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Arch Capital Group Ltd. Common Stock ACGL

FINANCIAL SERVICES · INSURANCE - DIVERSIFIED
i

Market dataready · fetched 2026-11-03T19:46:00.477Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T19:45:47.187343544Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T19:45:59.579487+00:00

Share price$108.04
1D-0.9%
$107.39$107.86$108.33$108.80$109.275:30 AM6:30 AM9:00 AM1:00 PMACGL
Sold putSold call

Arch Capital Group Ltd. Common Stock options

Live interpolated ACGL call and put midpoint premiums by absolute delta.Arch Capital Group Ltd. Common Stock$0.61$2.22$3.84$5.46$7.08$96.99$101.98$106.98$111.98$116.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ACGL spot · $108.04ACGL PRICE$0.78$1.02$1.26$1.50$1.74$2.22$2.70$3.19$3.67$4.16$4.68$5.65$6.61$0.82$1.05$1.29$1.53$1.76$2.00$2.24$2.48$2.72
Puts——
CallsFair0.96×
Skew——
Implied moveBullish±$4.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.8430.9%7.0%102.3829.6%6.0%
25Δ113.6429.9%6.1%103.7228.8%5.0%
30Δ112.4429.0%5.2%105.0328.0%4.0%
35Δ111.2528.0%4.4%105.7726.9%3.5%
40Δ110.0527.1%3.5%106.5125.7%3.1%
45Δ109.1827.4%3.1%107.2424.5%2.6%
50Δ108.3327.8%2.8%107.9823.4%2.1%
55Δ107.4828.2%2.4%108.7222.2%1.7%
60Δ106.6328.5%2.1%109.4621.0%1.2%
65Δ105.7828.9%1.8%
70Δ104.9029.3%1.4%
75Δ103.6829.3%1.2%
80Δ102.4629.3%0.9%

20Δ

Calls
Pseudo strike
114.84
IV
30.9%
B/E move
7.0%
Puts
Pseudo strike
102.38
IV
29.6%
B/E move
6.0%

25Δ

Calls
Pseudo strike
113.64
IV
29.9%
B/E move
6.1%
Puts
Pseudo strike
103.72
IV
28.8%
B/E move
5.0%

30Δ

Calls
Pseudo strike
112.44
IV
29.0%
B/E move
5.2%
Puts
Pseudo strike
105.03
IV
28.0%
B/E move
4.0%

35Δ

Calls
Pseudo strike
111.25
IV
28.0%
B/E move
4.4%
Puts
Pseudo strike
105.77
IV
26.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
110.05
IV
27.1%
B/E move
3.5%
Puts
Pseudo strike
106.51
IV
25.7%
B/E move
3.1%

45Δ

Calls
Pseudo strike
109.18
IV
27.4%
B/E move
3.1%
Puts
Pseudo strike
107.24
IV
24.5%
B/E move
2.6%

50Δ

Calls
Pseudo strike
108.33
IV
27.8%
B/E move
2.8%
Puts
Pseudo strike
107.98
IV
23.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
107.48
IV
28.2%
B/E move
2.4%
Puts
Pseudo strike
108.72
IV
22.2%
B/E move
1.7%

60Δ

Calls
Pseudo strike
106.63
IV
28.5%
B/E move
2.1%
Puts
Pseudo strike
109.46
IV
21.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
105.78
IV
28.9%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
104.90
IV
29.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
103.68
IV
29.3%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
102.46
IV
29.3%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend23.15%
Daily close
ACGL19.9%23.3%26.7%2026-08-05: 25.76%2026-08-06: 25.61%2026-08-07: 23.99%2026-08-10: 22.82%2026-08-11: 23.34%2026-08-13: 24.32%2026-08-21: 20.33%2026-08-24: 20.70%2026-08-25: 21.10%2026-08-26: 20.75%2026-08-27: 21.19%2026-08-31: 22.29%2026-09-01: 21.68%2026-09-03: 21.78%2026-09-04: 22.58%2026-09-08: 23.35%2026-09-11: 23.72%2026-09-18: 23.24%2026-09-21: 22.13%2026-09-22: 21.44%2026-09-23: 23.45%2026-09-24: 22.35%2026-09-25: 22.98%2026-09-28: 22.88%2026-09-29: 21.24%2026-10-01: 22.57%2026-10-05: 23.85%2026-10-07: 23.25%2026-10-09: 26.24%2026-10-16: 22.65%2026-10-19: 22.74%2026-10-20: 24.48%2026-10-21: 24.18%2026-10-22: 24.80%2026-10-23: 24.53%2026-10-26: 24.75%2026-10-27: 25.93%2026-10-28: 23.91%2026-10-29: 22.26%2026-10-30: 23.15%Aug 5Sep 22Oct 30
40 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
25.76%
25.61%
23.99%
22.82%
23.34%
24.32%
20.33%
20.70%
21.10%
20.75%
21.19%
22.29%
21.68%
21.78%
22.58%
23.35%
23.72%
23.24%
22.13%
21.44%
23.45%
22.35%
22.98%
22.88%
21.24%
22.57%
23.85%
23.25%
26.24%
22.65%
22.74%
24.48%
24.18%
24.80%
24.53%
24.75%
25.93%
23.91%
22.26%
23.15%