ThetaOwl

ACGL

Arch Capital Group Ltd.Financial Services
$96.74
Bullish
Mkt Cap: $34.47B|Float: 343.2M|SI: 1.5%|DTC: 3.4
Data as of market close Apr 2, 2026
IV Rank
18
IV Pctl
56%
HV 20d
1611.0%
52W Range
$82-$103
ATR(14)
$1.74
Exp. Move
±5.2%
P/C Ratio
1.02
Earnings
Apr 28
GEX Positive
DEX Long
Net Call Premium
IV Low
Max Pain Below
Exp. Move Wide

ACGL Key Options Data

IV Rank
17.7%
Total GEX
$0.00B
Total DEX
$0.1M
Max Pain
$95.00
Expected Move
±5.2%
Put/Call OI
1.02
Net Premium
$0.0M
Spot Price
$96.74

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$5.00±5.2%$91.74$101.74
2026-05-1543±$4.55±4.7%$92.19$101.29
2026-06-1877±$8.75±9.0%$87.99$105.49
2026-09-18169±$12.95±13.4%$83.79$109.69

Explore ACGL options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.