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 ±37.6% (146.81–324.06) · ATM IV 64.4% · P/C open interest 0.94
| 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 | |
| 119.95 | 122.85 | 130 | 67.9% | 0.95 | 0.0009 | -0.006 | 120 | 2.54 | 3.05 | 58 | 166 | 66.7% | -0.05 | 0.0009 | -0.028 | |
| 115.60 | 118.85 | 20 | 68.2% | 0.94 | 0.0010 | -0.010 | 125 | 3.00 | 3.45 | 1 | 91 | 65.7% | -0.06 | 0.0010 | -0.032 | |
| 111.20 | 114.25 | 11 | 66.5% | 0.94 | 0.0011 | -0.015 | 130 | 3.60 | 4.10 | 70 | 65.4% | -0.07 | 0.0011 | -0.036 | ||
| 107.25 | 110.05 | 19 | 66.6% | 0.93 | 0.0012 | -0.020 | 135 | 4.40 | 4.85 | 1 | 43 | 65.4% | -0.08 | 0.0012 | -0.040 | |
| 103.10 | 106.00 | 52 | 66.1% | 0.92 | 0.0014 | -0.025 | 140 | 5.25 | 5.70 | 140 | 65.3% | -0.09 | 0.0014 | -0.044 | ||
| 99.00 | 102.45 | 34 | 66.4% | 0.90 | 0.0015 | -0.030 | 145 | 6.05 | 6.60 | 80 | 64.9% | -0.10 | 0.0015 | -0.048 | ||
| 95.25 | 98.20 | 133 | 65.7% | 0.89 | 0.0017 | -0.035 | 150 | 7.00 | 7.55 | 1 | 903 | 64.6% | -0.11 | 0.0017 | -0.052 | |
| 92.15 | 94.50 | 25 | 66.6% | 0.88 | 0.0018 | -0.040 | 155 | 8.10 | 8.80 | 1 | 335 | 64.6% | -0.12 | 0.0018 | -0.056 | |
| 87.45 | 90.60 | 19 | 64.7% | 0.87 | 0.0019 | -0.044 | 160 | 9.15 | 9.90 | 296 | 64.1% | -0.14 | 0.0020 | -0.060 | ||
| 83.75 | 86.90 | 1 | 57 | 64.3% | 0.85 | 0.0021 | -0.049 | 165 | 10.80 | 11.25 | 2 | 299 | 64.5% | -0.15 | 0.0021 | -0.065 |
| 80.75 | 83.10 | 4,991 | 64.3% | 0.84 | 0.0022 | -0.054 | 170 | 12.20 | 12.55 | 1 | 133 | 64.2% | -0.17 | 0.0023 | -0.069 | |
| 77.00 | 79.80 | 30 | 63.9% | 0.82 | 0.0024 | -0.059 | 175 | 13.70 | 14.15 | 4 | 280 | 64.2% | -0.18 | 0.0024 | -0.072 | |
| 74.20 | 77.15 | 1,649 | 64.9% | 0.80 | 0.0025 | -0.063 | 180 | 15.35 | 15.75 | 1,004 | 64.1% | -0.20 | 0.0025 | -0.076 | ||
| 70.75 | 73.30 | 82 | 63.8% | 0.79 | 0.0026 | -0.068 | 185 | 17.10 | 17.45 | 1 | 57 | 63.9% | -0.21 | 0.0027 | -0.080 | |
| 68.40 | 70.25 | 28 | 64.4% | 0.77 | 0.0027 | -0.072 | 190 | 18.95 | 19.25 | 974 | 63.8% | -0.23 | 0.0028 | -0.083 | ||
| 64.55 | 66.75 | 39 | 63.0% | 0.76 | 0.0028 | -0.076 | 195 | 20.95 | 21.65 | 26 | 151 | 64.2% | -0.25 | 0.0029 | -0.086 | |
| 62.30 | 65.00 | 1 | 109 | 64.5% | 0.74 | 0.0029 | -0.080 | 200 | 23.10 | 23.60 | 10 | 3,183 | 64.1% | -0.27 | 0.0030 | -0.089 |
| 57.45 | 59.65 | 77 | 64.8% | 0.70 | 0.0031 | -0.086 | 210 | 27.60 | 28.25 | 1 | 634 | 64.2% | -0.30 | 0.0032 | -0.095 | |
| 52.15 | 54.30 | 5 | 117 | 64.1% | 0.67 | 0.0033 | -0.092 | 220 | 32.55 | 33.05 | 13 | 1,701 | 64.1% | -0.34 | 0.0034 | -0.099 |
| 47.75 | 50.00 | 164 | 64.4% | 0.63 | 0.0034 | -0.097 | 230 | 37.45 | 38.55 | 4 | 1,533 | 63.9% | -0.37 | 0.0035 | -0.103 | |
| 44.15 | 45.75 | 1 | 647 | 64.8% | 0.60 | 0.0034 | -0.101 | 240 | 43.25 | 44.10 | 3 | 1,062 | 64.0% | -0.41 | 0.0036 | -0.105 |
| 40.00 | 41.90 | 4 | 148 | 64.5% | 0.57 | 0.0035 | -0.104 | 250 | 49.35 | 50.35 | 834 | 64.2% | -0.44 | 0.0036 | -0.107 | |
| 36.75 | 38.85 | 452 | 65.1% | 0.54 | 0.0035 | -0.106 | 260 | 55.80 | 57.45 | 111 | 64.8% | -0.48 | 0.0037 | -0.108 | ||
| 33.75 | 35.80 | 1 | 147 | 65.4% | 0.51 | 0.0035 | -0.108 | 270 | 62.70 | 64.50 | 19 | 181 | 65.3% | -0.51 | 0.0037 | -0.108 |
| 30.80 | 32.95 | 1 | 684 | 65.5% | 0.48 | 0.0035 | -0.109 | 280 | 69.95 | 72.50 | 130 | 66.3% | -0.54 | 0.0037 | -0.107 | |
| 28.55 | 30.45 | 580 | 66.0% | 0.45 | 0.0034 | -0.109 | 290 | 76.80 | 78.90 | 62 | 65.5% | -0.57 | 0.0036 | -0.106 | ||
| 26.40 | 27.95 | 2 | 324 | 66.2% | 0.42 | 0.0034 | -0.109 | 300 | 84.25 | 86.15 | 221 | 65.3% | -0.59 | 0.0036 | -0.105 | |
| 24.35 | 25.80 | 1 | 271 | 66.6% | 0.40 | 0.0033 | -0.108 | 310 | 92.30 | 94.85 | 62 | 66.4% | -0.62 | 0.0036 | -0.103 | |
| 21.80 | 23.95 | 114 | 66.4% | 0.38 | 0.0032 | -0.107 | 320 | 100.55 | 103.00 | 1 | 184 | 67.0% | -0.64 | 0.0035 | -0.101 | |
| 20.90 | 22.15 | 108 | 67.3% | 0.35 | 0.0032 | -0.105 | 330 | 108.55 | 111.10 | 115 | 67.0% | -0.67 | 0.0034 | -0.098 | ||
| 19.35 | 20.70 | 265 | 67.7% | 0.33 | 0.0031 | -0.104 | 340 | 117.15 | 119.70 | 89 | 67.7% | -0.69 | 0.0034 | -0.095 | ||
| 18.40 | 19.20 | 2 | 473 | 68.4% | 0.31 | 0.0030 | -0.102 | 350 | 125.60 | 127.50 | 130 | 67.3% | -0.71 | 0.0033 | -0.092 | |
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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