ARM volatilité Arm Holdings plc American Depositary Shares
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.59.9%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.49.9%
HV6086.7%
Écart IV − HV20
+10.0pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
89
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 06:33 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 66.3% | -2.3pt | ±3.9% |
| Sep 11, 2026 | 8 | 57.0% | -1.5pt | ±7.1% |
| Sep 18, 2026 | 15 | 57.5% | -1.0pt | ±9.6% |
| Sep 25, 2026 | 22 | 60.0% | -5.2pt | ±12.0% |
| Oct 02, 2026 | 29 | 60.0% | -3.4pt | ±13.7% |
| Oct 09, 2026 | 36 | 59.3% | -6.6pt | ±15.0% |
| Oct 16, 2026 | 43 | 60.1% | -2.4pt | ±16.8% |
| Nov 20, 2026 | 78 | 66.7% | -4.3pt | ±24.9% |
| Dec 18, 2026 | 106 | 64.5% | -4.0pt | ±27.9% |
| Jan 15, 2027 | 134 | 63.8% | -5.5pt | ±30.9% |
| Mar 19, 2027 | 197 | 64.5% | -5.9pt | ±37.7% |
| Apr 16, 2027 | 225 | 64.3% | — | ±40.0% |
| Jun 17, 2027 | 287 | 64.9% | -7.2pt | ±45.4% |
| Sep 17, 2027 | 379 | 66.0% | — | ±52.6% |
| Dec 17, 2027 | 470 | 66.6% | -6.1pt | ±58.6% |
| Jan 21, 2028 | 505 | 66.1% | -5.9pt | ±60.2% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20