Options WhaleEarnings volatility research

ARM · Covered-Calls

Arm Holdings plc (ARM) covered calls

A modelled covered call from the published implied volatility, with premium yield and capped upside.

$294.37
Modelled strike
$355.00
Modelled premium
$6.63
Premium yield
2.3%
Annualized premium yield
33.7%
Breakeven
$287.74
Downside protection
2.3%
Days to expiration
28
Strategy payoffModelled covered call payoff. Spot $294.37. Expiry maximum profit $6,726.00 · Expiry maximum loss -$28,774.00 · Expiry breakevens $287.74. Total position fees $0.00 deducted once. Intrinsic at the common expiration; IV/time never alters expiry P/L. No early exercise, assignment, slippage, dividends or taxes modeled.

Update time unavailable

Loading graph — the exact table is available below.

$147.185Expiration P/L -$14,055.50Update time unavailable
Event / reference markers
  • Spot: $294.37
  • Expiry breakeven $287.74: $287.74
  • sell call strike $355.00: $355.00
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
ObservationExpiration P/L (USD)ContextUpdated
-$14,055.50Update time unavailable
-$13,761.13Update time unavailable
-$13,466.76Update time unavailable
-$13,172.39Update time unavailable
-$12,878.02Update time unavailable
-$12,583.65Update time unavailable
-$12,289.28Update time unavailable
-$11,994.91Update time unavailable
-$11,700.54Update time unavailable
-$11,406.17Update time unavailable
-$11,111.80Update time unavailable
-$10,817.43Update time unavailable
-$10,523.06Update time unavailable
-$10,228.69Update time unavailable
-$9,934.32Update time unavailable
-$9,639.95Update time unavailable
-$9,345.58Update time unavailable
-$9,051.21Update time unavailable
-$8,756.84Update time unavailable
-$8,462.47Update time unavailable
-$8,168.10Update time unavailable
-$7,873.73Update time unavailable
-$7,579.36Update time unavailable
-$7,284.99Update time unavailable
-$6,990.62Update time unavailable
-$6,696.25Update time unavailable
-$6,401.88Update time unavailable
-$6,107.51Update time unavailable
-$5,813.14Update time unavailable
-$5,518.77Update time unavailable
-$5,224.40Update time unavailable
-$4,930.03Update time unavailable
-$4,635.66Update time unavailable
-$4,341.29Update time unavailable
-$4,046.92Update time unavailable
-$3,752.55Update time unavailable
-$3,458.18Update time unavailable
-$3,163.81Update time unavailable
-$2,869.44Update time unavailable
-$2,575.07Update time unavailable
-$2,280.70Update time unavailable
-$1,986.33Update time unavailable
-$1,691.96Update time unavailable
-$1,397.59Update time unavailable
-$1,103.22Update time unavailable
-$808.85Update time unavailable
-$514.48Update time unavailable
-$220.11Update time unavailable
$0.00Update time unavailable
$74.26Update time unavailable
$368.63Update time unavailable
$663.00Spot referenceUpdate time unavailable
$957.37Update time unavailable
$1,251.74Update time unavailable
$1,546.11Update time unavailable
$1,840.48Update time unavailable
$2,134.85Update time unavailable
$2,429.22Update time unavailable
$2,723.59Update time unavailable
$3,017.96Update time unavailable
$3,312.33Update time unavailable
$3,606.70Update time unavailable
$3,901.07Update time unavailable
$4,195.44Update time unavailable
$4,489.81Update time unavailable
$4,784.18Update time unavailable
$5,078.55Update time unavailable
$5,372.92Update time unavailable
$5,667.29Update time unavailable
$5,961.66Update time unavailable
$6,256.03Update time unavailable
$6,550.40Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable
$6,726.00Update time unavailable

Black-Scholes from the published at-the-money implied volatility (one expected move above spot). Requires 100 shares per contract; above the strike the shares are called away.

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Data provenance

Figures are from published, reviewed research as of Oct 7, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.