Implied Volatility (Mean) (180-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

ARM Holdings PLC Sponsored ADR (ARM) had 180-Day Implied Volatility (Mean) of 0.5788 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.7222
Historical Volatility (Parkinson)	0.5619
Implied Volatility (Calls)	0.5747
Implied Volatility (Puts)	0.5829
Implied Volatility (Mean)	0.5788
Put-Call Implied Volatility Ratio	1.0143
Implied Volatility Skew	0.0133
Option Statistics
Put-Call Ratio (Volume)	1.0700
Put-Call Ratio (Open Interest)	0.5366