Arm Holdings plc American Depositary Shares (ARM)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 06:33 UTC · Figures derived from the full chain (2,416 contracts, 18 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±18.9% (range 184.12–269.88) by Nov 20, 2026. ATM straddle: 42.88 @ strike 230 · ATM IV: 75.9%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 204.30 | -10% | 63.9% | 36.1% |
| 215.65 | -5% | 54.6% | 45.4% |
| 227.00 | +0% | 45.5% | 54.5% |
| 238.35 | +5% | 37.1% | 62.9% |
| 249.70 | +10% | 29.6% | 70.4% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±7.7% | 69.3% | 25.8K |
| Oct 30, 2026 | 11 | ±11.1% | 70.9% | 19.9K |
| Nov 06, 2026 | 18 | ±16.3% | 84.9% | 8,874 |
| Nov 13, 2026 | 25 | ±17.5% | 79.3% | 3,419 |
| Nov 20, 2026 | 32 | ±18.9% | 75.9% | 89.3K |
| Nov 27, 2026 | 39 | ±19.5% | 72.2% | 1,251 |
| Dec 18, 2026 | 60 | ±22.6% | 67.8% | 171.9K |
| Jan 15, 2027 | 88 | ±26.1% | 65.2% | 174.0K |
| Feb 19, 2027 | 123 | ±30.6% | 65.3% | 6,753 |
| Mar 19, 2027 | 151 | ±33.2% | 64.2% | 54.0K |
| Apr 16, 2027 | 179 | ±35.7% | 63.5% | 15.8K |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 330 C · 25.0K240 P · 9,519250 P · 9,376200 P · 8,685300 C · 8,642
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 35.5% of the time.
Past earnings reactions
Avg |reaction| 9.6% · median 5.4% (12 reports). Two-session close-to-close window; definition
About Arm Holdings plc American Depositary Shares
Arm Holdings plc is a leading technology firm that conceptualizes, engineers, and licenses core processing unit (CPU) designs and complementary technologies. These foundational innovations are crucial for semiconductor manufacturers and original equipment manufacturers (OEMs) to develop their own products. The company's diverse portfolio encompasses microprocessors, comprehensive system intellectual property (IP) solutions, graphics processing units (GPUs), physical IP alongside its associated system IPs, various software offerings, development tools, and an array of supplementary services. Its technology underpins a wide spectrum of industries, including the automotive sector, advanced computing infrastructure, consumer electronics, and the burgeoning Internet of Things (IoT) landscape. Established in 1990, Arm Holdings plc maintains its corporate headquarters in Cambridge, United Kingdom. With a significant global footprint, Arm conducts operations across the United States, the People's Republic of China, Taiwan, South Korea, and numerous other international regions. Currently, Arm Holdings plc functions as a subsidiary entity of Kronos II LLC.
Technology · Semiconductors · NASDAQ · Profile: Financial Modeling Prep
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