DELETE failed because the following SET options have incorrect settings: 'QUOTED_IDENTIFIER, ARITHABORT'. Verify that SET options are correct for use with indexed views and/or indexes on

Apparently the target table is part of indexed view. When you work with
an indexed view, the following SET options must be on: ANSI_PADDING,
ANSI_NULLS, QUOTED_IDENTIFIER, ANSI_WARNINGS, CONCAT_NULL_YIELDS_NULL
and ARITHABORT.
Of these the last three depend on run-time values only.
ANSI_PADDNING also depends on how the setting when the columns were
created. And for ANSI_NULLS and QUOTED_IDENTIFIER the setting is saved
when you create with the stored procedure/trigger.

So please drop the stored procedure, set the options to ON and create the stored procedure in the same query management window and give it a try

I drop the SP , and set the options , then recreate the SP , but same result.
also I save those options  saved on the SP.

How can list all indexed views?

any update?

I got the error only when run it from MS Agent, but when I run the SP from Microsoft SQL Server Management Studio       its work fine

Executed as user: NT AUTHORITY\SYSTEM. DELETE failed because the following SET options have incorrect settings: 'ARITHABORT'. Verify that SET options are correct for use with indexed views and/or indexes on computed columns and/or filtered indexes and/or query notifications and/or XML data type methods and/or spatial index operations. [SQLSTATE 42000] (Error 1934).  The step failed.