IntraAlpha
Create free account Start free

Arm Holdings plc American Depositary Shares ARM

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-15T20:32:42.216Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:29:33.060523893Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:41.508471+00:00

Share price$245.00
1D+6.9%
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$0.88$4.26$7.64$11.02$14.40$224.23$233.98$243.72$253.47$263.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $245.00OPTION PRICELive ARM spot · $245.00ARM PRICE$1.24$1.64$2.08$2.53$3.02$3.62$4.27$4.92$5.56$6.49$7.47$8.63$11.01$1.28$1.70$2.17$2.70$3.26$3.85$4.49$5.34$6.26$7.28$8.52$9.99$13.43
PutsFair1.04×
CallsCheap0.75×
SkewBearish+2.82 pp
Implied moveBearish±$8.76
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ255.0888.8%4.6%235.9987.1%4.2%
25Δ253.0387.6%3.9%237.8786.6%3.6%
30Δ251.2386.7%3.4%239.4986.6%3.1%
35Δ249.5785.7%2.9%241.0186.7%2.7%
40Δ248.0684.5%2.5%242.4786.9%2.4%
45Δ246.6384.7%2.1%243.8785.8%2.0%
50Δ245.2785.6%1.9%245.2885.1%1.7%
55Δ243.9284.5%1.6%246.7086.4%1.5%
60Δ242.5883.0%1.3%248.1787.5%1.3%
65Δ241.1483.4%1.1%249.7088.2%1.1%
70Δ239.6683.9%0.9%251.4289.2%0.9%
75Δ238.0584.2%0.7%253.3290.6%0.7%
80Δ235.3591.9%0.6%257.00104.7%0.6%

20Δ

Calls
Pseudo strike
255.08
IV
88.8%
B/E move
4.6%
Puts
Pseudo strike
235.99
IV
87.1%
B/E move
4.2%

25Δ

Calls
Pseudo strike
253.03
IV
87.6%
B/E move
3.9%
Puts
Pseudo strike
237.87
IV
86.6%
B/E move
3.6%

30Δ

Calls
Pseudo strike
251.23
IV
86.7%
B/E move
3.4%
Puts
Pseudo strike
239.49
IV
86.6%
B/E move
3.1%

35Δ

Calls
Pseudo strike
249.57
IV
85.7%
B/E move
2.9%
Puts
Pseudo strike
241.01
IV
86.7%
B/E move
2.7%

40Δ

Calls
Pseudo strike
248.06
IV
84.5%
B/E move
2.5%
Puts
Pseudo strike
242.47
IV
86.9%
B/E move
2.4%

45Δ

Calls
Pseudo strike
246.63
IV
84.7%
B/E move
2.1%
Puts
Pseudo strike
243.87
IV
85.8%
B/E move
2.0%

50Δ

Calls
Pseudo strike
245.27
IV
85.6%
B/E move
1.9%
Puts
Pseudo strike
245.28
IV
85.1%
B/E move
1.7%

55Δ

Calls
Pseudo strike
243.92
IV
84.5%
B/E move
1.6%
Puts
Pseudo strike
246.70
IV
86.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
242.58
IV
83.0%
B/E move
1.3%
Puts
Pseudo strike
248.17
IV
87.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
241.14
IV
83.4%
B/E move
1.1%
Puts
Pseudo strike
249.70
IV
88.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
239.66
IV
83.9%
B/E move
0.9%
Puts
Pseudo strike
251.42
IV
89.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
238.05
IV
84.2%
B/E move
0.7%
Puts
Pseudo strike
253.32
IV
90.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
235.35
IV
91.9%
B/E move
0.6%
Puts
Pseudo strike
257.00
IV
104.7%
B/E move
0.6%