IntraAlpha
Create free account Start free

Arm Holdings PLC ADRhedged ARMH

i

Market dataready · fetched 2026-10-22T07:31:49.780Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.109115347Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T07:25:59.484149+00:00

Share price$9.69
1D+1.3%
AH$9.37$9.46$9.55$9.63$9.725:30 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$0.33$1.20$2.07$2.94$3.81$6.12$8.38$10.65$12.91$15.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARMH spot · $9.69ARMH PRICE$0.42$0.46$0.51$0.56$0.61$0.67$0.74$0.84$0.94$1.04$1.15$1.32$1.48$0.49$0.55$0.62$0.71$0.83$0.95$1.07$1.33$1.59$1.88$2.34$2.86$3.56
PutsExpensive1.21×
CallsExpensive1.65×
SkewBearish+6.95 pp
Implied moveBearish±$1.81
TiltBearish27.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.49170.8%74.6%7.55134.1%27.1%
25Δ13.56134.3%44.7%8.20114.8%21.1%
30Δ12.22115.5%31.4%8.66102.9%17.0%
35Δ11.35100.2%22.9%9.0893.4%13.6%
40Δ10.7689.8%17.4%9.3990.4%11.7%
45Δ10.3582.8%13.8%9.6987.3%9.8%
50Δ9.9676.4%10.5%10.0084.3%7.9%
55Δ9.7174.2%8.9%10.3586.2%6.9%
60Δ9.4671.9%7.3%10.7188.2%5.9%
65Δ9.2169.6%5.8%11.1090.6%4.9%
70Δ8.9667.3%4.3%11.6394.9%4.1%
75Δ8.7165.1%3.5%12.2499.4%3.3%
80Δ8.4762.9%2.7%13.01104.6%2.5%

20Δ

Calls
Pseudo strike
16.49
IV
170.8%
B/E move
74.6%
Puts
Pseudo strike
7.55
IV
134.1%
B/E move
27.1%

25Δ

Calls
Pseudo strike
13.56
IV
134.3%
B/E move
44.7%
Puts
Pseudo strike
8.20
IV
114.8%
B/E move
21.1%

30Δ

Calls
Pseudo strike
12.22
IV
115.5%
B/E move
31.4%
Puts
Pseudo strike
8.66
IV
102.9%
B/E move
17.0%

35Δ

Calls
Pseudo strike
11.35
IV
100.2%
B/E move
22.9%
Puts
Pseudo strike
9.08
IV
93.4%
B/E move
13.6%

40Δ

Calls
Pseudo strike
10.76
IV
89.8%
B/E move
17.4%
Puts
Pseudo strike
9.39
IV
90.4%
B/E move
11.7%

45Δ

Calls
Pseudo strike
10.35
IV
82.8%
B/E move
13.8%
Puts
Pseudo strike
9.69
IV
87.3%
B/E move
9.8%

50Δ

Calls
Pseudo strike
9.96
IV
76.4%
B/E move
10.5%
Puts
Pseudo strike
10.00
IV
84.3%
B/E move
7.9%

55Δ

Calls
Pseudo strike
9.71
IV
74.2%
B/E move
8.9%
Puts
Pseudo strike
10.35
IV
86.2%
B/E move
6.9%

60Δ

Calls
Pseudo strike
9.46
IV
71.9%
B/E move
7.3%
Puts
Pseudo strike
10.71
IV
88.2%
B/E move
5.9%

65Δ

Calls
Pseudo strike
9.21
IV
69.6%
B/E move
5.8%
Puts
Pseudo strike
11.10
IV
90.6%
B/E move
4.9%

70Δ

Calls
Pseudo strike
8.96
IV
67.3%
B/E move
4.3%
Puts
Pseudo strike
11.63
IV
94.9%
B/E move
4.1%

75Δ

Calls
Pseudo strike
8.71
IV
65.1%
B/E move
3.5%
Puts
Pseudo strike
12.24
IV
99.4%
B/E move
3.3%

80Δ

Calls
Pseudo strike
8.47
IV
62.9%
B/E move
2.7%
Puts
Pseudo strike
13.01
IV
104.6%
B/E move
2.5%

Options history

No recorded observations