ARM volatilità 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.60.0%
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%
Spread IV − HV20
+10.1pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
90
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 03:33 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 66.3% | -2.3pt | ±3.9% |
| Sep 11, 2026 | 9 | 57.0% | -1.5pt | ±7.1% |
| Sep 18, 2026 | 16 | 57.5% | -1.0pt | ±9.6% |
| Sep 25, 2026 | 23 | 60.0% | -5.2pt | ±12.0% |
| Oct 02, 2026 | 30 | 60.0% | -3.4pt | ±13.7% |
| Oct 09, 2026 | 37 | 59.3% | -6.6pt | ±15.0% |
| Oct 16, 2026 | 44 | 60.1% | -2.4pt | ±16.8% |
| Nov 20, 2026 | 79 | 66.7% | -4.3pt | ±24.9% |
| Dec 18, 2026 | 107 | 64.5% | -4.0pt | ±27.9% |
| Jan 15, 2027 | 135 | 63.8% | -5.5pt | ±30.9% |
| Mar 19, 2027 | 198 | 64.5% | -5.9pt | ±37.7% |
| Apr 16, 2027 | 226 | 64.3% | — | ±40.0% |
| Jun 17, 2027 | 288 | 64.9% | -7.2pt | ±45.4% |
| Sep 17, 2027 | 380 | 66.0% | — | ±52.6% |
| Dec 17, 2027 | 471 | 66.6% | -6.1pt | ±58.6% |
| Jan 21, 2028 | 506 | 66.1% | -5.9pt | ±60.2% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20