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Arrow Electronics Inc ARW

TECHNOLOGY · ELECTRONICS & COMPUTER DISTRIBUTION
i

Market dataready · fetched 2026-10-22T04:23:27.403Z

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 · 2026-10-21T23:00:00.002695616Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T04:23:25.382444+00:00

Share price$219.12
1D+0.0%
AH$216.83$217.47$218.11$218.75$219.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARW
Sold putSold callAH

Arrow Electronics Inc options

Live interpolated ARW call and put midpoint premiums by absolute delta.Arrow Electronics Inc$2.06$11.44$20.83$30.21$39.59$179.83$199.08$218.33$237.59$256.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARW spot · $219.12ARW PRICE$3.08$4.17$5.31$6.52$7.79$9.44$11.08$12.99$15.17$17.34$20.05$22.80$25.81$3.63$4.98$6.55$8.13$9.93$11.73$13.85$16.25$18.69$21.93$25.17$30.44$36.88
PutsExpensive1.21×
CallsExpensive1.23×
SkewBearish+2.52 pp
Implied moveBearish±$24.93
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ247.9746.8%14.6%197.4649.0%11.5%
25Δ243.0647.7%12.8%202.0049.3%10.1%
30Δ238.3148.1%11.2%206.0350.4%9.0%
35Δ233.8347.7%9.7%210.0651.4%7.8%
40Δ229.4547.5%8.3%214.0751.2%6.8%
45Δ225.6648.0%7.3%218.0850.9%5.8%
50Δ221.8848.5%6.3%222.1150.8%5.0%
55Δ218.0448.9%5.4%226.1850.7%4.2%
60Δ214.1749.3%4.7%230.2850.7%3.4%
65Δ210.2949.8%3.9%234.8750.8%2.8%
70Δ206.1149.6%3.2%239.4750.9%2.2%
75Δ201.9149.5%2.6%245.8252.4%1.7%
80Δ197.5548.9%1.9%253.3054.4%1.2%

20Δ

Calls
Pseudo strike
247.97
IV
46.8%
B/E move
14.6%
Puts
Pseudo strike
197.46
IV
49.0%
B/E move
11.5%

25Δ

Calls
Pseudo strike
243.06
IV
47.7%
B/E move
12.8%
Puts
Pseudo strike
202.00
IV
49.3%
B/E move
10.1%

30Δ

Calls
Pseudo strike
238.31
IV
48.1%
B/E move
11.2%
Puts
Pseudo strike
206.03
IV
50.4%
B/E move
9.0%

35Δ

Calls
Pseudo strike
233.83
IV
47.7%
B/E move
9.7%
Puts
Pseudo strike
210.06
IV
51.4%
B/E move
7.8%

40Δ

Calls
Pseudo strike
229.45
IV
47.5%
B/E move
8.3%
Puts
Pseudo strike
214.07
IV
51.2%
B/E move
6.8%

45Δ

Calls
Pseudo strike
225.66
IV
48.0%
B/E move
7.3%
Puts
Pseudo strike
218.08
IV
50.9%
B/E move
5.8%

50Δ

Calls
Pseudo strike
221.88
IV
48.5%
B/E move
6.3%
Puts
Pseudo strike
222.11
IV
50.8%
B/E move
5.0%

55Δ

Calls
Pseudo strike
218.04
IV
48.9%
B/E move
5.4%
Puts
Pseudo strike
226.18
IV
50.7%
B/E move
4.2%

60Δ

Calls
Pseudo strike
214.17
IV
49.3%
B/E move
4.7%
Puts
Pseudo strike
230.28
IV
50.7%
B/E move
3.4%

65Δ

Calls
Pseudo strike
210.29
IV
49.8%
B/E move
3.9%
Puts
Pseudo strike
234.87
IV
50.8%
B/E move
2.8%

70Δ

Calls
Pseudo strike
206.11
IV
49.6%
B/E move
3.2%
Puts
Pseudo strike
239.47
IV
50.9%
B/E move
2.2%

75Δ

Calls
Pseudo strike
201.91
IV
49.5%
B/E move
2.6%
Puts
Pseudo strike
245.82
IV
52.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
197.55
IV
48.9%
B/E move
1.9%
Puts
Pseudo strike
253.30
IV
54.4%
B/E move
1.2%

Options history

No recorded observations