ARM option chain Arm Holdings plc American Depositary Shares
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 ±16.7% (196.01–274.87) · ATM IV 59.8% · P/C open interest 1.54
| 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 | |
| 114.25 | 118.40 | 6 | 91.5% | 1.00 | 0.0002 | 0.000 | 120 | 0 | 0.4000 | 217 | 86.5% | -0.00 | 0.0002 | -0.009 | ||
| 109.60 | 113.30 | 6 | 90.1% | 0.99 | 0.0003 | 0.000 | 125 | 0 | 0.7100 | 175 | 88.5% | -0.01 | 0.0003 | -0.011 | ||
| 104.65 | 108.30 | 14 | 85.0% | 0.99 | 0.0003 | 0.000 | 130 | 0.0100 | 0.2000 | 13 | 86 | 71.1% | -0.01 | 0.0003 | -0.013 | |
| 99.85 | 103.45 | 126 | 84.4% | 0.99 | 0.0004 | 0.000 | 135 | 0.0800 | 0.4900 | 2 | 190 | 76.4% | -0.01 | 0.0004 | -0.016 | |
| 94.80 | 98.40 | 32 | 77.6% | 0.99 | 0.0005 | -0.003 | 140 | 0.0800 | 0.3600 | 255 | 69.3% | -0.01 | 0.0005 | -0.019 | ||
| 90.05 | 93.40 | 72 | 75.3% | 0.98 | 0.0007 | -0.008 | 145 | 0.2100 | 0.4500 | 2 | 720 | 69.1% | -0.02 | 0.0007 | -0.024 | |
| 85.05 | 88.90 | 62 | 75.1% | 0.98 | 0.0009 | -0.014 | 150 | 0.3300 | 0.4600 | 32 | 575 | 66.7% | -0.02 | 0.0009 | -0.029 | |
| 80.35 | 83.90 | 142 | 72.5% | 0.97 | 0.0011 | -0.021 | 155 | 0.4600 | 0.6100 | 21 | 66 | 65.8% | -0.03 | 0.0011 | -0.035 | |
| 75.55 | 78.40 | 41 | 65.0% | 0.97 | 0.0014 | -0.030 | 160 | 0.2200 | 1.31 | 285 | 65.6% | -0.03 | 0.0014 | -0.043 | ||
| 70.80 | 74.05 | 74 | 66.6% | 0.96 | 0.0017 | -0.040 | 165 | 0.8200 | 1.17 | 775 | 64.5% | -0.04 | 0.0017 | -0.052 | ||
| 66.00 | 68.50 | 49 | 59.5% | 0.95 | 0.0021 | -0.051 | 170 | 1.17 | 1.39 | 870 | 63.5% | -0.05 | 0.0021 | -0.062 | ||
| 61.30 | 64.40 | 53 | 61.4% | 0.93 | 0.0025 | -0.064 | 175 | 1.47 | 1.78 | 9 | 886 | 62.4% | -0.07 | 0.0026 | -0.074 | |
| 57.15 | 59.90 | 139 | 62.3% | 0.92 | 0.0031 | -0.078 | 180 | 1.92 | 2.28 | 1 | 1,337 | 61.7% | -0.08 | 0.0031 | -0.088 | |
| 52.50 | 55.65 | 143 | 61.2% | 0.90 | 0.0036 | -0.093 | 185 | 2.55 | 2.85 | 4 | 298 | 61.2% | -0.10 | 0.0036 | -0.102 | |
| 48.10 | 51.85 | 51 | 61.6% | 0.87 | 0.0042 | -0.108 | 190 | 3.20 | 3.60 | 3 | 1,480 | 60.6% | -0.13 | 0.0042 | -0.117 | |
| 45.10 | 47.60 | 33 | 63.5% | 0.85 | 0.0048 | -0.124 | 195 | 4.10 | 4.55 | 54 | 763 | 60.5% | -0.15 | 0.0048 | -0.132 | |
| 40.20 | 43.60 | 2 | 188 | 60.5% | 0.82 | 0.0054 | -0.140 | 200 | 5.15 | 5.60 | 216 | 4,827 | 60.1% | -0.18 | 0.0054 | -0.147 |
| 33.20 | 35.60 | 114 | 59.1% | 0.75 | 0.0065 | -0.170 | 210 | 7.80 | 8.25 | 94 | 1,168 | 59.5% | -0.25 | 0.0065 | -0.176 | |
| 27.70 | 28.70 | 5 | 249 | 59.7% | 0.68 | 0.0074 | -0.194 | 220 | 11.35 | 11.75 | 169 | 1,912 | 59.3% | -0.33 | 0.0074 | -0.199 |
| 22.30 | 22.90 | 35 | 811 | 59.5% | 0.60 | 0.0080 | -0.210 | 230 | 15.80 | 16.40 | 166 | 1,644 | 59.7% | -0.41 | 0.0080 | -0.214 |
| 17.70 | 18.30 | 94 | 1,787 | 59.8% | 0.52 | 0.0081 | -0.218 | 240 | 21.15 | 21.70 | 28 | 1,213 | 59.8% | -0.49 | 0.0082 | -0.220 |
| 14.10 | 14.45 | 189 | 856 | 60.2% | 0.44 | 0.0080 | -0.217 | 250 | 27.30 | 27.90 | 8 | 2,571 | 60.1% | -0.57 | 0.0081 | -0.218 |
| 10.95 | 11.35 | 73 | 784 | 60.7% | 0.37 | 0.0076 | -0.210 | 260 | 34.20 | 34.90 | 7 | 1,451 | 60.6% | -0.64 | 0.0077 | -0.210 |
| 8.50 | 8.90 | 51 | 774 | 61.2% | 0.31 | 0.0070 | -0.198 | 270 | 41.25 | 42.50 | 2,356 | 3,848 | 60.3% | -0.70 | 0.0071 | -0.196 |
| 6.75 | 7.05 | 182 | 639 | 62.3% | 0.25 | 0.0063 | -0.182 | 280 | 49.15 | 50.95 | 11 | 223 | 61.1% | -0.76 | 0.0064 | -0.180 |
| 5.30 | 5.55 | 37 | 1,020 | 63.1% | 0.21 | 0.0055 | -0.166 | 290 | 57.10 | 60.15 | 21 | 724 | 61.9% | -0.80 | 0.0057 | -0.162 |
| 4.20 | 4.50 | 91 | 1,399 | 64.3% | 0.17 | 0.0048 | -0.149 | 300 | 66.50 | 68.45 | 5 | 1,412 | 62.4% | -0.84 | 0.0050 | -0.145 |
| 3.40 | 3.60 | 54 | 1,302 | 65.4% | 0.14 | 0.0042 | -0.134 | 310 | 75.15 | 77.70 | 338 | 61.8% | -0.87 | 0.0044 | -0.128 | |
| 2.65 | 2.98 | 16 | 679 | 66.5% | 0.12 | 0.0036 | -0.120 | 320 | 84.85 | 87.30 | 2 | 194 | 64.4% | -0.89 | 0.0038 | -0.112 |
| 2.15 | 2.47 | 40 | 579 | 67.7% | 0.10 | 0.0031 | -0.107 | 330 | 93.95 | 97.50 | 372 | 66.2% | -0.91 | 0.0033 | -0.098 | |
| 1.72 | 2.10 | 11 | 901 | 69.0% | 0.08 | 0.0027 | -0.096 | 340 | 103.90 | 106.30 | 1 | 178 | 64.2% | -0.93 | 0.0029 | -0.084 |
| 1.52 | 1.72 | 14 | 1,394 | 70.5% | 0.07 | 0.0023 | -0.086 | 350 | 113.25 | 116.70 | 3 | 84 | 66.4% | -0.94 | 0.0026 | -0.072 |
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.