ARM option chain Arm Holdings plc American Depositary Shares
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 ±51.9% (116.56–368.26) · ATM IV 65.8% · P/C open interest 3.31
| 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 | |
| 130.00 | 133.50 | 64.8% | 0.92 | 0.0009 | -0.017 | 125 | 8.05 | 9.00 | 2 | 98 | 66.6% | -0.08 | 0.0010 | -0.033 | ||
| 126.50 | 130.50 | 65.8% | 0.91 | 0.0010 | -0.020 | 130 | 8.80 | 10.55 | 8 | 14 | 66.5% | -0.09 | 0.0010 | -0.035 | ||
| 122.50 | 127.00 | 65.3% | 0.90 | 0.0011 | -0.023 | 135 | 10.35 | 11.35 | 1 | 66.2% | -0.10 | 0.0011 | -0.038 | |||
| 119.00 | 122.60 | 64.2% | 0.89 | 0.0012 | -0.026 | 140 | 11.25 | 13.75 | 2 | 3 | 66.8% | -0.11 | 0.0012 | -0.040 | ||
| 117.20 | 120.00 | 66.6% | 0.88 | 0.0012 | -0.029 | 145 | 11.50 | 15.20 | 65.5% | -0.12 | 0.0013 | -0.043 | ||||
| 112.55 | 116.00 | 3 | 64.6% | 0.87 | 0.0013 | -0.032 | 150 | 13.00 | 16.75 | 2 | 65.5% | -0.13 | 0.0013 | -0.045 | ||
| 109.50 | 112.80 | 64.7% | 0.86 | 0.0014 | -0.035 | 155 | 15.10 | 18.35 | 7 | 66.0% | -0.14 | 0.0014 | -0.048 | |||
| 106.50 | 110.50 | 3 | 65.5% | 0.85 | 0.0014 | -0.038 | 160 | 16.00 | 20.00 | 285 | 65.4% | -0.16 | 0.0015 | -0.050 | ||
| 103.50 | 106.60 | 2 | 64.8% | 0.84 | 0.0015 | -0.040 | 165 | 19.40 | 21.20 | 8 | 66.0% | -0.17 | 0.0016 | -0.052 | ||
| 100.50 | 104.50 | 1 | 65.5% | 0.83 | 0.0016 | -0.043 | 170 | 21.05 | 23.25 | 66.0% | -0.18 | 0.0016 | -0.055 | |||
| 97.50 | 100.85 | 64.8% | 0.82 | 0.0016 | -0.046 | 175 | 21.50 | 26.50 | 65.8% | -0.19 | 0.0017 | -0.057 | ||||
| 95.00 | 98.10 | 2 | 65.0% | 0.81 | 0.0017 | -0.048 | 180 | 24.70 | 27.65 | 91 | 66.0% | -0.20 | 0.0018 | -0.059 | ||
| 92.00 | 95.45 | 64.9% | 0.80 | 0.0018 | -0.051 | 185 | 26.65 | 29.80 | 65.9% | -0.21 | 0.0018 | -0.061 | ||||
| 90.20 | 93.50 | 1 | 65.2% | 0.78 | 0.0018 | -0.053 | 190 | 28.00 | 32.10 | 2 | 1 | 65.4% | -0.23 | 0.0019 | -0.063 | |
| 87.00 | 90.30 | 65.0% | 0.77 | 0.0019 | -0.055 | 195 | 31.40 | 34.25 | 70 | 66.0% | -0.24 | 0.0020 | -0.065 | |||
| 84.50 | 88.50 | 4 | 6 | 65.5% | 0.76 | 0.0019 | -0.057 | 200 | 33.00 | 37.50 | 77 | 526 | 66.1% | -0.25 | 0.0020 | -0.066 |
| 79.95 | 82.85 | 13 | 65.0% | 0.74 | 0.0020 | -0.061 | 210 | 38.95 | 41.65 | 31 | 18 | 66.3% | -0.27 | 0.0021 | -0.070 | |
| 75.90 | 78.50 | 3 | 65.4% | 0.71 | 0.0021 | -0.065 | 220 | 44.05 | 47.25 | 3 | 66.4% | -0.30 | 0.0022 | -0.073 | ||
| 71.00 | 74.45 | 3 | 4 | 65.1% | 0.69 | 0.0022 | -0.068 | 230 | 49.00 | 51.60 | 3 | 184 | 65.4% | -0.32 | 0.0023 | -0.075 |
| 67.50 | 70.65 | 5 | 65 | 65.4% | 0.67 | 0.0022 | -0.071 | 240 | 55.00 | 58.55 | 439 | 66.2% | -0.35 | 0.0024 | -0.077 | |
| 64.00 | 67.10 | 37 | 57 | 65.7% | 0.65 | 0.0023 | -0.073 | 250 | 61.00 | 64.80 | 25 | 66.4% | -0.37 | 0.0024 | -0.079 | |
| 60.50 | 64.75 | 10 | 1 | 66.3% | 0.63 | 0.0023 | -0.075 | 260 | 67.50 | 71.20 | 29 | 66.6% | -0.39 | 0.0025 | -0.081 | |
| 57.00 | 60.75 | 44 | 1 | 65.8% | 0.60 | 0.0023 | -0.077 | 270 | 73.50 | 77.45 | 4 | 1 | 66.3% | -0.41 | 0.0025 | -0.082 |
| 54.50 | 57.90 | 11 | 66.3% | 0.58 | 0.0024 | -0.079 | 280 | 81.40 | 84.75 | 15 | 67.3% | -0.44 | 0.0026 | -0.083 | ||
| 51.50 | 55.15 | 14 | 66.4% | 0.57 | 0.0024 | -0.080 | 290 | 88.05 | 90.75 | 18 | 67.2% | -0.46 | 0.0026 | -0.084 | ||
| 49.00 | 52.65 | 56 | 5 | 66.6% | 0.55 | 0.0024 | -0.081 | 300 | 95.00 | 98.00 | 114 | 66.8% | -0.48 | 0.0026 | -0.084 | |
| 46.50 | 50.25 | 66.8% | 0.53 | 0.0024 | -0.082 | 310 | 102.50 | 106.40 | 261 | 67.6% | -0.50 | 0.0026 | -0.085 | |||
| 44.00 | 48.75 | 1 | 67.2% | 0.51 | 0.0024 | -0.083 | 320 | 110.00 | 113.20 | 67.3% | -0.52 | 0.0026 | -0.085 | |||
| 42.00 | 45.80 | 4 | 67.1% | 0.49 | 0.0024 | -0.083 | 330 | 117.50 | 121.70 | 3 | 67.8% | -0.54 | 0.0026 | -0.085 | ||
| 40.00 | 43.70 | 1 | 65 | 67.2% | 0.48 | 0.0024 | -0.084 | 340 | 125.50 | 129.50 | 6 | 68.1% | -0.55 | 0.0026 | -0.084 | |
| 38.50 | 41.75 | 1 | 203 | 67.6% | 0.46 | 0.0024 | -0.084 | 350 | 133.85 | 137.50 | 2 | 68.5% | -0.57 | 0.0026 | -0.084 | |
| 36.50 | 39.90 | 126 | 67.6% | 0.45 | 0.0023 | -0.084 | 360 | 142.05 | 145.55 | 216 | 68.7% | -0.59 | 0.0026 | -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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.