ARM option chain Arm Holdings plc American Depositary Shares
Cboe delayed options data · as of 18:33 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 ±60.3% (96.50–389.85) · ATM IV 67.2% · P/C open interest 1.23
| 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 | |
| 136.50 | 140.00 | 121 | 66.4% | 0.91 | 0.0009 | -0.011 | 125 | 11.10 | 14.00 | 129 | 67.5% | -0.10 | 0.0009 | -0.031 | ||
| 133.00 | 137.00 | 60 | 66.5% | 0.90 | 0.0009 | -0.014 | 130 | 12.55 | 15.30 | 193 | 67.2% | -0.10 | 0.0010 | -0.033 | ||
| 130.00 | 133.75 | 59 | 66.6% | 0.89 | 0.0010 | -0.016 | 135 | 14.35 | 16.20 | 1 | 128 | 66.9% | -0.11 | 0.0010 | -0.035 | |
| 127.00 | 130.20 | 97 | 66.3% | 0.88 | 0.0010 | -0.019 | 140 | 16.30 | 18.95 | 1 | 224 | 68.1% | -0.12 | 0.0011 | -0.037 | |
| 124.00 | 128.00 | 82 | 67.0% | 0.87 | 0.0011 | -0.021 | 145 | 17.30 | 20.25 | 584 | 67.2% | -0.13 | 0.0011 | -0.039 | ||
| 121.00 | 124.25 | 279 | 66.3% | 0.86 | 0.0012 | -0.024 | 150 | 19.05 | 22.35 | 1 | 1,550 | 67.3% | -0.14 | 0.0012 | -0.041 | |
| 118.25 | 121.30 | 163 | 66.4% | 0.86 | 0.0012 | -0.026 | 155 | 21.60 | 23.00 | 21 | 66.9% | -0.15 | 0.0013 | -0.042 | ||
| 115.00 | 119.00 | 6 | 224 | 66.4% | 0.85 | 0.0012 | -0.028 | 160 | 23.55 | 24.95 | 216 | 66.9% | -0.16 | 0.0013 | -0.044 | |
| 112.50 | 116.50 | 61 | 66.8% | 0.84 | 0.0013 | -0.030 | 165 | 25.50 | 28.50 | 78 | 67.9% | -0.17 | 0.0014 | -0.046 | ||
| 109.50 | 114.00 | 428 | 66.6% | 0.83 | 0.0014 | -0.032 | 170 | 27.35 | 29.80 | 79 | 67.2% | -0.18 | 0.0014 | -0.047 | ||
| 107.00 | 110.65 | 150 | 66.2% | 0.82 | 0.0014 | -0.035 | 175 | 28.55 | 32.25 | 16 | 66.7% | -0.19 | 0.0015 | -0.049 | ||
| 104.50 | 108.65 | 472 | 66.5% | 0.81 | 0.0014 | -0.036 | 180 | 31.25 | 33.95 | 548 | 66.6% | -0.20 | 0.0015 | -0.050 | ||
| 102.00 | 105.65 | 109 | 66.2% | 0.80 | 0.0015 | -0.038 | 185 | 33.60 | 36.00 | 78 | 66.5% | -0.21 | 0.0016 | -0.052 | ||
| 100.00 | 103.25 | 90 | 66.4% | 0.79 | 0.0015 | -0.040 | 190 | 36.40 | 38.55 | 225 | 66.9% | -0.22 | 0.0016 | -0.053 | ||
| 97.50 | 100.75 | 53 | 66.2% | 0.78 | 0.0016 | -0.042 | 195 | 38.40 | 41.80 | 158 | 67.1% | -0.23 | 0.0017 | -0.054 | ||
| 95.00 | 98.75 | 1 | 522 | 66.2% | 0.77 | 0.0016 | -0.044 | 200 | 41.45 | 42.95 | 2 | 1,482 | 66.6% | -0.24 | 0.0017 | -0.056 |
| 91.00 | 94.40 | 287 | 66.5% | 0.75 | 0.0017 | -0.047 | 210 | 46.20 | 49.10 | 15 | 148 | 66.9% | -0.26 | 0.0018 | -0.058 | |
| 87.75 | 90.05 | 5 | 172 | 66.8% | 0.73 | 0.0017 | -0.050 | 220 | 52.20 | 54.45 | 2 | 393 | 67.1% | -0.28 | 0.0019 | -0.060 |
| 83.00 | 86.35 | 18 | 324 | 66.5% | 0.71 | 0.0018 | -0.053 | 230 | 57.40 | 60.35 | 16 | 151 | 67.0% | -0.30 | 0.0019 | -0.062 |
| 80.20 | 82.65 | 2 | 211 | 66.9% | 0.69 | 0.0018 | -0.055 | 240 | 63.50 | 67.00 | 1 | 168 | 67.4% | -0.32 | 0.0020 | -0.063 |
| 76.00 | 79.20 | 973 | 66.6% | 0.67 | 0.0019 | -0.058 | 250 | 69.50 | 70.55 | 575 | 67.2% | -0.34 | 0.0020 | -0.065 | ||
| 72.85 | 75.95 | 17 | 1,611 | 66.8% | 0.66 | 0.0019 | -0.059 | 260 | 75.80 | 78.05 | 1 | 1,466 | 66.7% | -0.36 | 0.0021 | -0.066 |
| 69.50 | 72.95 | 1 | 69 | 66.8% | 0.64 | 0.0019 | -0.061 | 270 | 82.60 | 86.00 | 268 | 67.6% | -0.38 | 0.0021 | -0.067 | |
| 66.50 | 70.10 | 1 | 200 | 66.8% | 0.62 | 0.0020 | -0.063 | 280 | 89.35 | 92.10 | 165 | 67.3% | -0.40 | 0.0022 | -0.068 | |
| 64.00 | 67.50 | 158 | 67.1% | 0.61 | 0.0020 | -0.064 | 290 | 96.40 | 99.15 | 1 | 1,160 | 67.5% | -0.42 | 0.0022 | -0.068 | |
| 61.50 | 64.65 | 12 | 350 | 67.2% | 0.59 | 0.0020 | -0.066 | 300 | 103.40 | 107.00 | 147 | 68.0% | -0.44 | 0.0022 | -0.069 | |
| 59.00 | 62.20 | 130 | 67.2% | 0.57 | 0.0020 | -0.067 | 310 | 110.85 | 113.60 | 161 | 67.8% | -0.46 | 0.0023 | -0.069 | ||
| 56.50 | 60.00 | 64 | 67.4% | 0.56 | 0.0020 | -0.068 | 320 | 117.85 | 121.50 | 58 | 68.0% | -0.47 | 0.0023 | -0.069 | ||
| 54.75 | 57.70 | 100 | 67.6% | 0.54 | 0.0020 | -0.068 | 330 | 125.50 | 128.75 | 80 | 68.0% | -0.49 | 0.0023 | -0.069 | ||
| 52.00 | 56.40 | 86 | 67.8% | 0.53 | 0.0020 | -0.069 | 340 | 133.25 | 136.50 | 45 | 68.2% | -0.51 | 0.0024 | -0.069 | ||
| 50.50 | 53.60 | 7 | 771 | 67.8% | 0.52 | 0.0020 | -0.070 | 350 | 141.05 | 144.50 | 156 | 68.4% | -0.52 | 0.0024 | -0.069 | |
| 48.50 | 51.50 | 4 | 52 | 67.7% | 0.50 | 0.0020 | -0.070 | 360 | 149.05 | 152.40 | 59 | 68.6% | -0.54 | 0.0024 | -0.068 | |
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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs