Technology Semiconductors Reference Data Updated 2026-05-31

ARM Gamma Exposure, IV Rank & Implied Volatility

Arm Holdings (ARM) options data — GEX, IV rank, options chain & Greeks

ARM options trade with implied volatility typically in the 30% - 65% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 66.6 /100
IV 42.5%
Simulated data for display · open live ARM on the platform →

An IV rank near 66.6 (the value shown here is illustrative) would mean implied volatility is in roughly the 66.6th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live ARM IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 30.31%63.43%

Chart shows simulated data for display purposes. View the real ARM IV history on the live platform →

Comprehensive options market data for Arm Holdings (ARM).

ARM Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 30% - 65%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Very Good
IV Range
30% - 65%
Weeklies
Yes

1 About Arm Holdings (ARM)

Arm Holdings (ARM) is a semiconductors company listed on NASDAQ.

Company Profile

Sector Technology
Industry Semiconductors
Market Cap See live data
Exchange NASDAQ

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End December

Arm Holdings is a Semiconductors) company in the Technology sector.

2 ARM Options Market Overview

ARM options provide trading opportunities for options traders.

Average Daily Volume N/A
Total Open Interest N/A
Put/Call Ratio N/A
Typical ATM Spread N/A
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Very Good

ARM options provide trading opportunities across multiple expirations.

3 ARM Implied Volatility & IV Rank

ARM implied volatility patterns reflect the semiconductors sector dynamics.

Low IV Environment
30% - 38%
Below average volatility
Typical IV Range
38% - 56%
Normal conditions
Elevated IV
56% - 65%
Above average volatility

Earnings Impact

IV typically expands before earnings and contracts after the announcement.

The post-earnings volatility drop is known as IV crush. Holders of short ARM options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

ARM IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View ARM Volatility Lab

ARM Gamma Exposure (GEX)

Gamma Exposure analysis for ARM reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: ARM tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live ARM GEX

4 Common ARM Options Strategies

These are strategies commonly used by traders on ARM options, based on typical market characteristics. This is not investment advice.

Popular for ARM shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on ARM.

Range-bound strategy for ARM between events.

Key Considerations for ARM Options

  • Monitor ARM earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing options positions
  • ARM options liquidity varies by expiration - prefer near-term and monthly expirations

Frequently Asked Questions: ARM Options

What is ARM's typical implied volatility?

ARM implied volatility typically ranges from 30% - 65%. IV patterns are influenced by earnings, sector events, and market conditions.

Does ARM have weekly options?

Yes, ARM offers weekly options expirations.

What is ARM's options trading profile?

ARM (Arm Holdings) options trade with very good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 30% - 65% range. The position sits in the Technology category for portfolio diversification and options strategy design.

How does ARM implied volatility behave around earnings?

IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.

What options strategies work well on ARM?

Popular strategies on ARM options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 30% - 65% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.

What is ARM's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence ARM's intraday price action. ARM tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live ARM GEX levels and the gamma-flip point on ApexVol.

What is ARM's IV rank?

ARM's IV rank shows where ARM's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. ARM implied volatility typically ranges from 30% - 65%. Check ARM's live IV rank and percentile on ApexVol's IV analytics.

ARM Key Events

Earnings Months
January April July October

Related Tickers

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Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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