Arm Holdings plc American Depositary Shares (ARM) Options History
Historical options analytics archive for ARM with monthly max pain, implied volatility, gamma exposure, and put/call data.
87 months of complete options data available.
ARM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ARM. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 66.8% | 36.0% | $285.00 | $24.0M | -$4.05B | 0.66 |
| 2026-08 | 21 | 72.0% | 43.4% | $225.00 | -$6.6M | -$2.32B | 0.88 |
| 2026-07 | 22 | 105.5% | 91.6% | $220.00 | $15.8M | -$2.70B | 1.03 |
| 2026-06 | 21 | 100.3% | 88.5% | $285.00 | $20.2M | -$7.61B | 0.92 |
| 2026-05 | 20 | 81.2% | 70.1% | $200.00 | $68.2M | -$12.10B | 0.67 |
| 2026-04 | 21 | 73.8% | 62.0% | $165.00 | $42.8M | -$4.91B | 0.52 |
This archive aggregates ARM's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how ARM option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 66.8%, a month-end max-pain strike around $285.00, an average put/call ratio of 0.66.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
2011
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked ARM history questions
- How much options history is available for ARM?
- This archive holds 87 months of ARM options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of ARM's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the ARM archive.
- What data does each monthly ARM aggregate contain?
- Every monthly row summarizes that month of ARM option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 66.8%, an average IV rank of 36.0%, a month-end max-pain strike around $285.00, an average put/call ratio of 0.66.
- How is the ARM options-history archive built and how often does it update?
- The archive is derived from ARM's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how ARM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.