Option Focus | ARM's Elevated 82.59% IV and Dominant Call-Selling Flow Signal Bearish Institutional Stance Despite Bull Call Spreads

Option Witch
Yesterday

ARM closed at USD 322.90, a 17.16% rise from the previous close.

Large options trades in ARM revealed a conflicted market, with bullish structured spreads coexisting alongside heavier bearish call-selling flow. A bull call spread with a net debit of $192 thousand and a dual call purchase worth $426 thousand highlighted selective upside speculation. However, the overall block-order picture was dominated by larger call-selling activity, suggesting institutional traders were more inclined to fade the rally, collect premium, or position for the stock to stay below higher strikes rather than chase a breakout.

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Options Indicators

ARM’s implied volatility stands at 82.59%, and with an IV percentile of 73.71%, current option volatility is in the elevated zone, indicating that options are priced expensively relative to the stock’s own recent volatility profile. The IV/HV ratio of 1.25 further suggests implied volatility is running above historical realized volatility, reinforcing the view that the market is embedding a relatively rich premium into ARM options at current levels.

The Call/Put volume ratio is 2.63.

Large Trades

A bull call spread with a net debit of $192 thousand was one of the standout structured trades, built by buying 1,200 September 25, 2026 $335 calls and selling 1,200 September 25, 2026 $345 calls. With both strikes still out of the money versus the $322.90 spot reference, this is a defined-risk bullish spread that expresses upside expectations while capping the maximum gain above $345.00. The net debit shows the trader was willing to pay premium for bullish exposure, suggesting a moderately constructive view rather than an aggressive breakout chase. Another notable combination was a same-direction dual call purchase with a net debit of $426 thousand, consisting of long 1,194 September 25, 2026 $365 calls and long 1,194 September 25, 2026 $380 calls. Since both legs are call buys and both strikes are out of the money, this is best read as a directional upside volatility bet, where the trader is seeking a large bullish move and is willing to spend premium for convex exposure across higher strike levels.

Overall, the large-trade flow leans bearish. Although there were bullish structures present, including the bull call spread and the upside call-buying combination, the broader bulk-order picture was outweighed by larger call-selling activity, indicating that market participants were more active in fading upside, collecting premium, or positioning for ARM to remain below higher strike levels. Taken together, the block flow suggests a cautious-to-bearish institutional stance, with selective upside speculation unable to overturn the dominant pressure from bearish call supply.

Strategy Reference

Given the elevated IV percentile of 73.71% and bearish call-supply dominance, premium sellers may consider an out-of-the-money credit call spread—for instance, selling a September 25, 2026 $380 call and buying a $400 call to define risk—rather than posting large uncovered margin, reflecting a low-assignment-probability strike in the current elevated-volatility regime.

Disclaimer: Investing carries risk. This is not financial advice. The above content should not be regarded as an offer, recommendation, or solicitation on acquiring or disposing of any financial products, any associated discussions, comments, or posts by author or other users should not be considered as such either. It is solely for general information purpose only, which does not consider your own investment objectives, financial situations or needs. TTM assumes no responsibility or warranty for the accuracy and completeness of the information, investors should do their own research and may seek professional advice before investing.

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