ACGL
CALLS ▲Arch Capital Group Ltd.
$106.36
+2.33%delayed
News – · Trend ▲ · above call trigger ▲
Expected move (1d)
▼ $104.17to$108.55 ▲
ATR ±$2.19 (+2.06%)Implied ±$4.65 (+4.37%)
Entry Reference
Price / prev close$106.36 / $103.94
Day range$105.13 – $106.68
52-wk range$84.70 – $107.09(97%)
Volume vs avg0.88×
ATR (14d)$2.19
MA 8 / 21$102.52 / $99.18
MA 50 / 200$97.94 / $96.80
Call ▲ / Put ▼ trigger$104.46 / $103.42
+1 / +2 ATR$108.55 / $110.74
-1 / -2 ATR$104.17 / $101.98
Support: 105.09 101.58 100.51
Resistance: 107.09
Near-the-money contracts
exp 2026-11-20Calls
| Strike | Mark | IV | Δ | θ/day | OI |
|---|---|---|---|---|---|
| 95 | $11.80 | 61% | 0.81 | -0.11 | 91 |
| 100 | $6.60 | 41% | 0.76 | -0.09 | 705 |
| 105 | $2.75 | 32% | 0.59 | -0.08 | 507 |
| 110 | $0.75 | 28% | 0.33 | -0.07 | 113 |
| 115 | $0.05 | 39% | 0.22 | -0.07 | 325 |
| 120 | $0.15 | 51% | 0.18 | -0.08 | 26 |
Puts
| Strike | Mark | IV | Δ | θ/day | OI |
|---|---|---|---|---|---|
| 85 | $0.11 | 56% | -0.04 | -0.03 | 103 |
| 90 | $0.13 | 46% | -0.05 | -0.03 | 584 |
| 95 | $0.25 | 35% | -0.08 | -0.03 | 502 |
| 100 | $0.50 | 45% | -0.26 | -0.08 | 147 |
| 105 | $1.90 | 43% | -0.42 | -0.10 | 20 |
| 110 | $4.50 | 43% | -0.60 | -0.09 | 2 |
Δ = delta (≈ probability ITM), θ/day = daily time decay, IV = implied vol. Greeks computed via Black-Scholes from Yahoo IV.
Recent news
- Citigroup Maintains Buy on Arch Capital Group, Raises Price Target to $1252d ago
- Everest Group Q3 Earnings Miss Estimates on Higher Catastrophe Losses2d ago
- Morgan Stanley Maintains Equal-Weight on Arch Capital Group, Raises Price Target to $1032d ago
- Arch Capital Group Ltd. 2026 Q3 - Results - Earnings Call Presentation2d ago
- Arch Capital Group Q3 Earnings Call Highlights2d ago
- Arch Capital (ACGL) Q3 2026 Earnings Call Transcript2d ago
- Arch Capital: Q3 Earnings Snapshot2d ago
- Arch Capital Group Ltd. (ACGL) Q3 2026 Earnings Call Transcript2d ago
- Arch Capital Q3 Earnings Beat Estimates on Higher Investment Income2d ago
- Arch Capital Group Ltd. Q3 2026 Earnings Call Summary3d ago
- Arch Capital Group Q3 2026 Earnings Call Transcript3d ago
- Arch Capital: Shrewdly Managing Competitive Insurance Markets3d ago
Reference data only. Not a recommendation. Greeks and expected-move figures are estimates, not certainties. You confirm all entries and contracts in TradingView and Charles Schwab.