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Arrow Electronics, Inc. ARW

TECHNOLOGY · ELECTRONICS & COMPUTER DISTRIBUTION
i

Market dataready · fetched 2026-11-11T14:51:13.239Z

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 · 2026-11-11T14:50:56.227560056Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:51:12.537696+00:00

Share price$199.46
1D-0.3%
$198$200$201$203$2045:30 AM6:30 AM9:00 AM1:00 PMARW
Sold putSold call

Arrow Electronics, Inc. options

Live interpolated ARW call and put midpoint premiums by absolute delta.Arrow Electronics, Inc.$1.42$6.38$11.34$16.30$21.26$169.01$183.67$198.34$213.00$227.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARW spot · $199.46ARW PRICE$1.96$2.47$3.06$3.83$4.60$5.37$6.14$7.08$8.04$9.14$10.49$11.84$13.36$2.10$2.83$3.59$4.40$5.30$6.32$7.44$8.96$10.48$12.01$13.53$16.67$19.83
PutsCheap0.73×
CallsCheap0.72×
SkewBearish+5.35 pp
Implied moveBearish±$13.57
TiltBearish13.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ217.1657.9%9.9%185.7957.2%7.9%
25Δ213.0155.1%8.0%188.5657.3%6.9%
30Δ209.3853.0%6.5%191.1857.0%5.9%
35Δ207.1252.6%5.8%193.6456.4%5.1%
40Δ204.8652.2%5.0%195.9856.0%4.4%
45Δ202.5951.8%4.3%198.2055.9%3.8%
50Δ200.3351.4%3.5%200.4555.8%3.2%
55Δ198.3150.7%3.0%202.8356.0%2.8%
60Δ196.3449.9%2.5%205.2156.1%2.4%
65Δ194.3349.3%2.0%207.5956.3%1.9%
70Δ192.2549.0%1.6%209.9756.4%1.5%
75Δ190.1648.7%1.3%213.7158.1%1.2%
80Δ188.0446.9%1.0%217.4759.7%0.9%

20Δ

Calls
Pseudo strike
217.16
IV
57.9%
B/E move
9.9%
Puts
Pseudo strike
185.79
IV
57.2%
B/E move
7.9%

25Δ

Calls
Pseudo strike
213.01
IV
55.1%
B/E move
8.0%
Puts
Pseudo strike
188.56
IV
57.3%
B/E move
6.9%

30Δ

Calls
Pseudo strike
209.38
IV
53.0%
B/E move
6.5%
Puts
Pseudo strike
191.18
IV
57.0%
B/E move
5.9%

35Δ

Calls
Pseudo strike
207.12
IV
52.6%
B/E move
5.8%
Puts
Pseudo strike
193.64
IV
56.4%
B/E move
5.1%

40Δ

Calls
Pseudo strike
204.86
IV
52.2%
B/E move
5.0%
Puts
Pseudo strike
195.98
IV
56.0%
B/E move
4.4%

45Δ

Calls
Pseudo strike
202.59
IV
51.8%
B/E move
4.3%
Puts
Pseudo strike
198.20
IV
55.9%
B/E move
3.8%

50Δ

Calls
Pseudo strike
200.33
IV
51.4%
B/E move
3.5%
Puts
Pseudo strike
200.45
IV
55.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
198.31
IV
50.7%
B/E move
3.0%
Puts
Pseudo strike
202.83
IV
56.0%
B/E move
2.8%

60Δ

Calls
Pseudo strike
196.34
IV
49.9%
B/E move
2.5%
Puts
Pseudo strike
205.21
IV
56.1%
B/E move
2.4%

65Δ

Calls
Pseudo strike
194.33
IV
49.3%
B/E move
2.0%
Puts
Pseudo strike
207.59
IV
56.3%
B/E move
1.9%

70Δ

Calls
Pseudo strike
192.25
IV
49.0%
B/E move
1.6%
Puts
Pseudo strike
209.97
IV
56.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
190.16
IV
48.7%
B/E move
1.3%
Puts
Pseudo strike
213.71
IV
58.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
188.04
IV
46.9%
B/E move
1.0%
Puts
Pseudo strike
217.47
IV
59.7%
B/E move
0.9%

Options history

IV · four-Friday blend50.60%
Daily EOD
ARW44.1%47.6%51.1%2026-10-19: 44.88%2026-10-20: 44.96%2026-10-21: 44.55%2026-10-22: 46.98%2026-10-23: 47.51%2026-10-26: 48.04%2026-10-27: 47.46%2026-10-28: 49.11%2026-10-29: 48.92%2026-10-30: 50.60%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.88%
44.96%
44.55%
46.98%
47.51%
48.04%
47.46%
49.11%
48.92%
50.60%