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 ±13.6% (203.44–267.44) · ATM IV 59.3% · P/C open interest 1.77

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
94.55	97.95		1	89.2%	0.99	0.0004	-0.006	140	0	0.3400		9	80.8%	-0.01	0.0004	-0.018
89.60	93.30			89.8%	0.99	0.0005	-0.010	145	0	0.6600	4	24	83.4%	-0.01	0.0005	-0.021
84.65	88.35		4	85.1%	0.99	0.0006	-0.015	150	0	0.5600	2	15	76.4%	-0.01	0.0006	-0.025
79.70	83.40			80.5%	0.98	0.0008	-0.020	155	0.1100	0.4200	3	71	70.9%	-0.02	0.0008	-0.030
74.65	78.50			75.4%	0.98	0.0010	-0.027	160	0.0800	0.5600	1	89	68.1%	-0.02	0.0010	-0.036
69.95	73.60			74.0%	0.97	0.0013	-0.035	165	0.1800	0.8800	4	88	69.0%	-0.03	0.0013	-0.043
65.10	68.35			67.5%	0.97	0.0016	-0.044	170	0.2500	0.7100	2	26	62.9%	-0.03	0.0017	-0.052
60.30	63.95		4	68.4%	0.96	0.0021	-0.056	175	0.4400	1.14		38	64.0%	-0.04	0.0021	-0.064
55.50	58.80			63.2%	0.94	0.0026	-0.069	180	0.7700	1.14		49	61.4%	-0.06	0.0026	-0.077
50.80	54.05			61.1%	0.93	0.0032	-0.085	185	1.17	1.56	1	54	61.3%	-0.07	0.0033	-0.092
46.25	50.05			62.5%	0.91	0.0040	-0.104	190	1.66	2.06	1	73	60.8%	-0.09	0.0040	-0.110
41.85	45.40			60.5%	0.88	0.0048	-0.124	195	2.25	2.66	4	61	60.1%	-0.12	0.0048	-0.130
37.60	40.65	1	6	58.0%	0.86	0.0056	-0.146	200	2.90	3.40	12	113	59.0%	-0.15	0.0057	-0.152
33.60	37.10			59.2%	0.82	0.0065	-0.169	205	3.90	4.40	5	239	58.9%	-0.18	0.0066	-0.174
30.35	32.90			59.3%	0.78	0.0074	-0.192	210	4.90	5.70	5	70	58.5%	-0.22	0.0074	-0.196
26.80	29.25		2	58.9%	0.74	0.0081	-0.213	215	6.25	7.20	6	298	58.3%	-0.26	0.0082	-0.216
23.30	25.75	3	2	58.0%	0.69	0.0088	-0.231	220	8.25	8.85	8	98	58.8%	-0.31	0.0088	-0.234
20.75	22.90	6	3	59.3%	0.65	0.0093	-0.246	225	10.25	10.80	1	27	58.8%	-0.36	0.0094	-0.249
18.70	19.40	7	7	59.2%	0.60	0.0097	-0.257	230	12.50	13.25	26	51	59.3%	-0.41	0.0097	-0.260
16.20	16.95	2	13	59.4%	0.55	0.0099	-0.264	235	15.20	15.65	17	48	59.3%	-0.46	0.0099	-0.266
14.20	14.75	14	28	59.9%	0.50	0.0099	-0.266	240	17.80	18.40	2	26	59.3%	-0.50	0.0100	-0.268
12.20	12.70	8	6	59.9%	0.45	0.0098	-0.265	245	21.00	21.45	5	21	59.6%	-0.55	0.0099	-0.267
10.30	11.00	5	16	60.0%	0.41	0.0096	-0.260	250	23.35	24.80	3	18	58.5%	-0.60	0.0097	-0.261
8.55	9.45	9	49	59.7%	0.36	0.0092	-0.252	255	26.55	28.30		67	58.2%	-0.64	0.0093	-0.253
7.05	8.10	2	17	59.6%	0.32	0.0088	-0.242	260	30.55	33.45		12	62.1%	-0.68	0.0089	-0.243
6.10	6.95	3	29	60.2%	0.28	0.0083	-0.230	265	34.30	36.00	3	9	59.4%	-0.72	0.0084	-0.230
5.40	5.95	4	18	61.2%	0.25	0.0077	-0.217	270	37.80	40.85	4	14	60.4%	-0.75	0.0078	-0.217
4.35	5.05	3	30	60.9%	0.22	0.0071	-0.203	275	42.25	44.35		2	59.7%	-0.79	0.0073	-0.203
3.80	4.40	1	28	61.9%	0.19	0.0066	-0.190	280	46.40	49.75	3	15	62.6%	-0.81	0.0067	-0.189
3.25	3.75	3	64	62.4%	0.17	0.0060	-0.176	285	50.95	53.35	5	19	61.1%	-0.84	0.0062	-0.175
2.87	3.45	5	32	63.9%	0.15	0.0054	-0.163	290	55.45	57.80		11	61.3%	-0.86	0.0056	-0.161
2.11	2.92		12	63.1%	0.13	0.0049	-0.150	295	59.40	63.25		4	62.5%	-0.88	0.0051	-0.148
2.06	2.52	3	86	64.7%	0.12	0.0045	-0.138	300	64.15	67.65	1	5	62.3%	-0.89	0.0046	-0.136
1.49	2.31		19	64.6%	0.10	0.0040	-0.128	305	69.25	71.85		10	62.0%	-0.91	0.0042	-0.124
1.57	1.98	1	58	66.5%	0.09	0.0036	-0.117	310	74.00	77.20		2	65.5%	-0.92	0.0038	-0.113
1.33	1.82		11	67.4%	0.08	0.0033	-0.108	315	78.40	82.15			64.6%	-0.93	0.0034	-0.103
0.8800	1.59		26	66.5%	0.07	0.0030	-0.100	320	83.65	86.95			67.6%	-0.94	0.0032	-0.094
0.8500	1.36		5	67.6%	0.06	0.0027	-0.092	325	88.15	91.80		2	65.5%	-0.95	0.0029	-0.086
0.8000	1.15		14	68.3%	0.06	0.0024	-0.086	330	93.40	96.45		11	67.1%	-0.95	0.0027	-0.079
0.1800	1.67		351	70.0%	0.05	0.0022	-0.079	335	98.25	101.35		1	66.9%	-0.96	0.0025	-0.076
0.6000	1.10	4	11	71.2%	0.05	0.0020	-0.074	340	103.05	106.30			65.4%	-0.97	0.0023	-0.074
0	2.85		3	81.1%	0.04	0.0018	-0.069	345	108.15	111.25		2	68.5%	-0.97	0.0022	-0.072
0.4300	0.8500	1	34	72.0%	0.04	0.0017	-0.064	350	112.50	116.35		5		-0.98	0.0021	-0.069

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 — Oct 02, 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 — Oct 02, 2026

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