Arm Holdings plc American Depositary ARM 166.72 -25.08 -13.08% Regime: Earnings Event (88%)
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
ARM / Comparative study
3 signals / 495 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.49
53.27
Mean
39.78
Window
+131.0%
ATM IV
z 0.86
0.8
Mean
0.66
Window
+21.1%
IV Percentile
z 0.54
67.89
Mean
50.82
Window
+38.6%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.96 | 0.94 |
| ATM IV | 0.96 | 1.00 | 0.90 |
| IV Percent... | 0.94 | 0.90 | 1.00 |
Source observations
Data inspector
1-50 of 495
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-05 | 166.72 | 53.27 | 0.8 | 67.89 |
| 2026-11-04 | 191.8 | 49.05 | 0.71 | 50.59 |
| 2026-11-03 | 202.49 | 54.54 | 0.75 | 63.53 |
| 2026-11-02 | 196.79 | 64.06 | 0.83 | 72.44 |
| 2026-10-30 | 205.97 | 66.05 | 0.85 | 74.22 |
| 2026-10-29 | 228.77 | 68.93 | 0.87 | 75.78 |
| 2026-10-28 | 235.9 | 57.13 | 0.78 | 66.8 |
| 2026-10-27 | 226.6 | 58.09 | 0.78 | 68.36 |
| 2026-10-26 | 223.35 | 58.39 | 0.79 | 68.63 |
| 2026-10-23 | 210.33 | 55.99 | 0.77 | 67.58 |
| 2026-10-22 | 210.1 | 57.71 | 0.78 | 68.75 |
| 2026-10-21 | 226.59 | 53.43 | 0.75 | 64.84 |
| 2026-10-20 | 221.06 | 53.21 | 0.74 | 64.84 |
| 2026-10-19 | 228.05 | 49.55 | 0.72 | 53.91 |
| 2026-10-15 | 244.79 | 52.16 | 0.74 | 63.71 |
| 2026-10-14 | 238.01 | 52.96 | 0.74 | 64.09 |
| 2026-10-13 | 255.39 | 47.29 | 0.7 | 48.65 |
| 2026-10-12 | 255.24 | 43.66 | 0.67 | 41.09 |
| 2026-10-09 | 266.28 | 44.48 | 0.68 | 42.08 |
| 2026-10-08 | 275.29 | 49.39 | 0.71 | 51.35 |
| 2026-10-07 | 294.37 | 49.02 | 0.71 | 50.97 |
| 2026-10-06 | 302.56 | 48.03 | 0.7 | 49.42 |
| 2026-10-05 | 302.9 | 41.63 | 0.65 | 37.6 |
| 2026-10-02 | 307.49 | 44.49 | 0.68 | 43.24 |
| 2026-10-01 | 292.34 | 44.23 | 0.67 | 42.86 |
| 2026-09-30 | 289.66 | 49.01 | 0.71 | 50.58 |
| 2026-09-29 | 293.67 | 50.87 | 0.73 | 57.14 |
| 2026-09-28 | 283.33 | 46.64 | 0.69 | 48.06 |
| 2026-09-25 | 310.32 | 45.42 | 0.68 | 47.1 |
| 2026-09-24 | 306.34 | 49.98 | 0.72 | 54.65 |
| 2026-09-23 | 332.56 | 52.04 | 0.74 | 61.63 |
| 2026-09-22 | 333.2 | 52.56 | 0.74 | 62.79 |
| 2026-09-21 | 322.9 | 58.58 | 0.79 | 68.87 |
| 2026-09-18 | 275.61 | 44.19 | 0.67 | 45.74 |
| 2026-09-17 | 264.9 | 44.38 | 0.67 | 46.12 |
| 2026-09-16 | 243.98 | 40.25 | 0.64 | 37.98 |
| 2026-09-15 | 241.83 | 39.94 | 0.64 | 37.6 |
| 2026-09-14 | 239.01 | 40.6 | 0.65 | 38.91 |
| 2026-09-11 | 264.79 | 40.67 | 0.65 | 40.7 |
| 2026-09-10 | 254.18 | 40.94 | 0.65 | 41.09 |
| 2026-09-09 | 264.23 | 42.77 | 0.66 | 45.35 |
| 2026-09-08 | 261.53 | 47.06 | 0.7 | 50.39 |
| 2026-09-04 | 252.09 | 38.99 | 0.63 | 37.98 |
| 2026-09-03 | 242.59 | 34.08 | 0.59 | 31.01 |
| 2026-09-02 | 234.86 | 34.13 | 0.59 | 31.78 |
| 2026-09-01 | 234.82 | 33.61 | 0.59 | 30.74 |
| 2026-08-31 | 241.91 | 32.96 | 0.59 | 28.52 |
| 2026-08-28 | 239.05 | 33.7 | 0.59 | 31.13 |
| 2026-08-27 | 255.21 | 41.16 | 0.65 | 42.8 |
| 2026-08-26 | 251.06 | 45.37 | 0.68 | 48.64 |