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Arm Holdings plc American Depositary Shares ARM

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-16T00:14:54.064Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:09.470888762Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:27.075979+00:00

Share price$242.80
1D+5.8%
AH$227$232$237$243$2485:30 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$4.27$18.85$33.43$48.00$62.58$166.58$213.02$259.46$305.91$352.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARM spot · $242.80ARM PRICE$5.85$7.76$9.82$12.10$14.56$17.17$20.09$23.18$27.02$31.58$36.52$42.38$49.61$6.76$9.08$11.59$14.24$17.43$20.77$24.23$28.88$33.05$36.76$42.48$49.83$58.37
PutsCheap0.90×
CallsExpensive1.10×
SkewBullish-8.88 pp
Implied moveBearish±$44.32
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ307.2876.5%29.0%207.0770.8%17.5%
25Δ295.0976.4%24.7%214.9870.7%15.2%
30Δ284.4476.1%21.2%222.3670.4%13.2%
35Δ275.1776.2%18.3%229.4369.8%11.4%
40Δ266.6176.2%15.8%236.1769.9%9.9%
45Δ258.4475.9%13.5%242.8769.7%8.5%
50Δ250.8176.1%11.6%249.5369.0%7.2%
55Δ243.3975.6%9.8%256.7269.7%6.2%
60Δ235.9776.6%8.3%263.5068.8%5.1%
65Δ228.4378.7%7.1%269.9266.3%4.0%
70Δ220.4980.0%5.9%277.7166.0%3.1%
75Δ211.8681.5%4.7%286.8966.4%2.4%
80Δ202.1183.7%3.7%297.1666.5%1.7%

20Δ

Calls
Pseudo strike
307.28
IV
76.5%
B/E move
29.0%
Puts
Pseudo strike
207.07
IV
70.8%
B/E move
17.5%

25Δ

Calls
Pseudo strike
295.09
IV
76.4%
B/E move
24.7%
Puts
Pseudo strike
214.98
IV
70.7%
B/E move
15.2%

30Δ

Calls
Pseudo strike
284.44
IV
76.1%
B/E move
21.2%
Puts
Pseudo strike
222.36
IV
70.4%
B/E move
13.2%

35Δ

Calls
Pseudo strike
275.17
IV
76.2%
B/E move
18.3%
Puts
Pseudo strike
229.43
IV
69.8%
B/E move
11.4%

40Δ

Calls
Pseudo strike
266.61
IV
76.2%
B/E move
15.8%
Puts
Pseudo strike
236.17
IV
69.9%
B/E move
9.9%

45Δ

Calls
Pseudo strike
258.44
IV
75.9%
B/E move
13.5%
Puts
Pseudo strike
242.87
IV
69.7%
B/E move
8.5%

50Δ

Calls
Pseudo strike
250.81
IV
76.1%
B/E move
11.6%
Puts
Pseudo strike
249.53
IV
69.0%
B/E move
7.2%

55Δ

Calls
Pseudo strike
243.39
IV
75.6%
B/E move
9.8%
Puts
Pseudo strike
256.72
IV
69.7%
B/E move
6.2%

60Δ

Calls
Pseudo strike
235.97
IV
76.6%
B/E move
8.3%
Puts
Pseudo strike
263.50
IV
68.8%
B/E move
5.1%

65Δ

Calls
Pseudo strike
228.43
IV
78.7%
B/E move
7.1%
Puts
Pseudo strike
269.92
IV
66.3%
B/E move
4.0%

70Δ

Calls
Pseudo strike
220.49
IV
80.0%
B/E move
5.9%
Puts
Pseudo strike
277.71
IV
66.0%
B/E move
3.1%

75Δ

Calls
Pseudo strike
211.86
IV
81.5%
B/E move
4.7%
Puts
Pseudo strike
286.89
IV
66.4%
B/E move
2.4%

80Δ

Calls
Pseudo strike
202.11
IV
83.7%
B/E move
3.7%
Puts
Pseudo strike
297.16
IV
66.5%
B/E move
1.7%