ARM option chain Arm Holdings plc American Depositary Shares

Expiration Cboe delayed options data · as of 09:33 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 ±11.1% (201.72–252.28) · ATM IV 70.9% · P/C open interest 1.29

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
86.55	90.35		1	125.2%	0.99	0.0006	-0.047	140	0	2.94	2	4	161.4%	-0.01	0.0006	-0.047
81.95	85.40			126.5%	0.99	0.0007	-0.051	145	0	0.7600	6	1	117.6%	-0.01	0.0007	-0.051
77.00	80.45			119.8%	0.99	0.0008	-0.056	150	0	0.8100	9	2	111.0%	-0.01	0.0008	-0.056
71.85	75.50	9		113.0%	0.98	0.0010	-0.063	155	0	0.9100	2	4	105.5%	-0.02	0.0010	-0.063
66.80	70.50	1		100.8%	0.98	0.0012	-0.071	160	0	0.7900	4	6	95.6%	-0.02	0.0012	-0.072
62.20	65.65			100.9%	0.97	0.0015	-0.083	165	0.1600	0.9700	6	27	94.3%	-0.03	0.0015	-0.083
57.35	60.80		1	96.4%	0.97	0.0020	-0.098	170	0	1.17	12	14	87.5%	-0.03	0.0020	-0.098
52.55	56.00			92.4%	0.96	0.0025	-0.118	175	0	1.00	12	21	77.9%	-0.04	0.0025	-0.118
47.65	51.25		7	87.3%	0.94	0.0032	-0.143	180	0.5800	1.30	34	645	79.1%	-0.06	0.0032	-0.144
42.90	46.30		1	81.5%	0.92	0.0040	-0.174	185	0.3600	1.39	18	369	72.1%	-0.08	0.0041	-0.175
38.50	42.30			83.5%	0.90	0.0051	-0.211	190	0.7300	2.83	35	40	78.0%	-0.10	0.0051	-0.212
34.10	37.95			81.2%	0.87	0.0062	-0.253	195	1.51	2.70	76	63	73.4%	-0.13	0.0062	-0.254
30.00	32.80	5	21	75.5%	0.83	0.0074	-0.296	200	2.52	3.70	21	426	73.6%	-0.17	0.0075	-0.298
26.30	29.30	2	3	77.3%	0.79	0.0087	-0.340	205	2.75	5.45	16	582	73.3%	-0.21	0.0087	-0.342
22.45	25.60		3	75.7%	0.74	0.0098	-0.381	210	3.60	6.05	139	349	68.7%	-0.26	0.0099	-0.383
0	0				0.00	0.0000	0.000	212.5	0	0				0.00	0.0000	0.000
19.05	22.20		2	75.0%	0.69	0.0109	-0.415	215	5.15	8.75	106	339	68.7%	-0.31	0.0109	-0.417
17.40	20.55			74.3%	0.66	0.0113	-0.429	217.5	6.00	9.45	40	38	70.9%	-0.34	0.0114	-0.432
16.95	19.00	14	19	77.0%	0.63	0.0117	-0.441	220	8.15	10.30	97	769	73.7%	-0.37	0.0117	-0.443
14.35	17.55		6	73.3%	0.60	0.0120	-0.450	222.5	8.05	11.40	32	2	70.2%	-0.40	0.0120	-0.452
12.95	16.15	11	15	72.8%	0.57	0.0122	-0.456	225	9.50	12.50	58	306	70.7%	-0.43	0.0123	-0.459
11.65	14.85	39		72.4%	0.54	0.0124	-0.460	227.5	10.35	13.70	22	8	69.4%	-0.46	0.0125	-0.462
10.40	13.65	8	50	72.1%	0.51	0.0125	-0.460	230	12.10	14.95	60	595	70.3%	-0.50	0.0126	-0.463
9.30	12.50	3	3	71.9%	0.48	0.0125	-0.457	232.5	13.05	16.35	21	5	68.9%	-0.53	0.0126	-0.460
8.15	11.45	14	29	71.4%	0.45	0.0124	-0.452	235	14.50	17.70	22	435	68.4%	-0.56	0.0125	-0.455
7.65	10.45	79	4	72.5%	0.41	0.0123	-0.444	237.5	16.00	19.25	25	8	68.1%	-0.59	0.0124	-0.447
6.40	9.55	64	73	71.3%	0.39	0.0121	-0.434	240	17.80	20.75	62	732	68.1%	-0.62	0.0122	-0.436
6.50	8.75	209	2	74.0%	0.36	0.0119	-0.421	242.5	19.25	23.30		43	67.1%	-0.65	0.0120	-0.424
5.55	7.20	92	34	70.9%	0.33	0.0115	-0.406	245	20.95	24.10	18	354	66.5%	-0.68	0.0116	-0.409
4.00	7.25	20	115	70.4%	0.30	0.0112	-0.390	247.5	22.80	26.90	2	25	66.4%	-0.70	0.0112	-0.394
3.35	6.00	179	161	68.1%	0.28	0.0107	-0.373	250	24.70	28.00	36	694	65.9%	-0.73	0.0108	-0.376
2.76	6.05	39	11	70.0%	0.25	0.0102	-0.355	252.5	26.80	29.70	1	9	66.2%	-0.75	0.0103	-0.358
3.55	4.50	41	184	70.9%	0.23	0.0097	-0.336	255	28.60	32.30	7	642	65.0%	-0.78	0.0098	-0.340
3.10	4.05	17	47	70.9%	0.21	0.0092	-0.317	257.5	30.70	33.70		22	64.8%	-0.80	0.0093	-0.321
2.80	3.40	60	185	70.4%	0.19	0.0087	-0.298	260	32.50	36.15	47	831	64.6%	-0.82	0.0088	-0.302
1.46	3.15	5	17	66.6%	0.17	0.0081	-0.280	262.5	34.60	38.25	1	53	63.7%	-0.83	0.0083	-0.284
1.52	3.05	301	103	69.3%	0.15	0.0076	-0.262	265	36.75	40.70	13	232	64.5%	-0.85	0.0077	-0.266
1.05	2.75	5	10	68.3%	0.14	0.0071	-0.245	267.5	39.05	42.65	1	18	62.8%	-0.87	0.0072	-0.249
1.62	2.20	115	521	71.1%	0.13	0.0066	-0.228	270	41.30	45.00	11	611	62.7%	-0.88	0.0067	-0.233
1.50	2.98	7	8	77.3%	0.11	0.0061	-0.213	272.5	43.50	47.50		5	62.9%	-0.89	0.0062	-0.218
1.18	1.76	16	153	71.3%	0.10	0.0056	-0.198	275	46.85	49.70	2	219	69.4%	-0.90	0.0058	-0.203
1.12	1.67	5	57	72.8%	0.09	0.0052	-0.185	277.5	48.40	52.15		7	63.6%	-0.91	0.0053	-0.190
0.9700	1.46	47	336	72.7%	0.08	0.0048	-0.172	280	51.55	54.10	11	368	66.8%	-0.92	0.0049	-0.177
0.7400	1.35	2	45	72.5%	0.08	0.0044	-0.161	282.5	53.50	56.70		1	64.0%	-0.93	0.0046	-0.166
0.7000	1.13	24	114	72.6%	0.07	0.0041	-0.150	285	55.50	59.30	20	201	59.5%	-0.94	0.0042	-0.155
0.6100	1.07	6	21	73.4%	0.06	0.0038	-0.140	287.5	58.00	61.50	1	3	47.3%	-0.94	0.0039	-0.145
0.4400	0.9500	124	318	72.7%	0.06	0.0035	-0.131	290	61.15	64.05	14	324	63.2%	-0.95	0.0036	-0.135
0	0.9400	4	6	69.5%	0.05	0.0032	-0.123	292.5	62.90	66.35				-0.95	0.0033	-0.127
0	1.63	22	160	79.2%	0.05	0.0030	-0.116	295	65.10	69.40	3	241	51.8%	-0.96	0.0031	-0.119
0.5400	0.7600	141	1,031	79.7%	0.04	0.0026	-0.102	300	70.95	73.90	11	199	71.6%	-0.97	0.0026	-0.104
0.3500	0.9300	71	271	83.2%	0.04	0.0022	-0.091	305	75.50	78.90		36		-0.97	0.0022	-0.092
0.1300	0.9500	18	193	84.3%	0.03	0.0019	-0.082	310	80.15	83.95		78		-0.98	0.0019	-0.081
0.0800	0.7900	82	92	84.7%	0.03	0.0017	-0.074	315	85.10	89.20		44		-0.98	0.0016	-0.071
0.0100	0.9000	4	546	88.7%	0.02	0.0015	-0.067	320	90.05	94.15		51		-0.98	0.0014	-0.063
0	0.7600	1	160	89.4%	0.02	0.0013	-0.061	325	95.05	98.70		44		-0.99	0.0012	-0.056
0	1.04	13	473	97.3%	0.02	0.0012	-0.056	330	100.05	103.80		47		-0.99	0.0010	-0.050
0	0.9800	31	277	96.4%	0.02	0.0010	-0.051	335	105.00	108.60		1		-0.99	0.0009	-0.044
0	1.14	5	293	105.2%	0.01	0.0009	-0.047	340	110.00	114.10				-0.99	0.0008	-0.039

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 30, 2026

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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 30, 2026

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