ACGL
PUTS ▼Arch Capital Group Ltd.
$97.04
-0.93%delayed
News – · Trend ▼ · below put trigger ▼
Expected move (1d)
▼ $95.16to$98.92 ▲
ATR ±$1.88 (+1.94%)Implied ±$3.22 (+3.32%)
Entry Reference
Price / prev close$97.04 / $97.95
Day range$95.92 – $98.39
52-wk range$82.45 – $107.09(59%)
Volume vs avg1.80×
ATR (14d)$1.88
MA 8 / 21$97.28 / $98.46
MA 50 / 200$99.84 / $96.21
Call ▲ / Put ▼ trigger$98.39 / $97.51
+1 / +2 ATR$98.92 / $100.81
-1 / -2 ATR$95.16 / $93.27
Support: 96.95 95.19 92.79
Resistance: 97.43 97.92 99.16
Near-the-money contracts
exp 2026-09-18Calls
| Strike | Mark | IV | Δ | θ/day | OI |
|---|---|---|---|---|---|
| 85 | $11.80 | 133% | 0.89 | -0.40 | 4 |
| 90 | $7.10 | 116% | 0.80 | -0.53 | 28 |
| 95 | $2.97 | 51% | 0.70 | -0.29 | 59 |
| 100 | $0.15 | 36% | 0.16 | -0.14 | 824 |
| 105 | $0.03 | 53% | 0.04 | -0.07 | 150 |
| 110 | $0.15 | 62% | 0.01 | -0.02 | 87 |
Puts
| Strike | Mark | IV | Δ | θ/day | OI |
|---|---|---|---|---|---|
| 85 | $0.07 | 150% | -0.13 | -0.50 | 1368 |
| 90 | $0.22 | 67% | -0.09 | -0.17 | 1104 |
| 95 | $0.25 | 31% | -0.20 | -0.13 | 854 |
| 100 | $3.08 | 75% | -0.67 | -0.42 | 109 |
| 105 | $7.50 | 110% | -0.79 | -0.50 | 0 |
| 110 | $11.80 | 122% | -0.88 | -0.38 | 0 |
Δ = delta (≈ probability ITM), θ/day = daily time decay, IV = implied vol. Greeks computed via Black-Scholes from Yahoo IV.
Recent news
- FHFA Director Bill Pulte Says In X Post That Fannie Mae Will Follow Freddie Mac's Rule Allowing Loan Servicers To Contact Borrowers Who May Qualify To Cancel Private Mortgage Insurance15h ago
- Arch Capital Group (ACGL) Ascends While Market Falls: Some Facts to Note1d ago
- Tracking Ron Baron's BAMCO Portfolio - Q2 2026 Update2d ago
- The Zacks Analyst Blog Highlights RenaissanceRe, Arch Capital, Everest5d ago
- 3 Reinsurers Set to Benefit From Alternative Capital Boom5d ago
- Is Arch Capital Group Stock Underperforming the S&P 500?5d ago
- Flattened Premiums Undermine Arch Capital Group Ltd.’s (ACGL) Consistent Gains7d 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.