ARM option chain Arm Holdings plc American Depositary Shares
Cboe delayed options data · as of 12:33 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 ±19.4% (191.57–283.82) · ATM IV 71.7% · P/C open interest 2.74
| 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 | |
| 69.40 | 72.90 | 2 | 2 | 82.0% | 0.93 | 0.0022 | -0.091 | 160 | 1.13 | 3.25 | 21 | 79.7% | -0.07 | 0.0022 | -0.092 | |
| 64.50 | 68.45 | 79.0% | 0.92 | 0.0026 | -0.106 | 165 | 1.11 | 3.80 | 76.6% | -0.08 | 0.0026 | -0.106 | ||||
| 59.70 | 64.45 | 1 | 78.6% | 0.90 | 0.0030 | -0.121 | 170 | 1.79 | 4.35 | 128 | 75.9% | -0.10 | 0.0030 | -0.122 | ||
| 55.65 | 60.00 | 76.7% | 0.88 | 0.0034 | -0.137 | 175 | 2.47 | 5.35 | 1 | 6 | 76.0% | -0.12 | 0.0034 | -0.138 | ||
| 51.75 | 56.00 | 76.5% | 0.86 | 0.0039 | -0.154 | 180 | 3.60 | 5.65 | 1 | 6 | 74.5% | -0.14 | 0.0039 | -0.154 | ||
| 47.40 | 51.05 | 1 | 2 | 72.8% | 0.83 | 0.0043 | -0.170 | 185 | 4.35 | 6.65 | 11 | 16 | 73.4% | -0.17 | 0.0044 | -0.171 |
| 44.05 | 48.00 | 3 | 75.4% | 0.81 | 0.0048 | -0.186 | 190 | 5.40 | 8.05 | 7 | 20 | 73.3% | -0.19 | 0.0048 | -0.187 | |
| 40.15 | 44.00 | 4 | 74.2% | 0.78 | 0.0052 | -0.202 | 195 | 6.25 | 9.85 | 14 | 72.9% | -0.22 | 0.0052 | -0.203 | ||
| 36.40 | 40.55 | 3 | 74.3% | 0.75 | 0.0056 | -0.216 | 200 | 8.05 | 10.05 | 7 | 47 | 70.5% | -0.25 | 0.0056 | -0.217 | |
| 33.55 | 37.30 | 4 | 74.3% | 0.72 | 0.0060 | -0.229 | 205 | 10.40 | 12.80 | 53 | 98 | 74.0% | -0.29 | 0.0060 | -0.230 | |
| 30.95 | 34.15 | 7 | 73.9% | 0.68 | 0.0063 | -0.240 | 210 | 11.65 | 14.75 | 14 | 42 | 72.3% | -0.32 | 0.0064 | -0.241 | |
| 27.95 | 31.25 | 73.5% | 0.65 | 0.0066 | -0.249 | 215 | 13.80 | 16.20 | 212 | 214 | 70.8% | -0.35 | 0.0066 | -0.251 | ||
| 25.25 | 28.50 | 1 | 1 | 73.2% | 0.61 | 0.0068 | -0.256 | 220 | 15.70 | 19.15 | 5 | 67 | 71.5% | -0.39 | 0.0069 | -0.258 |
| 22.70 | 25.95 | 73.0% | 0.58 | 0.0070 | -0.261 | 225 | 18.15 | 21.65 | 9 | 45 | 71.5% | -0.42 | 0.0071 | -0.263 | ||
| 20.30 | 23.70 | 1 | 3 | 72.9% | 0.54 | 0.0071 | -0.264 | 230 | 21.20 | 23.85 | 199 | 241 | 70.9% | -0.46 | 0.0072 | -0.267 |
| 19.00 | 21.50 | 30 | 55 | 74.1% | 0.51 | 0.0072 | -0.265 | 235 | 23.60 | 27.00 | 6 | 29 | 71.0% | -0.50 | 0.0072 | -0.268 |
| 16.10 | 19.55 | 9 | 8 | 72.6% | 0.47 | 0.0072 | -0.264 | 240 | 26.60 | 30.00 | 9 | 62 | 70.8% | -0.53 | 0.0072 | -0.267 |
| 14.25 | 17.70 | 11 | 13 | 72.4% | 0.44 | 0.0071 | -0.261 | 245 | 29.80 | 33.15 | 3 | 19 | 70.8% | -0.56 | 0.0072 | -0.264 |
| 12.85 | 16.00 | 8 | 72.7% | 0.41 | 0.0070 | -0.256 | 250 | 33.15 | 36.50 | 4 | 36 | 70.7% | -0.60 | 0.0071 | -0.260 | |
| 11.35 | 14.50 | 5 | 72.8% | 0.38 | 0.0068 | -0.251 | 255 | 36.70 | 39.95 | 27 | 70.7% | -0.63 | 0.0070 | -0.255 | ||
| 10.10 | 13.15 | 15 | 73.0% | 0.35 | 0.0066 | -0.243 | 260 | 40.60 | 43.55 | 13 | 71.0% | -0.66 | 0.0068 | -0.248 | ||
| 8.35 | 11.90 | 2 | 2 | 72.1% | 0.32 | 0.0064 | -0.236 | 265 | 44.05 | 47.35 | 1 | 6 | 70.5% | -0.69 | 0.0066 | -0.240 |
| 7.25 | 10.80 | 3 | 10 | 72.1% | 0.29 | 0.0062 | -0.227 | 270 | 47.95 | 52.20 | 11 | 70.5% | -0.71 | 0.0063 | -0.232 | |
| 6.25 | 9.85 | 1 | 6 | 72.3% | 0.27 | 0.0059 | -0.218 | 275 | 52.05 | 56.00 | 1 | 14 | 70.7% | -0.74 | 0.0060 | -0.223 |
| 5.80 | 8.95 | 6 | 15 | 73.2% | 0.25 | 0.0056 | -0.209 | 280 | 56.55 | 60.65 | 3 | 11 | 71.3% | -0.76 | 0.0058 | -0.214 |
| 4.65 | 8.20 | 7 | 33 | 72.7% | 0.22 | 0.0053 | -0.199 | 285 | 60.25 | 64.45 | 2 | 2 | 70.7% | -0.78 | 0.0055 | -0.205 |
| 4.30 | 7.00 | 2 | 17 | 72.6% | 0.21 | 0.0050 | -0.190 | 290 | 64.50 | 69.00 | 2 | 2 | 70.6% | -0.80 | 0.0052 | -0.196 |
| 4.00 | 6.80 | 7 | 13 | 74.5% | 0.19 | 0.0047 | -0.180 | 295 | 69.00 | 73.65 | 2 | 72.7% | -0.82 | 0.0049 | -0.187 | |
| 2.87 | 6.35 | 10 | 45 | 73.6% | 0.17 | 0.0044 | -0.171 | 300 | 73.50 | 78.20 | 73.1% | -0.84 | 0.0046 | -0.178 | ||
| 2.79 | 5.75 | 18 | 74.7% | 0.16 | 0.0042 | -0.162 | 305 | 78.00 | 82.60 | 73.0% | -0.85 | 0.0044 | -0.170 | |||
| 1.82 | 5.45 | 4 | 15 | 73.9% | 0.14 | 0.0039 | -0.153 | 310 | 83.10 | 86.85 | 1 | 1 | 75.1% | -0.87 | 0.0041 | -0.161 |
| 2.30 | 4.75 | 1 | 14 | 75.8% | 0.13 | 0.0037 | -0.145 | 315 | 87.15 | 91.25 | 6 | 7 | 72.7% | -0.88 | 0.0039 | -0.153 |
| 1.67 | 4.75 | 5 | 76.4% | 0.12 | 0.0034 | -0.137 | 320 | 92.00 | 96.35 | 11 | 75.0% | -0.89 | 0.0036 | -0.146 | ||
| 1.15 | 4.25 | 4 | 75.4% | 0.11 | 0.0032 | -0.130 | 325 | 96.80 | 100.85 | 74.8% | -0.90 | 0.0034 | -0.139 | |||
| 1.38 | 3.70 | 10 | 24 | 76.6% | 0.10 | 0.0030 | -0.123 | 330 | 101.55 | 106.10 | 1 | 75.6% | -0.91 | 0.0032 | -0.132 | |
| 1.21 | 3.30 | 1 | 1 | 76.6% | 0.09 | 0.0028 | -0.117 | 335 | 106.35 | 111.00 | 76.5% | -0.92 | 0.0030 | -0.126 | ||
| 0.8400 | 3.35 | 1 | 77.5% | 0.09 | 0.0026 | -0.110 | 340 | 111.15 | 115.65 | 77.1% | -0.93 | 0.0028 | -0.120 | |||
| 0.7200 | 2.88 | 1 | 2 | 77.0% | 0.08 | 0.0024 | -0.105 | 345 | 116.00 | 120.70 | 77.3% | -0.94 | 0.0027 | -0.115 | ||
| 0.6800 | 2.50 | 2 | 14 | 77.0% | 0.07 | 0.0023 | -0.099 | 350 | 120.85 | 125.35 | 73.4% | -0.94 | 0.0025 | -0.109 | ||
| 0.5300 | 2.83 | 5 | 79.8% | 0.07 | 0.0021 | -0.094 | 355 | 125.70 | 129.70 | 75.3% | -0.95 | 0.0023 | -0.104 | |||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs