Is ARM options pricing rich or cheap right now?

As of Oct 14, 2026, Arm Holdings plc American Depositary Shares (ARM) ATM IV is 75.8% against 20-day realized volatility of 99.3%. IV rank is 48.7%. Realized volatility currently exceeds implied: an inversion of the typical equity volatility risk premium that often precedes IV expansion.

What is the ARM variance risk premium?

The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. ARM is currently pricing inverted to the historical pattern, which is one input to whether short-vol or long-vol structures carry their typical edge.

What does ARM IV rank mean for strategy selection?

IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. ARM's current rank of 48.7% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.

Arm Holdings plc American Depositary Shares (ARM) IV/HV History

Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.

Arm Holdings plc American Depositary Shares (ARM) operates in the Technology sector, specifically the Semiconductors industry, with a market capitalization near $272.76B, listed on NASDAQ, employing roughly 9,584 people, carrying a beta of 3.79 to the broader market. Arm Holdings plc is a leading technology firm that conceptualizes, engineers, and licenses core processing unit (CPU) designs and complementary technologies. Led by Rene Anthony Andrada Haas, public since 2023-09-14.

Snapshot as of Oct 14, 2026.

Spot Price: $238.50
ATM IV: 75.8%
HV 20-Day: 99.3%
HV 60-Day: 82.3%
IV Rank: 48.7%
IV Percentile: 70.6%

As of Oct 14, 2026, Arm Holdings plc American Depositary Shares (ARM) ATM implied volatility is 75.8%. 20-day realized volatility is 99.3%, producing an IV-HV spread of -23.5 vol points. Realized volatility currently exceeds implied, an inversion that can signal a pending IV expansion. IV rank is 48.7%.

How ARM iv/hv history Data Feeds Strategy Selection

Strategy selection on Arm Holdings plc American Depositary Shares options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 75.8% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the ARM IV vs HV chart

The dual-line chart below tracks ATM implied volatility (forward-looking, what the chain is pricing) against 20-day realized historical volatility (backward-looking, what actually happened). ATM IV currently prints at 75.8%, 48.7% IV rank, against 99.3% realized over the trailing 20 trading days. Implied is currently below realized by 23.5 vol points, an inverted regime where premium buyers are underpaying for the move - rare and often a setup for IV expansion. Persistent IV-above-HV is the variance-risk-premium-positive state typical of equity markets; persistent IV-below-HV is rare and usually marks underpriced vol that often expands.

ARM IV/HV regimes and trade selection

ARM IV rank at 48.7% sits mid-range - no structural edge from rank alone. Strategy choice should follow event calendar and the dealer-positioning read.

Using ARM vol history alongside the term structure

The IV/HV gap on this page captures the level of premium; the term-structure slope on the volatility page captures its shape across expirations. Backwardation (negative slope -0.034) indicates acute near-term event risk - near-dated tenors price disproportionate vol. Pair the rank read with the slope read with the event calendar to choose the right tenor for the structure.

ARM IV/HV signal in volatility-cycle context

Equity-vol cycles tend to compress and expand on multi-month timeframes: a typical sequence runs low-IV-rank consolidation (months of flat tape, decaying premium) into a vol-expansion catalyst (earnings miss, macro shock, regime change) into elevated-IV-rank stress (premiums fat, dispersion high) back to mean-reverting compression. ARM's 48.7% IV rank places the ticker in the mid-range of its 1-year window - no strong cycle-position signal. The ratio of HV-20 (99.3%) to HV-60 (82.3%) gives a second cycle indicator: when 20-day exceeds 60-day, recent realization is running hotter than the trailing-quarter average - typically a sign that recent days have already started expanding vol regardless of where IV rank prints. Use the time series below to spot inflection points: meaningful IV/HV gap closures and openings tend to precede regime shifts by a few sessions.

Learn how implied vs realized volatility is reported and how to read the data →

Daily ATM implied volatility and 20-day realized (historical) volatility for ARM over the last ~31 trading days. The IV-HV gap measures the variance risk premium - when IV trades persistently above realized HV, premium-sellers earn the spread; when IV dips below HV, vol is structurally underpriced.

Daily values from end-of-day option_ticker_snapshots. Series sparse on illiquid tickers reflects gaps in the upstream end-of-day options data feed.

Most recent 15 trading days (descending). Older history appears in the chart above.

Date	ATM IV	HV 20d	HV 60d	IV Rank
Oct 14, 2026	75.8%	99.3%	82.3%	48.7%
Oct 13, 2026	72.5%	96.6%	82.6%	44.0%
Oct 12, 2026	69.6%	96.6%	82.7%	40.0%
Oct 9, 2026	70.0%	100.8%	82.3%	40.6%
Oct 8, 2026	74.9%	100.9%	83.2%	47.4%
Oct 7, 2026	72.8%	96.4%	81.5%	44.5%
Oct 6, 2026	73.1%	95.9%	82.1%	44.9%
Oct 5, 2026	71.4%	96.6%	84.0%	42.6%
Oct 2, 2026	70.6%	96.3%	83.9%	41.4%
Oct 1, 2026	69.6%	95.5%	85.9%	40.0%
Sep 30, 2026	71.4%	95.5%	85.8%	42.5%
Sep 29, 2026	71.6%	95.9%	87.5%	42.7%
Sep 28, 2026	68.8%	95.5%	87.5%	38.8%
Sep 25, 2026	69.2%	90.1%	86.8%	39.3%
Sep 24, 2026	71.0%	90.1%	87.2%	41.9%

Frequently asked ARM iv/hv history questions

Is ARM options pricing rich or cheap right now?: As of Oct 14, 2026, Arm Holdings plc American Depositary Shares (ARM) ATM IV is 75.8% against 20-day realized volatility of 99.3%. IV rank is 48.7%. Realized volatility currently exceeds implied: an inversion of the typical equity volatility risk premium that often precedes IV expansion.
What is the ARM variance risk premium?: The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. ARM is currently pricing inverted to the historical pattern, which is one input to whether short-vol or long-vol structures carry their typical edge.
What does ARM IV rank mean for strategy selection?: IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. ARM's current rank of 48.7% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.