ARM Options Chain
ARM $223.35 · Updated Oct 26, 4:00 PM ET
ARM is at $223.35. The nearest expiration, Oct 30, 2026 (4 days out), lists 93 strikes, with 14,338 calls and 8,892 puts traded in the latest session. At-the-money implied volatility is 0.4%. The at-the-money straddle prices a move of about $15.76 (7.1%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Feb 19, 2027
- Mar 19, 2027
- Apr 16, 2027
ATM IV
0.4%
225 strike
EXPECTED MOVE
$37.13
ATM straddle
MAX PAIN
$155.00
-30.6%
PUT/CALL VOLUME
9.31
447 / 48
DEC 4, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 0.00 | 0.00 | 59.74 | 10 | 0.0% | 1.000 | 0.0000 | -0.019 | 155 | -0.000 | 0.0000 | -0.000 | 25.0% | 2 | 1.38 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 57.35 | 0.0% | 1.000 | 0.0000 | -0.020 | 160 | -0.000 | 0.0000 | -0.000 | 25.0% | 1 | 1.77 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 56.04 | 0.0% | 1.000 | 0.0000 | -0.020 | 165 | -0.000 | 0.0000 | -0.000 | 25.0% | 2 | 3.20 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 51.95 | 0.0% | 1.000 | 0.0000 | -0.021 | 170 | -0.000 | 0.0000 | -0.000 | 12.5% | 5 | 3.16 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 47.91 | 0.0% | 1.000 | 0.0000 | -0.021 | 175 | -0.000 | 0.0000 | -0.000 | 12.5% | 3 | 4.08 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 43.70 | 0.0% | 1.000 | 0.0000 | -0.022 | 180 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 4.99 | 0.00 | 0.00 | |||
| 185 | -0.000 | 0.0000 | -0.000 | 12.5% | 8.60 | 0.00 | 0.00 | |||||||||||
| 0.00 | 0.00 | 32.77 | 1 | 0.0% | 1.000 | 0.0000 | -0.023 | 190 | ||||||||||
| 195 | -0.000 | 0.0001 | -0.000 | 12.5% | 1 | 8.68 | 0.00 | 0.00 | ||||||||||
| 200 | -0.000 | 0.0000 | -0.000 | 6.3% | 4 | 10.70 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 30.60 | 1 | 0.0% | 1.000 | 0.0000 | -0.025 | 205 | ||||||||||
| 0.00 | 0.00 | 23.13 | 1 | 0.0% | 1.000 | 0.0000 | -0.026 | 210 | -0.000 | 0.0000 | -0.000 | 3.1% | 403 | 19.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 20.25 | 3 | 0.0% | 1.000 | 0.0000 | -0.026 | 215 | -0.000 | 0.0000 | -0.000 | 3.1% | 1 | 22.09 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 23.78 | 2 | 0.0% | 1.000 | 0.0000 | -0.027 | 220 | -0.000 | 0.0002 | -0.000 | 1.6% | 4 | 18.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 15.30 | 6 | 0.8% | 0.154 | 0.4180 | -0.006 | 225 | 0.028 | 0.0000 | -1.000 | 0.0% | 6 | 21.83 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 13.50 | 6 | 1.6% | 0.000 | 0.0000 | -0.000 | 230 | ||||||||||
| 0.00 | 0.00 | 12.15 | 3 | 3.1% | 0.000 | 0.0000 | -0.000 | 235 | 0.029 | 0.0000 | -1.000 | 0.0% | 1 | 28.12 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 10.75 | 1 | 6.3% | 0.001 | 0.0004 | -0.000 | 240 | 0.029 | 0.0000 | -1.000 | 0.0% | 2 | 31.26 | 0.00 | 0.00 | ||
| 245 | 0.030 | 0.0000 | -1.000 | 0.0% | 1 | 38.94 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 12.00 | 3 | 6.3% | 0.000 | 0.0000 | -0.000 | 250 | 0.031 | 0.0000 | -1.000 | 0.0% | 42.40 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 7.03 | 2 | 6.3% | 0.000 | 0.0000 | -0.000 | 255 | 0.031 | 0.0000 | -1.000 | 0.0% | 2 | 40.76 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 9.65 | 1 | 12.5% | 0.000 | 0.0001 | -0.000 | 260 | 0.032 | 0.0000 | -1.000 | 0.0% | 1 | 45.86 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.00 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 265 | 0.033 | 0.0000 | -1.000 | 0.0% | 2 | 58.38 | 0.00 | 0.00 | ||
| 275 | 0.034 | 0.0000 | -1.000 | 0.0% | 4 | 66.84 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 5.92 | 2 | 12.5% | 0.000 | 0.0000 | -0.000 | 280 | ||||||||||
| 285 | 0.035 | 0.0000 | -1.000 | 0.0% | 73.02 | 0.00 | 0.00 | |||||||||||
| 0.00 | 0.00 | 4.00 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 290 | 0.036 | 0.0000 | -1.000 | 0.0% | 1 | 77.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.61 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 295 | ||||||||||
| 0.00 | 0.00 | 2.55 | 1 | 25.0% | 0.000 | 0.0000 | -0.000 | 310 | ||||||||||
| 0.00 | 0.00 | 1.52 | 1 | 25.0% | 0.000 | 0.0000 | -0.000 | 315 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology