ARM · Expected Move

Arm Holdings plc American Depositary Shares

The expected move for ARM is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

ARM straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current ARM Expected Move
30-Day Straddle
$39.80
7-Day Straddle
$17.55
30-Day ATM IV
78.0%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to ARM's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
ARM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $39.80 $17.55 78.0% 36%
20261015 $41.83 $19.07 75.6% 32%
20261014 $41.85 $20.92 76.2% 33%
20261013 $42.42 $21.05 72.4% 26%
20261012 $41.35 $14.02 69.7% 21%
20261009 $41.55 $16.50 70.6% 23%
20261008 $46.45 $20.52 75.2% 31%
20261007 $49.75 $22.95 74.2% 29%
20261006 $52.42 $25.00 73.2% 28%
20261005 $52.12 $17.18 71.3% 24%
20261002 $45.55 $21.15 70.5% 23%
20261001 $42.85 $21.88 67.6% 17%
20260930 $47.10 $24.92 71.4% 24%
20260929 $48.53 $28.68 71.1% 24%
20260928 $44.60 $18.98 67.4% 17%
20260925 $46.88 $23.32 68.7% 19%
20260924 $49.15 $26.83 71.7% 25%
20260923 $55.30 $32.25 72.4% 26%
20260922 $57.90 $34.20 74.6% 30%
20260921 $58.80 $25.20 77.3% 35%
20260918 $41.40 $20.00 66.9% 16%
20260917 $39.48 $21.83 66.7% 16%
20260916 $35.72 $20.23 63.9% 11%
20260915 $35.88 $21.70 63.4% 10%
20260914 $36.35 $15.42 64.6% 12%
20260911 $37.70 $19.08 64.4% 12%
20260910 $37.28 $20.35 65.1% 13%
20260909 $39.55 $22.43 65.6% 14%
20260908 $40.77 $24.70 67.9% 18%
20260904 $34.52 $16.40 61.8% 7%
20260903 $31.58 $16.05 58.0% 0%
20260902 $32.25 $16.95 60.1% 2%
20260901 $32.42 $18.10 59.5% 1%
20260831 $33.58 $13.05 58.9% 0%
20260828 $31.68 $15.32 60.1% 0%
20260827 $36.90 $20.30 65.0% 1%
20260826 $38.62 $23.15 67.5% 7%
20260825 $35.88 $22.38 64.3% 0%
20260824 $37.67 $15.02 66.8% 1%
20260821 $35.60 $17.67 66.4% 0%
20260820 $37.80 $20.73 67.8% 3%
20260819 $39.25 $22.07 69.0% 5%
20260818 $40.85 $23.98 68.7% 7%
20260817 $45.15 $18.00 70.4% 10%
20260814 $41.78 $20.93 68.0% 5%
20260813 $46.12 $23.67 73.3% 18%
20260812 $45.52 $25.17 72.3% 21%
20260811 $44.62 $26.33 71.6% 19%
20260810 $47.15 $18.73 74.4% 25%
20260807 — — 76.7% 29%
20260806 $55.10 $30.90 87.5% 51%
20260805 $54.35 $31.40 87.0% 54%
20260804 $61.58 $39.10 95.5% 69%
20260803 $49.23 $21.80 88.1% 57%
20260731 $45.58 $25.18 86.2% 54%
20260730 $47.20 $27.90 87.4% 56%
20260729 $50.90 $35.92 99.5% 77%
20260728 $56.62 $40.17 100.7% 79%
20260727 $63.95 $37.35 103.0% 83%
20260724 $58.95 $40.05 103.0% 83%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.