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Arch Capital Group Ltd. Common Stock ACGL

i

Market datapartial · fetched 2026-11-04T07:01:43.798Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:22:09.572298443Z

FundamentalsAlpha Vantage · unavailable

Share price$107.79
1D-1.2%
AH$107.13$107.67$108.21$108.75$109.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACGL
Sold putSold callAH

Arch Capital Group Ltd. Common Stock options

Live interpolated ACGL call and put midpoint premiums by absolute delta.Arch Capital Group Ltd. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEACGL PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend23.15%
Daily close
ACGL19.9%23.3%26.7%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 6Sep 23Oct 30
39 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
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%