ARM option chain Arm Holdings plc American Depositary Shares
Cboe delayed options data · as of 21:50 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 ±21.3% (177.89–273.99) · ATM IV 66.6% · P/C open interest 1.10
| 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 | |
| 105.75 | 109.25 | 3 | 5,813 | 90.8% | 0.98 | 0.0006 | -0.013 | 115 | 0 | 1.23 | 2,090 | 87.0% | -0.02 | 0.0006 | -0.027 | |
| 101.25 | 105.00 | 2,671 | 91.2% | 0.98 | 0.0007 | -0.018 | 120 | 0.3300 | 1.01 | 34 | 4,123 | 83.2% | -0.02 | 0.0007 | -0.031 | |
| 96.65 | 99.25 | 2 | 1,010 | 82.4% | 0.97 | 0.0008 | -0.023 | 125 | 0.2500 | 1.37 | 24 | 444 | 81.0% | -0.03 | 0.0008 | -0.036 |
| 91.85 | 95.00 | 4,973 | 84.0% | 0.97 | 0.0010 | -0.030 | 130 | 0.5300 | 1.21 | 1 | 1,031 | 77.3% | -0.03 | 0.0010 | -0.042 | |
| 87.15 | 90.65 | 235 | 84.2% | 0.96 | 0.0012 | -0.037 | 135 | 0.5000 | 1.40 | 1 | 173 | 73.4% | -0.04 | 0.0012 | -0.048 | |
| 82.40 | 85.75 | 899 | 80.5% | 0.95 | 0.0015 | -0.045 | 140 | 0.9500 | 1.59 | 6 | 697 | 73.5% | -0.05 | 0.0015 | -0.056 | |
| 77.75 | 81.25 | 4 | 235 | 79.0% | 0.94 | 0.0017 | -0.053 | 145 | 1.60 | 1.95 | 27 | 384 | 74.2% | -0.06 | 0.0017 | -0.064 |
| 73.15 | 76.70 | 2,662 | 77.1% | 0.93 | 0.0020 | -0.063 | 150 | 2.02 | 2.35 | 596 | 3,791 | 73.1% | -0.07 | 0.0020 | -0.073 | |
| 68.60 | 71.70 | 154 | 73.5% | 0.92 | 0.0024 | -0.073 | 155 | 2.61 | 2.89 | 26 | 388 | 72.6% | -0.08 | 0.0024 | -0.082 | |
| 64.30 | 67.85 | 219 | 74.3% | 0.90 | 0.0027 | -0.084 | 160 | 3.00 | 3.55 | 27 | 741 | 71.2% | -0.10 | 0.0027 | -0.093 | |
| 60.00 | 61.95 | 190 | 68.3% | 0.88 | 0.0031 | -0.096 | 165 | 3.80 | 4.35 | 28 | 580 | 71.0% | -0.12 | 0.0031 | -0.103 | |
| 55.85 | 59.25 | 965 | 71.5% | 0.86 | 0.0035 | -0.107 | 170 | 4.50 | 5.05 | 11 | 1,810 | 69.5% | -0.14 | 0.0035 | -0.115 | |
| 51.80 | 55.25 | 2 | 287 | 70.6% | 0.84 | 0.0039 | -0.119 | 175 | 5.65 | 6.10 | 34 | 954 | 69.6% | -0.16 | 0.0039 | -0.126 |
| 48.00 | 51.75 | 634 | 70.8% | 0.82 | 0.0043 | -0.131 | 180 | 6.55 | 7.25 | 18 | 1,459 | 68.6% | -0.18 | 0.0043 | -0.137 | |
| 45.15 | 47.70 | 180 | 71.1% | 0.79 | 0.0047 | -0.142 | 185 | 8.00 | 8.45 | 3 | 2,570 | 68.3% | -0.21 | 0.0047 | -0.148 | |
| 41.20 | 44.20 | 200 | 69.8% | 0.76 | 0.0051 | -0.153 | 190 | 9.40 | 9.90 | 105 | 3,917 | 67.9% | -0.24 | 0.0051 | -0.158 | |
| 37.70 | 40.40 | 3 | 199 | 68.3% | 0.73 | 0.0054 | -0.163 | 195 | 10.90 | 11.55 | 30 | 4,464 | 67.4% | -0.27 | 0.0055 | -0.168 |
| 35.25 | 36.90 | 7 | 914 | 68.6% | 0.70 | 0.0057 | -0.172 | 200 | 12.80 | 13.40 | 444 | 3,541 | 67.3% | -0.30 | 0.0058 | -0.177 |
| 29.60 | 30.85 | 27 | 371 | 67.9% | 0.64 | 0.0062 | -0.187 | 210 | 16.90 | 17.65 | 343 | 1,896 | 66.9% | -0.36 | 0.0063 | -0.190 |
| 24.60 | 25.80 | 41 | 572 | 67.7% | 0.57 | 0.0065 | -0.196 | 220 | 21.35 | 22.70 | 79 | 1,582 | 66.1% | -0.43 | 0.0066 | -0.199 |
| 19.75 | 21.35 | 427 | 840 | 67.7% | 0.51 | 0.0066 | -0.200 | 230 | 26.50 | 28.50 | 86 | 2,310 | 65.4% | -0.50 | 0.0068 | -0.202 |
| 16.85 | 17.75 | 239 | 447 | 67.9% | 0.45 | 0.0066 | -0.199 | 240 | 33.10 | 35.70 | 19 | 3,379 | 66.0% | -0.56 | 0.0067 | -0.200 |
| 13.80 | 14.60 | 138 | 2,163 | 67.9% | 0.39 | 0.0064 | -0.193 | 250 | 39.75 | 41.85 | 66 | 2,163 | 65.8% | -0.62 | 0.0065 | -0.194 |
| 11.25 | 12.05 | 31 | 878 | 68.1% | 0.34 | 0.0060 | -0.185 | 260 | 48.05 | 49.55 | 18 | 1,445 | 67.7% | -0.67 | 0.0062 | -0.184 |
| 9.20 | 9.90 | 31 | 2,738 | 68.4% | 0.29 | 0.0056 | -0.174 | 270 | 55.10 | 57.45 | 1,340 | 66.5% | -0.72 | 0.0058 | -0.173 | |
| 7.55 | 8.15 | 35 | 344 | 68.8% | 0.25 | 0.0052 | -0.161 | 280 | 63.40 | 66.40 | 2 | 1,094 | 68.0% | -0.76 | 0.0054 | -0.160 |
| 6.20 | 6.70 | 25 | 500 | 69.3% | 0.21 | 0.0047 | -0.148 | 290 | 72.05 | 75.15 | 1,671 | 68.6% | -0.80 | 0.0049 | -0.146 | |
| 5.00 | 5.60 | 135 | 2,549 | 69.7% | 0.18 | 0.0042 | -0.135 | 300 | 80.80 | 84.40 | 4 | 1,598 | 69.5% | -0.83 | 0.0044 | -0.133 |
| 4.15 | 4.65 | 7 | 408 | 70.4% | 0.15 | 0.0038 | -0.123 | 310 | 90.00 | 93.50 | 601 | 70.2% | -0.86 | 0.0040 | -0.120 | |
| 2.75 | 3.90 | 5 | 581 | 69.2% | 0.13 | 0.0034 | -0.111 | 320 | 99.05 | 102.80 | 5 | 454 | 70.0% | -0.89 | 0.0036 | -0.107 |
| 2.90 | 3.25 | 40 | 22.2K | 71.8% | 0.11 | 0.0030 | -0.100 | 330 | 109.20 | 112.00 | 6 | 1,075 | 72.0% | -0.91 | 0.0033 | -0.096 |
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