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 ±24.7% (177.31–293.56) · ATM IV 66.1% · P/C open interest 0.73
| 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 | |
| 115.70 | 118.95 | 214 | 79.6% | 0.98 | 0.0005 | -0.010 | 120 | 0.1600 | 0.7900 | 2 | 148 | 73.5% | -0.02 | 0.0005 | -0.021 | |
| 110.75 | 114.55 | 89 | 79.7% | 0.98 | 0.0006 | -0.014 | 125 | 0.5200 | 0.6900 | 2 | 537 | 72.3% | -0.02 | 0.0006 | -0.024 | |
| 106.10 | 109.20 | 141 | 74.7% | 0.97 | 0.0007 | -0.018 | 130 | 0.6800 | 0.8800 | 68 | 71.4% | -0.03 | 0.0007 | -0.029 | ||
| 101.40 | 104.20 | 36 | 72.0% | 0.97 | 0.0009 | -0.024 | 135 | 0.9100 | 1.12 | 101 | 70.9% | -0.03 | 0.0009 | -0.034 | ||
| 96.70 | 100.10 | 71 | 74.0% | 0.96 | 0.0011 | -0.030 | 140 | 1.27 | 1.43 | 15 | 497 | 70.9% | -0.04 | 0.0011 | -0.039 | |
| 92.05 | 95.30 | 81 | 71.9% | 0.95 | 0.0013 | -0.037 | 145 | 1.52 | 1.95 | 8 | 144 | 70.6% | -0.05 | 0.0013 | -0.046 | |
| 87.85 | 90.40 | 191 | 71.0% | 0.94 | 0.0015 | -0.044 | 150 | 1.91 | 2.25 | 27 | 465 | 69.5% | -0.06 | 0.0015 | -0.053 | |
| 83.40 | 86.30 | 24 | 71.6% | 0.93 | 0.0017 | -0.052 | 155 | 2.28 | 2.74 | 1 | 51 | 68.5% | -0.07 | 0.0017 | -0.060 | |
| 78.30 | 81.00 | 8 | 83 | 65.7% | 0.92 | 0.0020 | -0.061 | 160 | 2.78 | 3.25 | 15 | 384 | 67.7% | -0.08 | 0.0020 | -0.069 |
| 74.15 | 77.10 | 121 | 67.1% | 0.91 | 0.0023 | -0.070 | 165 | 3.35 | 3.85 | 36 | 584 | 66.9% | -0.09 | 0.0023 | -0.078 | |
| 70.45 | 72.75 | 132 | 67.6% | 0.89 | 0.0026 | -0.080 | 170 | 4.15 | 4.70 | 10 | 176 | 66.9% | -0.11 | 0.0026 | -0.087 | |
| 66.00 | 69.25 | 54 | 67.6% | 0.87 | 0.0028 | -0.090 | 175 | 4.95 | 5.50 | 41 | 1,101 | 66.2% | -0.13 | 0.0029 | -0.096 | |
| 62.20 | 65.25 | 1 | 171 | 67.4% | 0.85 | 0.0031 | -0.099 | 180 | 6.10 | 6.70 | 21 | 2,576 | 66.6% | -0.15 | 0.0032 | -0.106 |
| 58.00 | 60.85 | 94 | 65.4% | 0.83 | 0.0034 | -0.109 | 185 | 7.10 | 7.70 | 12 | 1,281 | 65.9% | -0.17 | 0.0035 | -0.115 | |
| 54.25 | 57.45 | 1 | 49 | 65.6% | 0.81 | 0.0037 | -0.119 | 190 | 8.40 | 9.05 | 14 | 511 | 65.8% | -0.19 | 0.0038 | -0.124 |
| 51.40 | 53.65 | 164 | 66.1% | 0.79 | 0.0040 | -0.128 | 195 | 9.85 | 10.45 | 7 | 702 | 65.7% | -0.21 | 0.0040 | -0.133 | |
| 47.55 | 50.55 | 201 | 65.7% | 0.76 | 0.0043 | -0.136 | 200 | 11.40 | 12.05 | 32 | 3,445 | 65.5% | -0.24 | 0.0043 | -0.141 | |
| 42.00 | 43.95 | 142 | 66.1% | 0.71 | 0.0047 | -0.152 | 210 | 15.05 | 15.95 | 753 | 65.8% | -0.29 | 0.0048 | -0.156 | ||
| 36.35 | 38.60 | 2 | 129 | 66.4% | 0.66 | 0.0051 | -0.164 | 220 | 19.40 | 20.15 | 30 | 1,572 | 65.7% | -0.34 | 0.0052 | -0.168 |
| 31.75 | 32.65 | 19 | 97 | 65.9% | 0.60 | 0.0053 | -0.173 | 230 | 24.40 | 25.00 | 3,406 | 1,320 | 65.8% | -0.40 | 0.0054 | -0.176 |
| 27.45 | 28.30 | 9 | 922 | 66.3% | 0.55 | 0.0055 | -0.179 | 240 | 29.90 | 30.60 | 4 | 1,768 | 66.0% | -0.45 | 0.0056 | -0.181 |
| 23.60 | 24.65 | 54 | 720 | 66.8% | 0.50 | 0.0055 | -0.181 | 250 | 36.00 | 36.90 | 2 | 1,821 | 66.5% | -0.51 | 0.0056 | -0.183 |
| 20.25 | 21.25 | 13 | 929 | 67.0% | 0.45 | 0.0054 | -0.180 | 260 | 42.55 | 44.10 | 13 | 772 | 67.4% | -0.56 | 0.0055 | -0.182 |
| 17.45 | 18.65 | 2 | 967 | 67.8% | 0.40 | 0.0053 | -0.178 | 270 | 49.00 | 50.60 | 308 | 66.3% | -0.61 | 0.0054 | -0.179 | |
| 14.70 | 15.65 | 21 | 482 | 67.3% | 0.36 | 0.0050 | -0.173 | 280 | 56.10 | 58.30 | 481 | 66.5% | -0.65 | 0.0052 | -0.174 | |
| 12.40 | 13.50 | 69 | 1,073 | 67.4% | 0.32 | 0.0048 | -0.167 | 290 | 64.20 | 66.30 | 1 | 722 | 67.3% | -0.69 | 0.0050 | -0.167 |
| 10.80 | 11.65 | 45 | 2,207 | 68.1% | 0.29 | 0.0045 | -0.159 | 300 | 72.55 | 74.60 | 3 | 355 | 68.2% | -0.73 | 0.0047 | -0.160 |
| 9.15 | 10.10 | 8 | 1,580 | 68.4% | 0.25 | 0.0042 | -0.152 | 310 | 80.85 | 82.60 | 2 | 229 | 67.7% | -0.76 | 0.0044 | -0.152 |
| 8.10 | 8.80 | 10 | 21.4K | 69.3% | 0.23 | 0.0039 | -0.144 | 320 | 89.45 | 91.50 | 1 | 83 | 68.3% | -0.79 | 0.0041 | -0.143 |
| 6.95 | 7.75 | 25 | 906 | 70.0% | 0.20 | 0.0036 | -0.136 | 330 | 98.10 | 101.40 | 1 | 105 | 70.0% | -0.81 | 0.0039 | -0.135 |
| 6.30 | 6.80 | 14 | 814 | 71.0% | 0.18 | 0.0034 | -0.128 | 340 | 107.40 | 109.65 | 1 | 166 | 69.4% | -0.83 | 0.0036 | -0.127 |
| 5.50 | 6.05 | 46 | 870 | 71.8% | 0.16 | 0.0031 | -0.120 | 350 | 116.85 | 118.85 | 1 | 363 | 70.3% | -0.85 | 0.0033 | -0.119 |
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs