ARM option chain Arm Holdings plc American Depositary Shares
Cboe delayed options data · as of 00:34 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 ±46.7% (122.33–336.38) · ATM IV 62.7% · P/C open interest 4.48
| 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 | |
| 115.15 | 119.50 | 67.3% | 0.91 | 0.0011 | -0.017 | 125 | 6.90 | 8.25 | 10 | 173 | 64.6% | -0.09 | 0.0012 | -0.033 | ||
| 111.50 | 115.50 | 2 | 66.6% | 0.90 | 0.0012 | -0.021 | 130 | 7.35 | 9.35 | 40 | 63.6% | -0.10 | 0.0013 | -0.036 | ||
| 107.00 | 112.00 | 1 | 66.3% | 0.89 | 0.0013 | -0.024 | 135 | 8.40 | 10.85 | 256 | 63.7% | -0.11 | 0.0014 | -0.039 | ||
| 103.65 | 108.50 | 65.4% | 0.88 | 0.0014 | -0.027 | 140 | 9.30 | 11.50 | 6 | 62.4% | -0.12 | 0.0015 | -0.041 | |||
| 100.00 | 105.00 | 5 | 64.8% | 0.87 | 0.0015 | -0.030 | 145 | 10.60 | 13.45 | 10 | 5 | 62.9% | -0.13 | 0.0016 | -0.044 | |
| 97.50 | 101.50 | 3 | 65.3% | 0.86 | 0.0016 | -0.033 | 150 | 11.00 | 15.05 | 7 | 61.9% | -0.15 | 0.0017 | -0.046 | ||
| 94.00 | 98.50 | 9 | 65.1% | 0.85 | 0.0017 | -0.036 | 155 | 12.50 | 17.30 | 30 | 62.5% | -0.16 | 0.0018 | -0.049 | ||
| 90.60 | 95.00 | 4 | 64.4% | 0.83 | 0.0018 | -0.039 | 160 | 14.50 | 17.90 | 1 | 300 | 61.8% | -0.17 | 0.0019 | -0.051 | |
| 87.05 | 92.00 | 2 | 63.9% | 0.82 | 0.0019 | -0.042 | 165 | 16.00 | 20.50 | 30 | 108 | 62.3% | -0.18 | 0.0020 | -0.054 | |
| 84.50 | 89.00 | 5 | 64.1% | 0.81 | 0.0020 | -0.045 | 170 | 18.00 | 21.65 | 65 | 61.8% | -0.20 | 0.0021 | -0.056 | ||
| 82.00 | 86.00 | 4 | 64.2% | 0.80 | 0.0021 | -0.048 | 175 | 21.25 | 23.10 | 557 | 62.4% | -0.21 | 0.0022 | -0.058 | ||
| 78.95 | 83.50 | 11 | 64.2% | 0.78 | 0.0022 | -0.050 | 180 | 22.00 | 25.00 | 45 | 1,561 | 61.3% | -0.23 | 0.0022 | -0.060 | |
| 76.50 | 80.50 | 64.0% | 0.77 | 0.0022 | -0.052 | 185 | 25.05 | 28.05 | 244 | 62.0% | -0.24 | 0.0023 | -0.062 | |||
| 74.10 | 78.00 | 2 | 64.2% | 0.75 | 0.0023 | -0.055 | 190 | 27.25 | 29.35 | 544 | 71 | 61.9% | -0.25 | 0.0024 | -0.064 | |
| 71.30 | 75.50 | 1 | 64.0% | 0.74 | 0.0024 | -0.057 | 195 | 28.85 | 32.00 | 98 | 61.7% | -0.27 | 0.0025 | -0.066 | ||
| 68.75 | 73.00 | 13 | 63.8% | 0.73 | 0.0024 | -0.059 | 200 | 31.10 | 34.40 | 1 | 6,436 | 61.6% | -0.28 | 0.0026 | -0.068 | |
| 63.65 | 68.50 | 33 | 63.5% | 0.70 | 0.0026 | -0.063 | 210 | 36.65 | 39.50 | 18 | 112 | 61.9% | -0.31 | 0.0027 | -0.071 | |
| 59.20 | 64.00 | 18 | 63.2% | 0.67 | 0.0026 | -0.066 | 220 | 41.50 | 45.70 | 998 | 62.1% | -0.34 | 0.0028 | -0.073 | ||
| 56.05 | 60.00 | 5 | 63.8% | 0.64 | 0.0027 | -0.069 | 230 | 47.00 | 51.00 | 6 | 1,282 | 61.7% | -0.37 | 0.0029 | -0.075 | |
| 51.70 | 55.25 | 125 | 62.8% | 0.62 | 0.0028 | -0.072 | 240 | 53.25 | 56.60 | 3 | 785 | 61.6% | -0.40 | 0.0030 | -0.077 | |
| 48.20 | 53.00 | 7 | 130 | 63.5% | 0.59 | 0.0028 | -0.073 | 250 | 59.50 | 62.95 | 6 | 1,092 | 61.7% | -0.43 | 0.0031 | -0.078 |
| 45.80 | 49.50 | 40 | 63.9% | 0.57 | 0.0029 | -0.075 | 260 | 66.00 | 70.50 | 291 | 61.7% | -0.45 | 0.0031 | -0.079 | ||
| 42.50 | 46.50 | 47 | 63.8% | 0.54 | 0.0029 | -0.076 | 270 | 73.00 | 77.35 | 6 | 164 | 62.5% | -0.48 | 0.0032 | -0.079 | |
| 39.20 | 43.50 | 24 | 64.3% | 0.52 | 0.0029 | -0.077 | 280 | 80.00 | 84.35 | 2 | 64 | 62.5% | -0.51 | 0.0032 | -0.080 | |
| 37.00 | 41.00 | 230 | 63.7% | 0.50 | 0.0029 | -0.077 | 290 | 87.00 | 91.60 | 25 | 62.4% | -0.53 | 0.0032 | -0.079 | ||
| 35.10 | 38.50 | 1 | 120 | 64.3% | 0.47 | 0.0029 | -0.078 | 300 | 94.50 | 98.40 | 1 | 192 | 62.1% | -0.56 | 0.0032 | -0.079 |
| 32.25 | 36.50 | 1 | 277 | 63.9% | 0.45 | 0.0029 | -0.078 | 310 | 102.50 | 107.00 | 267 | 62.9% | -0.58 | 0.0032 | -0.078 | |
| 30.50 | 34.50 | 58 | 64.2% | 0.43 | 0.0028 | -0.077 | 320 | 110.00 | 114.50 | 11 | 62.6% | -0.60 | 0.0032 | -0.077 | ||
| 29.00 | 32.50 | 3 | 78 | 64.5% | 0.41 | 0.0028 | -0.077 | 330 | 118.00 | 122.50 | 25 | 62.6% | -0.62 | 0.0032 | -0.076 | |
| 27.00 | 30.50 | 285 | 64.4% | 0.40 | 0.0028 | -0.076 | 340 | 126.00 | 130.35 | 71 | 62.4% | -0.65 | 0.0032 | -0.075 | ||
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.
callsputs