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ARMArm Holdings plc American Depositary Shares

Options Analysis Report
Market Cap $272.6B|NASDAQ
● 2026-08-28$255.21
NEUTRAL
Analysis: 2026-08-27 EOD data
1Y +79.0%YTD +122.4%7D +4.9%
62,004
30D
±18.5%
25%

ARM Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.4VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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ARM Gamma Walls

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Value

Is IV priced right?

5.4
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 86.6% — elevated vs history

<1.05x

IV/HV 0.94x — IV ≤ HV

Sector Relative≤50%

Sector percentile 68% — above sector median

<1.1x

Front/Back 0.96x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 69.3% — normal range

<80%

Effective IV 85.1% (ATM 69.3% + spread 7.9% + bias) — expensive

<3.0%

Total drag 12.51% (spread 7.91% + slippage 4.60%) — high friction

≥5.0

Vega efficiency 31.20 (vega 24.677 / spread 7.91%) — efficient

Sentiment

Bullish or bearish?

5.7
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Weak signal (Conviction: -6%, Raw: -5%)
|net sentiment| ≥25%

Conviction-weighted: -6% (neutral) — Raw: -5%

≥15%

|OI skew| 4.4% — balanced

Same sign, |vol skew| ≥10%

Vol skew +44.4%, OI skew -4.4% — divergent (opposite)

≥2/3 conditions

0-DTE 46%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -6%, ATM: +20%, OTM: -11% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 43% — bullish vs sector

Activity

Unusual activity?

3.6
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 1.0x avg — normal

≥15%

Vol/OI 8.0% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change -11.3% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 75% — active vs sector

≥30%

Large trade volume 17% — mixed

≥60%

Aggressive execution 23% — patient

≥30

Conviction -6 (bearish) — mixed

Liquidity

Can I trade efficiently?

5.1
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed
≤5.0%

Spread 7.9% — wide

≥10,000

OI 772,545 — deep

≥500

Volume 62,004/day — active

≤$0.50

$0.40 to cross — cheap

≥5 strikes

1 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 81% — much wider than sector

≥100 contracts

Depth 76.80000000000001 contracts (bid:34.7 ask:42.1) — thin

<1.0%

Avg slippage 4.60% — poor

Timing

Is now a good time?

7.5
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope -4.1% — flat/unclear

<30 or >70

IV percentile 87% — seller opportunity

≥10pts kink

IV kink -0.5pts — no clear event

<0.5 or >2.0

θ/ν ratio 65.44 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -6% @ 53% consistency — unclear

≥40 composite score

Score 47 (ITM 20% + inst 17%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls5.8
bullishIV fair, mixed flow
Long Puts5.3
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.5
bullishIV fair, mixed flow
Covered Call5.0
bearishIV fair, mixed flow

For educational purposes only. Not investment advice.