ARMArm Holdings plc American Depositary Shares
Options Analysis Report
Market Cap $406.7B|NASDAQ
● 2026-06-12$380.81
NEUTRAL
Analysis: 2026-06-11 EOD data
1Y +168.1%YTD +231.9%7D +11.0%
Options Vol
69,991
30D
Implied Move
±28.6%
IV Rank
79%
ARM Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.4
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks3/9 checks passed
IV Rank
≤35%IV Rank 93.3% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.80x — IV ≤ HV
Sector Relative≤50%
Sector percentile 84% — above sector median
Term Structure
<1.1xFront/Back 1.11x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 102.7% — crisis-level IV
Spread-Adjusted Value
<80%Effective IV 118.5% (ATM 102.7% + spread 7.9% + bias) — expensive
Execution Efficiency
<3.0%Total drag 13.24% (spread 7.90% + slippage 5.34%) — high friction
Vega Efficiency
≥5.0Vega efficiency 180.68 (vega 142.738 / spread 7.90%) — efficient
Sentiment
Bullish or bearish?
5.2
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Weak signal (Conviction: +8%, Raw: +11%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +8% (neutral) — Raw: +11%
OI Skew Magnitude
≥15%|OI skew| 10.0% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +10.3%, OI skew -10.0% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 45%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -5%, ATM: +16%, OTM: +12% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 70% — bearish vs sector
Activity
Unusual activity?
3.6
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 0.6x avg — normal
Turnover Rate
≥15%Vol/OI 7.4% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +7.8% (5d) — building
Sector Relative≥60%
Sector activity percentile 80% — active vs sector
Trade Quality
≥30%Large trade volume 12% — mostly retail
Execution Urgency
≥60%Aggressive execution 30% — patient
Flow Conviction
≥30Conviction +8 (bullish) — mixed
Liquidity
Can I trade efficiently?
5.5
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 7.9% — wide
Adequate OI
≥10,000OI 951,332 — deep
Active Volume
≥500Volume 69,991/day — active
Reasonable Cost
≤$0.50$0.40 to cross — cheap
Strike Coverage
≥5 strikes3 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 90% — much wider than sector
Order Book Depth
≥100 contractsDepth 106.8 contracts (bid:43.5 ask:63.3) — adequate
Execution Quality
<1.0%Avg slippage 5.34% — poor
Timing
Is now a good time?
7.5
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +11.3% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 93% — seller opportunity
Event Detection
≥10pts kinkIV kink 7.2pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1211.70 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)acceptable: FOMC in 5d
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +8% @ 54% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 42 (ITM 20% + inst 12%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls4.9
bullishIV expensive, mixed flow
Long Puts4.8
bearishIV expensive, mixed flow
Premium Sellers
Cash-Secured Put6.0
bullishIV rich premium, mixed flow
Covered Call5.9
bearishIV rich premium, mixed flow
For educational purposes only. Not investment advice.