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Arm Holdings PLC ADRhedged ARMH

i

Market dataready · fetched 2026-11-11T14:01:10.198Z

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: 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 · 2026-11-11T01:00:00.048672916Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:01:09.838784+00:00

Share price$7.82
1D+1.4%
AH$7.58$7.66$7.74$7.81$7.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARMH
Sold putSold callAH

Arm Holdings PLC ADRhedged options

Live interpolated ARMH call and put midpoint premiums by absolute delta.Arm Holdings PLC ADRhedged$0.39$0.51$0.63$0.76$0.88$5.96$7.00$8.04$9.08$10.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ARMH spot · $7.82ARMH PRICE$0.40$0.40$0.41$0.43$0.46$0.49$0.53$0.58$0.64$0.69$0.74$0.79$0.85$0.40$0.43$0.46$0.50$0.53$0.57$0.61
Puts——
CallsExpensive1.39×
Skew——
Implied moveBearish±$1.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.33370.1%101.2%6.08241.4%27.4%
25Δ11.34261.5%50.1%6.58202.2%21.3%
30Δ9.79201.4%30.4%7.04167.3%15.8%
35Δ8.99166.7%20.4%7.26153.3%13.5%
40Δ8.65150.7%16.4%7.48139.3%11.2%
45Δ8.30134.7%12.5%7.70125.2%8.8%
50Δ7.98119.9%8.9%7.93111.2%6.5%
55Δ7.84113.1%7.7%
60Δ7.70106.4%6.6%
65Δ7.5699.6%5.5%
70Δ7.4292.9%4.4%
75Δ7.2886.1%3.3%
80Δ7.1479.4%2.1%

20Δ

Calls
Pseudo strike
15.33
IV
370.1%
B/E move
101.2%
Puts
Pseudo strike
6.08
IV
241.4%
B/E move
27.4%

25Δ

Calls
Pseudo strike
11.34
IV
261.5%
B/E move
50.1%
Puts
Pseudo strike
6.58
IV
202.2%
B/E move
21.3%

30Δ

Calls
Pseudo strike
9.79
IV
201.4%
B/E move
30.4%
Puts
Pseudo strike
7.04
IV
167.3%
B/E move
15.8%

35Δ

Calls
Pseudo strike
8.99
IV
166.7%
B/E move
20.4%
Puts
Pseudo strike
7.26
IV
153.3%
B/E move
13.5%

40Δ

Calls
Pseudo strike
8.65
IV
150.7%
B/E move
16.4%
Puts
Pseudo strike
7.48
IV
139.3%
B/E move
11.2%

45Δ

Calls
Pseudo strike
8.30
IV
134.7%
B/E move
12.5%
Puts
Pseudo strike
7.70
IV
125.2%
B/E move
8.8%

50Δ

Calls
Pseudo strike
7.98
IV
119.9%
B/E move
8.9%
Puts
Pseudo strike
7.93
IV
111.2%
B/E move
6.5%

55Δ

Calls
Pseudo strike
7.84
IV
113.1%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
7.70
IV
106.4%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
7.56
IV
99.6%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
7.42
IV
92.9%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
7.28
IV
86.1%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.14
IV
79.4%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend77.27%
Daily close
ARMH65.8%89.3%112.8%2026-08-13: 75.83%2026-08-14: 76.22%2026-08-17: 74.40%2026-08-18: 90.23%2026-08-19: 93.70%2026-08-20: 97.32%2026-08-21: 74.18%2026-08-24: 74.68%2026-08-25: 73.08%2026-08-26: 73.20%2026-08-27: 72.29%2026-08-28: 70.49%2026-08-31: 71.43%2026-09-01: 72.61%2026-09-02: 70.43%2026-09-03: 72.14%2026-09-04: 72.39%2026-09-08: 77.26%2026-09-09: 78.35%2026-09-10: 78.89%2026-09-11: 78.83%2026-09-14: 90.37%2026-09-15: 93.39%2026-09-17: 109.54%2026-09-18: 70.23%2026-09-21: 74.64%2026-09-22: 75.79%2026-09-23: 73.97%2026-09-24: 74.16%2026-09-25: 72.77%2026-09-28: 72.53%2026-09-29: 71.78%2026-09-30: 73.00%2026-10-01: 72.14%2026-10-02: 70.36%2026-10-05: 70.38%2026-10-06: 71.19%2026-10-07: 71.77%2026-10-08: 70.50%2026-10-09: 71.69%2026-10-12: 79.62%2026-10-13: 81.83%2026-10-14: 93.81%2026-10-15: 106.46%2026-10-16: 69.65%2026-10-19: 69.07%2026-10-20: 70.62%2026-10-21: 70.73%2026-10-22: 73.54%2026-10-23: 72.27%2026-10-26: 72.05%2026-10-27: 71.77%2026-10-28: 72.17%2026-10-29: 71.14%2026-10-30: 77.27%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
75.83%
76.22%
74.40%
90.23%
93.70%
97.32%
74.18%
74.68%
73.08%
73.20%
72.29%
70.49%
71.43%
72.61%
70.43%
72.14%
72.39%
77.26%
78.35%
78.89%
78.83%
90.37%
93.39%
109.54%
70.23%
74.64%
75.79%
73.97%
74.16%
72.77%
72.53%
71.78%
73.00%
72.14%
70.36%
70.38%
71.19%
71.77%
70.50%
71.69%
79.62%
81.83%
93.81%
106.46%
69.65%
69.07%
70.62%
70.73%
73.54%
72.27%
72.05%
71.77%
72.17%
71.14%
77.27%