ARM option chain Arm Holdings plc American Depositary Shares

Expiration Cboe delayed options data · as of 00:33 UTC

Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.

This expiration prices a move of about ±11.9% (207.44–263.44) · ATM IV 59.4% · P/C open interest 1.28

CALLS								Strike	PUTS
Bid	Ask	Vol	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		Bid	Ask	Vol	OI	IV	Δ	Γ	Θ
94.25	98.10			103.3%	0.99	0.0003	-0.007	140	0	0.3000	140	48	90.7%	-0.01	0.0003	-0.017
89.25	93.10		1	96.5%	0.99	0.0004	-0.010	145	0	0.2000	80	128	81.0%	-0.01	0.0004	-0.019
84.45	87.80		1	87.8%	0.99	0.0005	-0.013	150	0	0.2300	6	177	77.1%	-0.01	0.0005	-0.022
79.50	83.20		1	89.6%	0.99	0.0006	-0.017	155	0.0100	0.3300	27	83	75.9%	-0.01	0.0006	-0.026
74.45	78.25		1	83.3%	0.99	0.0008	-0.023	160	0.0600	0.4100	3	15	74.1%	-0.01	0.0008	-0.031
69.65	73.25			79.9%	0.98	0.0010	-0.029	165	0.1100	0.5600		112	72.8%	-0.02	0.0010	-0.037
64.75	68.00		3	71.9%	0.98	0.0013	-0.038	170	0.0900	0.7100		10	69.5%	-0.02	0.0013	-0.045
59.90	63.10			69.0%	0.97	0.0017	-0.049	175	0.0900	1.14		37	69.4%	-0.03	0.0017	-0.056
55.10	58.50		1	68.8%	0.96	0.0022	-0.062	180	0.5400	0.7300	5	101	64.3%	-0.04	0.0022	-0.068
50.80	53.40			67.3%	0.95	0.0029	-0.079	185	0.7800	0.9700	2	65	63.0%	-0.05	0.0029	-0.084
45.85	48.55		1	62.5%	0.93	0.0037	-0.099	190	1.09	1.20	2	323	61.1%	-0.07	0.0037	-0.104
41.35	44.55			64.2%	0.91	0.0046	-0.122	195	1.52	1.75	4	53	60.7%	-0.09	0.0046	-0.127
37.00	38.95		5	58.0%	0.88	0.0056	-0.148	200	2.07	2.36	1	178	59.8%	-0.12	0.0057	-0.153
33.30	35.05		3	60.6%	0.85	0.0068	-0.177	205	2.81	3.25	1	80	59.5%	-0.16	0.0068	-0.181
28.45	31.20	10	1	57.8%	0.80	0.0079	-0.206	210	3.75	4.30	10	257	58.9%	-0.20	0.0079	-0.210
25.15	27.60		1	59.2%	0.76	0.0089	-0.234	215	5.05	5.50	5	250	58.6%	-0.24	0.0090	-0.237
22.05	23.90	2	2	59.2%	0.71	0.0098	-0.259	220	6.65	7.10	8	185	58.7%	-0.29	0.0099	-0.262
19.35	20.30		10	59.1%	0.65	0.0105	-0.279	225	8.50	9.00		99	58.8%	-0.35	0.0106	-0.282
16.65	17.45	3	33	59.4%	0.60	0.0110	-0.294	230	10.65	11.20	7	110	58.9%	-0.40	0.0111	-0.297
14.15	15.05	50	32	59.8%	0.54	0.0113	-0.302	235	13.15	13.65	7	173	59.0%	-0.46	0.0114	-0.305
11.95	12.80	23	20	59.9%	0.49	0.0114	-0.305	240	15.40	16.80		129	58.9%	-0.52	0.0114	-0.306
9.95	10.95	14	43	60.2%	0.43	0.0112	-0.301	245	18.55	19.55		90	58.6%	-0.57	0.0113	-0.302
8.30	9.15	25	107	60.3%	0.38	0.0108	-0.292	250	22.25	23.15		78	60.3%	-0.62	0.0109	-0.293
6.75	7.65	6	115	60.2%	0.33	0.0102	-0.279	255	25.10	26.90		32	59.3%	-0.67	0.0104	-0.280
5.50	6.20	23	31	59.9%	0.29	0.0096	-0.263	260	28.65	30.30		11	58.0%	-0.72	0.0097	-0.263
4.60	5.20	2	165	60.6%	0.25	0.0088	-0.244	265	32.20	34.95		29	58.9%	-0.76	0.0090	-0.245
3.60	4.25	6	64	60.3%	0.21	0.0080	-0.226	270	36.70	39.75		38	62.1%	-0.79	0.0082	-0.226
3.00	3.55	6	183	61.1%	0.18	0.0073	-0.207	275	40.80	43.20		11	59.1%	-0.82	0.0074	-0.207
2.63	2.97	7	90	62.3%	0.16	0.0065	-0.188	280	45.10	48.25		39	61.2%	-0.85	0.0066	-0.188
2.18	2.54	2	69	63.2%	0.13	0.0058	-0.171	285	49.95	52.70		10	62.5%	-0.87	0.0059	-0.170
1.82	2.18	18	86	64.1%	0.11	0.0051	-0.154	290	54.35	56.85		24	59.6%	-0.89	0.0053	-0.153
1.49	1.79	4	20	64.5%	0.10	0.0045	-0.140	295	59.30	61.65		19	61.8%	-0.91	0.0047	-0.137
1.30	1.48	11	312	65.4%	0.08	0.0040	-0.126	300	63.95	67.00	2	3	65.2%	-0.92	0.0042	-0.123
0.9900	1.31	5	29	65.8%	0.07	0.0035	-0.114	305	68.75	72.00		2	67.3%	-0.94	0.0037	-0.111
0.7900	1.18		348	66.8%	0.06	0.0031	-0.104	310	73.20	76.80		5	64.8%	-0.95	0.0033	-0.101
0.2400	0.9900		19	63.8%	0.06	0.0028	-0.095	315	77.85	81.50		5	59.3%	-0.95	0.0030	-0.092
0.1200	1.41		30	69.2%	0.05	0.0025	-0.086	320	83.35	86.40		16	68.1%	-0.96	0.0027	-0.086
0.0500	1.50		30	72.2%	0.04	0.0022	-0.079	325	87.90	91.00		4		-0.97	0.0025	-0.083
0.0500	1.50		49	74.9%	0.04	0.0020	-0.073	330	92.70	96.25		8		-0.97	0.0023	-0.079
0.0200	1.00		31	72.2%	0.03	0.0018	-0.067	335	97.65	101.40				-0.98	0.0021	-0.075
0	1.00		24	74.4%	0.03	0.0016	-0.062	340	102.50	106.75		6	68.6%	-0.98	0.0019	-0.068
0	1.54		18	82.5%	0.03	0.0014	-0.057	345	107.50	111.30				-0.99	0.0017	-0.062
0.2000	0.7500		62	78.5%	0.02	0.0013	-0.053	350	112.45	116.30	3	3		-0.99	0.0015	-0.056

Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.

Volatility smile — Sep 25, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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ARM option chain Arm Holdings plc American Depositary Shares

Volatility smile — Sep 25, 2026

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