84$5.48$6.34$7.27$8.39$10.32$1.29$1.72$2.20$2.74$3.31$3.91$4.58$5.45$6.41$7.44$8.76$10.35$14.22
PutsExpensive1.06×
CallsCheap0.74×
SkewBearish+6.43 pp
Implied moveBearish±$8.79
TiltBearish8.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ255.1588.0%4.6%236.0587.9%4.2%
25Δ253.1086.8%3.9%237.9387.5%3.6%
30Δ251.3185.8%3.4%239.5887.5%3.2%
35Δ249.6684.8%2.9%241.1087.8%2.8%
40Δ248.1683.5%2.5%242.5888.0%2.4%
45Δ246.7583.4%2.1%244.0086.9%2.1%
50Δ245.4084.1%1.8%245.4386.6%1.8%
55Δ244.0883.2%1.5%246.8788.1%1.5%
60Δ242.7681.5%1.3%248.3989.3%1.3%
65Δ241.3681.4%1.0%249.9590.2%1.1%
70Δ239.9481.7%0.8%251.7491.6%0.9%
75Δ238.3981.5%0.7%253.7793.6%0.7%
80Δ236.0986.1%0.5%257.85110.5%0.6%

20Δ

Calls
Pseudo strike
255.15
IV
88.0%
B/E move
4.6%
Puts
Pseudo strike
236.05
IV
87.9%
B/E move
4.2%

25Δ

Calls
Pseudo strike
253.10
IV
86.8%
B/E move
3.9%
Puts
Pseudo strike
237.93
IV
87.5%
B/E move
3.6%

30Δ

Calls
Pseudo strike
251.31
IV
85.8%
B/E move
3.4%
Puts
Pseudo strike
239.58
IV
87.5%
B/E move
3.2%

35Δ

Calls
Pseudo strike
249.66
IV
84.8%
B/E move
2.9%
Puts
Pseudo strike
241.10
IV
87.8%
B/E move
2.8%

40Δ

Calls
Pseudo strike
248.16
IV
83.5%
B/E move
2.5%
Puts
Pseudo strike
242.58
IV
88.0%
B/E move
2.4%

45Δ

Calls
Pseudo strike
246.75
IV
83.4%
B/E move
2.1%
Puts
Pseudo strike
244.00
IV
86.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
245.40
IV
84.1%
B/E move
1.8%
Puts
Pseudo strike
245.43
IV
86.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
244.08
IV
83.2%
B/E move
1.5%
Puts
Pseudo strike
246.87
IV
88.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
242.76
IV
81.5%
B/E move
1.3%
Puts
Pseudo strike
248.39
IV
89.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
241.36
IV
81.4%
B/E move
1.0%
Puts
Pseudo strike
249.95
IV
90.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
239.94
IV
81.7%
B/E move
0.8%
Puts
Pseudo strike
251.74
IV
91.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
238.39
IV
81.5%
B/E move
0.7%
Puts
Pseudo strike
253.77
IV
93.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
236.09
IV
86.1%
B/E move
0.5%
Puts
Pseudo strike
257.85
IV
110.5%
B/E move
0.6%