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 ±28.1% (169.39–301.49) · ATM IV 64.8% · P/C open interest 1.34
| 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 | |
| 116.50 | 119.55 | 2,664 | 72.6% | 0.98 | 0.0006 | 0.000 | 120 | 0.8000 | 1.01 | 4,059 | 70.7% | -0.02 | 0.0006 | -0.022 | ||
| 111.80 | 114.80 | 996 | 71.2% | 0.97 | 0.0007 | 0.000 | 125 | 0.9300 | 1.18 | 1 | 506 | 68.9% | -0.03 | 0.0007 | -0.026 | |
| 107.15 | 110.15 | 4,948 | 70.4% | 0.96 | 0.0009 | 0.000 | 130 | 1.10 | 1.71 | 6 | 1,016 | 69.0% | -0.04 | 0.0009 | -0.031 | |
| 102.55 | 105.55 | 241 | 69.5% | 0.96 | 0.0010 | 0.000 | 135 | 1.48 | 1.84 | 2 | 143 | 67.7% | -0.04 | 0.0010 | -0.036 | |
| 97.95 | 101.20 | 904 | 69.2% | 0.95 | 0.0012 | -0.007 | 140 | 1.98 | 2.21 | 30 | 730 | 67.5% | -0.05 | 0.0012 | -0.041 | |
| 93.70 | 96.80 | 1 | 235 | 69.4% | 0.94 | 0.0014 | -0.014 | 145 | 2.28 | 2.74 | 24 | 411 | 66.6% | -0.06 | 0.0014 | -0.047 |
| 89.25 | 92.55 | 2,625 | 68.9% | 0.93 | 0.0016 | -0.022 | 150 | 2.80 | 3.25 | 490 | 3,684 | 66.0% | -0.07 | 0.0016 | -0.053 | |
| 84.50 | 87.55 | 112 | 65.3% | 0.92 | 0.0018 | -0.030 | 155 | 3.50 | 3.95 | 23 | 106 | 66.0% | -0.08 | 0.0018 | -0.059 | |
| 80.35 | 83.75 | 213 | 66.1% | 0.90 | 0.0020 | -0.038 | 160 | 4.25 | 4.75 | 22 | 237 | 65.8% | -0.10 | 0.0021 | -0.066 | |
| 76.20 | 78.85 | 8 | 177 | 64.0% | 0.89 | 0.0023 | -0.047 | 165 | 5.00 | 5.50 | 7 | 543 | 65.1% | -0.11 | 0.0023 | -0.073 |
| 72.45 | 75.15 | 971 | 64.9% | 0.87 | 0.0025 | -0.055 | 170 | 5.80 | 6.40 | 12 | 626 | 64.5% | -0.13 | 0.0025 | -0.079 | |
| 68.65 | 71.60 | 288 | 65.3% | 0.85 | 0.0028 | -0.064 | 175 | 7.05 | 7.65 | 879 | 65.0% | -0.15 | 0.0028 | -0.086 | ||
| 65.10 | 67.20 | 602 | 64.4% | 0.84 | 0.0030 | -0.072 | 180 | 8.20 | 8.80 | 4 | 1,231 | 64.6% | -0.17 | 0.0030 | -0.093 | |
| 61.15 | 64.35 | 158 | 64.9% | 0.82 | 0.0032 | -0.080 | 185 | 9.35 | 10.10 | 10 | 2,429 | 64.1% | -0.19 | 0.0033 | -0.100 | |
| 57.70 | 60.35 | 193 | 64.0% | 0.80 | 0.0034 | -0.088 | 190 | 10.85 | 11.55 | 10 | 3,646 | 64.1% | -0.21 | 0.0035 | -0.106 | |
| 54.25 | 57.25 | 200 | 64.1% | 0.77 | 0.0037 | -0.096 | 195 | 12.40 | 13.15 | 3,595 | 63.9% | -0.23 | 0.0037 | -0.112 | ||
| 51.55 | 53.65 | 2 | 918 | 64.2% | 0.75 | 0.0038 | -0.103 | 200 | 14.35 | 14.95 | 25 | 2,830 | 64.2% | -0.25 | 0.0039 | -0.118 |
| 45.05 | 47.75 | 352 | 63.6% | 0.71 | 0.0042 | -0.116 | 210 | 18.30 | 18.90 | 1,353 | 64.2% | -0.30 | 0.0043 | -0.127 | ||
| 41.00 | 42.20 | 2 | 587 | 65.0% | 0.66 | 0.0045 | -0.126 | 220 | 22.80 | 23.40 | 6 | 1,245 | 64.2% | -0.35 | 0.0046 | -0.135 |
| 36.10 | 36.90 | 205 | 583 | 64.6% | 0.61 | 0.0047 | -0.135 | 230 | 27.90 | 28.55 | 4 | 730 | 64.5% | -0.39 | 0.0048 | -0.140 |
| 31.60 | 32.60 | 27 | 362 | 64.6% | 0.56 | 0.0048 | -0.141 | 240 | 33.50 | 34.40 | 3 | 1,227 | 64.9% | -0.44 | 0.0049 | -0.143 |
| 27.65 | 28.80 | 4 | 2,189 | 64.8% | 0.52 | 0.0048 | -0.144 | 250 | 39.55 | 40.30 | 3 | 1,569 | 64.9% | -0.49 | 0.0049 | -0.144 |
| 24.55 | 25.50 | 20 | 625 | 65.4% | 0.47 | 0.0048 | -0.146 | 260 | 46.05 | 47.30 | 1 | 958 | 65.5% | -0.53 | 0.0049 | -0.142 |
| 21.35 | 22.40 | 6 | 2,592 | 65.4% | 0.43 | 0.0047 | -0.146 | 270 | 52.00 | 54.00 | 398 | 64.5% | -0.58 | 0.0048 | -0.139 | |
| 18.90 | 19.80 | 2 | 126 | 65.9% | 0.39 | 0.0046 | -0.144 | 280 | 59.70 | 61.35 | 1 | 777 | 65.2% | -0.62 | 0.0047 | -0.135 |
| 16.20 | 17.40 | 26 | 675 | 65.7% | 0.36 | 0.0044 | -0.141 | 290 | 67.85 | 69.40 | 761 | 66.4% | -0.65 | 0.0046 | -0.129 | |
| 14.45 | 15.20 | 62 | 1,531 | 66.2% | 0.33 | 0.0042 | -0.137 | 300 | 75.10 | 77.50 | 1,108 | 66.1% | -0.69 | 0.0044 | -0.122 | |
| 12.70 | 13.60 | 14 | 203 | 66.7% | 0.30 | 0.0040 | -0.133 | 310 | 83.15 | 86.10 | 475 | 66.7% | -0.72 | 0.0042 | -0.115 | |
| 11.10 | 12.05 | 49 | 321 | 67.0% | 0.27 | 0.0038 | -0.128 | 320 | 91.90 | 94.00 | 325 | 66.7% | -0.75 | 0.0040 | -0.107 | |
| 9.95 | 10.75 | 6 | 244 | 67.7% | 0.24 | 0.0036 | -0.123 | 330 | 100.55 | 102.85 | 814 | 67.3% | -0.77 | 0.0038 | -0.099 | |
| 8.85 | 9.65 | 6 | 242 | 68.2% | 0.22 | 0.0034 | -0.117 | 340 | 109.20 | 112.45 | 137 | 68.4% | -0.80 | 0.0036 | -0.091 | |
| 8.15 | 8.65 | 11 | 693 | 69.1% | 0.20 | 0.0032 | -0.112 | 350 | 118.60 | 120.85 | 574 | 68.5% | -0.82 | 0.0034 | -0.083 | |
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs