ARM option chain Arm Holdings plc American Depositary Shares
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 ±15.0% (200.19–270.69) · ATM IV 59.0% · P/C open interest 0.65
| 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 | 98.40 | 84.4% | 0.99 | 0.0005 | -0.009 | 140 | 0 | 0.3400 | 3 | 5 | 72.9% | -0.01 | 0.0005 | -0.019 | ||
| 89.65 | 93.45 | 80.8% | 0.99 | 0.0006 | -0.013 | 145 | 0 | 0.5200 | 3 | 1 | 72.6% | -0.01 | 0.0006 | -0.023 | ||
| 84.75 | 88.55 | 77.8% | 0.98 | 0.0008 | -0.018 | 150 | 0 | 2.38 | 2 | 88.8% | -0.02 | 0.0008 | -0.027 | |||
| 79.85 | 83.70 | 75.0% | 0.98 | 0.0010 | -0.025 | 155 | 0.1200 | 1.48 | 2 | 2 | 77.0% | -0.02 | 0.0010 | -0.033 | ||
| 75.15 | 78.85 | 73.7% | 0.97 | 0.0012 | -0.032 | 160 | 0.2200 | 0.7000 | 3 | 2 | 65.2% | -0.03 | 0.0012 | -0.040 | ||
| 70.35 | 74.00 | 71.0% | 0.97 | 0.0015 | -0.041 | 165 | 0.5300 | 0.7500 | 3 | 8 | 64.4% | -0.03 | 0.0015 | -0.048 | ||
| 65.60 | 68.85 | 66.5% | 0.96 | 0.0019 | -0.051 | 170 | 0.6000 | 1.05 | 2 | 11 | 62.9% | -0.04 | 0.0019 | -0.058 | ||
| 60.95 | 64.40 | 66.6% | 0.94 | 0.0024 | -0.064 | 175 | 1.05 | 1.35 | 11 | 63.2% | -0.06 | 0.0024 | -0.070 | |||
| 56.05 | 59.40 | 61.9% | 0.93 | 0.0029 | -0.078 | 180 | 1.39 | 1.90 | 1 | 29 | 63.0% | -0.07 | 0.0029 | -0.084 | ||
| 51.55 | 55.35 | 63.0% | 0.91 | 0.0035 | -0.093 | 185 | 1.72 | 2.52 | 9 | 62.1% | -0.09 | 0.0035 | -0.099 | |||
| 47.15 | 50.45 | 60.2% | 0.89 | 0.0041 | -0.111 | 190 | 2.34 | 2.94 | 11 | 12 | 60.8% | -0.11 | 0.0042 | -0.116 | ||
| 43.00 | 47.00 | 62.4% | 0.86 | 0.0048 | -0.129 | 195 | 3.10 | 3.75 | 3 | 4 | 60.5% | -0.14 | 0.0048 | -0.134 | ||
| 39.10 | 42.10 | 59.9% | 0.83 | 0.0055 | -0.147 | 200 | 3.90 | 4.70 | 3 | 82 | 59.8% | -0.17 | 0.0056 | -0.151 | ||
| 35.30 | 38.30 | 59.9% | 0.80 | 0.0062 | -0.165 | 205 | 5.05 | 5.85 | 2 | 20 | 59.6% | -0.20 | 0.0063 | -0.169 | ||
| 31.25 | 34.70 | 58.9% | 0.76 | 0.0069 | -0.182 | 210 | 6.30 | 7.15 | 1 | 6 | 59.1% | -0.24 | 0.0069 | -0.186 | ||
| 28.65 | 30.75 | 59.4% | 0.72 | 0.0075 | -0.198 | 215 | 7.90 | 8.80 | 1 | 6 | 59.3% | -0.28 | 0.0075 | -0.201 | ||
| 25.05 | 27.80 | 59.0% | 0.68 | 0.0080 | -0.211 | 220 | 9.45 | 10.60 | 8 | 8 | 58.7% | -0.32 | 0.0081 | -0.214 | ||
| 23.00 | 24.65 | 1 | 1 | 60.2% | 0.64 | 0.0084 | -0.222 | 225 | 11.65 | 12.75 | 5 | 18 | 59.2% | -0.36 | 0.0085 | -0.225 |
| 20.05 | 21.90 | 8 | 59.7% | 0.60 | 0.0088 | -0.230 | 230 | 13.75 | 14.95 | 26 | 22 | 58.7% | -0.41 | 0.0088 | -0.233 | |
| 17.90 | 19.05 | 5 | 2 | 59.6% | 0.55 | 0.0089 | -0.235 | 235 | 16.25 | 17.30 | 4 | 12 | 58.4% | -0.45 | 0.0090 | -0.238 |
| 15.70 | 17.05 | 3 | 5 | 60.1% | 0.51 | 0.0090 | -0.238 | 240 | 18.80 | 20.75 | 8 | 59.3% | -0.50 | 0.0091 | -0.240 | |
| 13.75 | 14.85 | 1 | 3 | 60.0% | 0.46 | 0.0090 | -0.237 | 245 | 21.85 | 23.55 | 2 | 59.2% | -0.54 | 0.0091 | -0.239 | |
| 11.45 | 12.95 | 1 | 11 | 59.1% | 0.42 | 0.0088 | -0.234 | 250 | 24.60 | 26.70 | 4 | 4 | 58.5% | -0.58 | 0.0089 | -0.236 |
| 10.00 | 11.65 | 2 | 3 | 60.0% | 0.38 | 0.0085 | -0.229 | 255 | 27.90 | 29.90 | 58.1% | -0.62 | 0.0086 | -0.230 | ||
| 8.65 | 10.00 | 7 | 59.9% | 0.34 | 0.0082 | -0.222 | 260 | 31.45 | 33.80 | 2 | 3 | 58.7% | -0.66 | 0.0083 | -0.223 | |
| 7.45 | 8.75 | 8 | 60.2% | 0.31 | 0.0078 | -0.214 | 265 | 35.45 | 38.25 | 1 | 1 | 60.6% | -0.70 | 0.0080 | -0.215 | |
| 6.45 | 7.50 | 2 | 60.2% | 0.28 | 0.0074 | -0.204 | 270 | 39.30 | 42.50 | 2 | 61.4% | -0.73 | 0.0075 | -0.205 | ||
| 5.10 | 6.55 | 1 | 59.6% | 0.25 | 0.0069 | -0.194 | 275 | 43.25 | 46.25 | 1 | 60.8% | -0.76 | 0.0071 | -0.195 | ||
| 4.75 | 5.85 | 9 | 61.2% | 0.22 | 0.0065 | -0.184 | 280 | 47.65 | 49.85 | 60.2% | -0.78 | 0.0066 | -0.184 | |||
| 4.15 | 5.00 | 53 | 61.4% | 0.20 | 0.0060 | -0.173 | 285 | 51.40 | 54.60 | 1 | 60.2% | -0.81 | 0.0062 | -0.173 | ||
| 3.65 | 4.50 | 9 | 62.4% | 0.18 | 0.0056 | -0.163 | 290 | 56.00 | 59.25 | 61.7% | -0.83 | 0.0057 | -0.163 | |||
| 3.25 | 3.95 | 3 | 8 | 63.1% | 0.16 | 0.0051 | -0.153 | 295 | 60.75 | 63.65 | 1 | 4 | 62.6% | -0.85 | 0.0053 | -0.152 |
| 2.83 | 3.55 | 1 | 7 | 63.8% | 0.14 | 0.0047 | -0.143 | 300 | 65.35 | 68.25 | 63.2% | -0.87 | 0.0049 | -0.142 | ||
| 2.28 | 3.15 | 1 | 63.8% | 0.13 | 0.0043 | -0.134 | 305 | 69.95 | 72.25 | 61.3% | -0.88 | 0.0045 | -0.133 | |||
| 2.21 | 2.83 | 300 | 65.3% | 0.12 | 0.0040 | -0.125 | 310 | 74.65 | 77.70 | 64.7% | -0.90 | 0.0042 | -0.124 | |||
| 1.97 | 2.52 | 1 | 1 | 66.0% | 0.10 | 0.0036 | -0.117 | 315 | 78.90 | 82.45 | 63.2% | -0.91 | 0.0038 | -0.115 | ||
| 1.73 | 2.22 | 4 | 66.5% | 0.09 | 0.0033 | -0.110 | 320 | 83.50 | 87.45 | 63.8% | -0.92 | 0.0035 | -0.107 | |||
| 1.38 | 2.05 | 66.7% | 0.08 | 0.0031 | -0.103 | 325 | 88.65 | 92.05 | 2 | 65.0% | -0.93 | 0.0032 | -0.099 | |||
| 1.26 | 1.83 | 3 | 67.5% | 0.08 | 0.0028 | -0.096 | 330 | 93.65 | 96.90 | 1 | 66.5% | -0.94 | 0.0030 | -0.092 | ||
| 1.11 | 1.64 | 1 | 3 | 68.1% | 0.07 | 0.0026 | -0.090 | 335 | 98.55 | 101.75 | 67.2% | -0.94 | 0.0028 | -0.085 | ||
| 1.10 | 1.53 | 1 | 69.6% | 0.06 | 0.0024 | -0.085 | 340 | 102.95 | 106.60 | 63.1% | -0.95 | 0.0026 | -0.080 | |||
| 1.04 | 1.42 | 70.8% | 0.06 | 0.0022 | -0.080 | 345 | 108.10 | 111.30 | 63.2% | -0.96 | 0.0024 | -0.075 | ||||
| 0.7300 | 1.51 | 1 | 71.6% | 0.05 | 0.0020 | -0.075 | 350 | 113.15 | 116.40 | 67.2% | -0.96 | 0.0023 | -0.071 | |||
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 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs