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 ±30.7% (163.24–307.64) · ATM IV 63.1% · P/C open interest 1.80
| 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 | |
| 117.40 | 121.10 | 598 | 72.6% | 0.97 | 0.0007 | 0.000 | 120 | 1.19 | 1.41 | 3 | 3,147 | 67.7% | -0.03 | 0.0007 | -0.024 | |
| 112.80 | 115.85 | 435 | 68.8% | 0.96 | 0.0008 | 0.000 | 125 | 1.42 | 1.92 | 784 | 67.6% | -0.04 | 0.0008 | -0.028 | ||
| 108.45 | 111.30 | 1 | 610 | 68.7% | 0.96 | 0.0010 | -0.002 | 130 | 1.82 | 2.14 | 1 | 884 | 66.5% | -0.04 | 0.0010 | -0.032 |
| 103.95 | 107.20 | 228 | 69.0% | 0.95 | 0.0011 | -0.008 | 135 | 2.20 | 2.54 | 712 | 65.7% | -0.05 | 0.0011 | -0.037 | ||
| 99.80 | 102.35 | 1 | 433 | 67.7% | 0.94 | 0.0013 | -0.014 | 140 | 2.77 | 3.05 | 1 | 6,636 | 65.4% | -0.06 | 0.0013 | -0.042 |
| 95.40 | 98.00 | 230 | 66.8% | 0.93 | 0.0015 | -0.021 | 145 | 3.40 | 3.65 | 1,492 | 65.2% | -0.07 | 0.0015 | -0.047 | ||
| 90.95 | 93.75 | 3,559 | 65.8% | 0.92 | 0.0016 | -0.027 | 150 | 4.00 | 4.40 | 1,218 | 64.8% | -0.08 | 0.0017 | -0.052 | ||
| 87.20 | 89.65 | 1,599 | 66.3% | 0.90 | 0.0018 | -0.034 | 155 | 4.80 | 5.15 | 1,150 | 64.5% | -0.10 | 0.0019 | -0.058 | ||
| 82.50 | 86.15 | 506 | 65.7% | 0.89 | 0.0020 | -0.041 | 160 | 5.65 | 6.00 | 402 | 643 | 64.1% | -0.11 | 0.0021 | -0.063 | |
| 78.50 | 81.75 | 1,474 | 64.4% | 0.87 | 0.0022 | -0.048 | 165 | 6.65 | 7.05 | 438 | 64.0% | -0.13 | 0.0023 | -0.069 | ||
| 74.70 | 77.85 | 459 | 64.1% | 0.86 | 0.0024 | -0.054 | 170 | 7.70 | 8.20 | 2,027 | 63.8% | -0.14 | 0.0025 | -0.074 | ||
| 71.00 | 74.15 | 488 | 63.9% | 0.84 | 0.0026 | -0.061 | 175 | 8.85 | 9.35 | 1 | 1,283 | 63.4% | -0.16 | 0.0027 | -0.080 | |
| 67.90 | 70.10 | 1,135 | 63.8% | 0.82 | 0.0028 | -0.068 | 180 | 10.20 | 10.60 | 9 | 2,260 | 63.2% | -0.18 | 0.0029 | -0.085 | |
| 63.95 | 67.05 | 1,113 | 63.6% | 0.81 | 0.0030 | -0.074 | 185 | 11.65 | 12.05 | 10 | 566 | 63.0% | -0.20 | 0.0031 | -0.090 | |
| 60.60 | 63.50 | 1 | 1,224 | 63.2% | 0.79 | 0.0032 | -0.080 | 190 | 13.20 | 13.75 | 70 | 1,795 | 63.0% | -0.22 | 0.0033 | -0.095 |
| 57.40 | 59.85 | 152 | 62.6% | 0.77 | 0.0034 | -0.086 | 195 | 15.00 | 15.45 | 5 | 64 | 63.0% | -0.24 | 0.0034 | -0.100 | |
| 54.15 | 56.90 | 2 | 6,520 | 62.6% | 0.75 | 0.0035 | -0.092 | 200 | 16.60 | 17.30 | 3 | 2,050 | 62.7% | -0.26 | 0.0036 | -0.104 |
| 48.10 | 51.10 | 554 | 62.2% | 0.70 | 0.0038 | -0.102 | 210 | 20.80 | 21.40 | 10 | 2,516 | 62.7% | -0.30 | 0.0039 | -0.112 | |
| 43.40 | 46.00 | 4 | 382 | 63.0% | 0.66 | 0.0040 | -0.110 | 220 | 25.40 | 26.10 | 24 | 4,528 | 62.8% | -0.34 | 0.0041 | -0.118 |
| 38.95 | 40.45 | 3 | 1,239 | 62.6% | 0.62 | 0.0042 | -0.117 | 230 | 30.45 | 31.20 | 9 | 1,622 | 62.8% | -0.39 | 0.0043 | -0.123 |
| 35.05 | 36.20 | 10 | 303 | 63.1% | 0.58 | 0.0043 | -0.122 | 240 | 36.25 | 36.90 | 17 | 1,418 | 63.1% | -0.43 | 0.0044 | -0.125 |
| 30.40 | 32.35 | 25 | 787 | 62.6% | 0.53 | 0.0044 | -0.126 | 250 | 41.70 | 43.15 | 17 | 3,420 | 62.9% | -0.47 | 0.0045 | -0.127 |
| 27.85 | 29.15 | 11 | 753 | 63.7% | 0.49 | 0.0044 | -0.128 | 260 | 48.25 | 50.10 | 710 | 63.7% | -0.51 | 0.0045 | -0.126 | |
| 25.00 | 26.15 | 55 | 2,818 | 64.2% | 0.46 | 0.0043 | -0.128 | 270 | 55.20 | 56.70 | 9 | 371 | 63.6% | -0.55 | 0.0045 | -0.125 |
| 22.20 | 23.35 | 12 | 1,541 | 64.3% | 0.42 | 0.0042 | -0.128 | 280 | 62.55 | 63.95 | 2 | 2,241 | 64.0% | -0.59 | 0.0044 | -0.122 |
| 20.00 | 21.00 | 15 | 264 | 64.9% | 0.39 | 0.0041 | -0.126 | 290 | 69.90 | 71.60 | 520 | 64.2% | -0.62 | 0.0043 | -0.118 | |
| 17.75 | 18.95 | 36 | 524 | 65.2% | 0.36 | 0.0040 | -0.124 | 300 | 78.00 | 80.20 | 981 | 65.5% | -0.66 | 0.0042 | -0.114 | |
| 16.00 | 16.95 | 80 | 2,255 | 65.5% | 0.33 | 0.0038 | -0.121 | 310 | 85.50 | 88.85 | 1 | 278 | 65.8% | -0.69 | 0.0041 | -0.109 |
| 14.35 | 15.35 | 21 | 335 | 66.0% | 0.30 | 0.0037 | -0.118 | 320 | 94.40 | 96.55 | 293 | 66.1% | -0.71 | 0.0039 | -0.104 | |
| 12.95 | 13.85 | 23 | 402 | 66.4% | 0.28 | 0.0035 | -0.115 | 330 | 102.65 | 105.15 | 173 | 66.2% | -0.74 | 0.0038 | -0.098 | |
| 11.60 | 12.60 | 9 | 338 | 66.8% | 0.26 | 0.0034 | -0.111 | 340 | 111.40 | 113.85 | 266 | 66.7% | -0.76 | 0.0036 | -0.092 | |
| 10.60 | 11.45 | 12 | 1,803 | 67.4% | 0.24 | 0.0032 | -0.107 | 350 | 120.30 | 122.55 | 113 | 66.9% | -0.78 | 0.0035 | -0.086 | |
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs