ACGL (Arch Capital Group Ltd)
Expected Move & Straddle Price History
The expected move for ACGL is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current ACGL Expected Move
30-Day Straddle
$3.55
7-Day Straddle
$3.55
Avg IV
0.5%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to ACGL's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
ACGL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260901 | $3.55 | $3.55 | 0.5% | 35% |
| 20260831 | $3.83 | $3.83 | 0.7% | 69% |
| 20260828 | $3.77 | $3.77 | 0.5% | 38% |
| 20260827 | $3.65 | $3.65 | 0.5% | 30% |
| 20260826 | $3.95 | $3.95 | 0.5% | 41% |
| 20260825 | $4.08 | $4.08 | 0.6% | 56% |
| 20260824 | $3.45 | $3.45 | 0.3% | 7% |
| 20260821 | $3.90 | $0.78 | 0.5% | 36% |
| 20260820 | $4.50 | $1.85 | 0.5% | 43% |
| 20260819 | $4.90 | $2.25 | 0.4% | 15% |
| 20260818 | $3.72 | $2.12 | 0.5% | 30% |
| 20260817 | $4.32 | $3.05 | 0.5% | 40% |
| 20260814 | $4.58 | $3.35 | 0.3% | 8% |
| 20260813 | $6.10 | $3.48 | 0.4% | 28% |
| 20260812 | $4.85 | $3.62 | 0.5% | 35% |
| 20260811 | $5.32 | $4.35 | 0.5% | 33% |
| 20260810 | $6.83 | $4.12 | 0.5% | 34% |
| 20260806 | $6.62 | $4.50 | 0.4% | 17% |
| 20260805 | $4.75 | $4.75 | 0.6% | 50% |
| 20260804 | $4.05 | $4.05 | 0.7% | 70% |
| 20260803 | $3.90 | $3.90 | 0.6% | 50% |
| 20260731 | $4.45 | $4.45 | 0.6% | 55% |
| 20260730 | $5.35 | $5.35 | 0.4% | 24% |
| 20260729 | $4.95 | $4.95 | 0.4% | 27% |
| 20260728 | $6.47 | $6.47 | 0.4% | 27% |
| 20260727 | $5.75 | $5.75 | 0.4% | 30% |
| 20260724 | $5.17 | $5.17 | 0.3% | 6% |
| 20260723 | $6.30 | $6.30 | 0.3% | 12% |
| 20260722 | $5.70 | $5.70 | 0.5% | 30% |
| 20260721 | $6.05 | $6.05 | 0.3% | 12% |
| 20260720 | $5.75 | $5.75 | 0.4% | 14% |
| 20260716 | $6.15 | $3.50 | 0.4% | 19% |
| 20260715 | $6.20 | $2.65 | 0.4% | 28% |
| 20260714 | $7.10 | $3.02 | 0.5% | 36% |
| 20260713 | $5.22 | $2.92 | 0.4% | 20% |
| 20260710 | $6.40 | $2.60 | 0.4% | 34% |
| 20260709 | $6.85 | $3.12 | 0.3% | 16% |
| 20260708 | $6.78 | $4.85 | 0.5% | 35% |
| 20260707 | $5.12 | $3.85 | 0.4% | 23% |
| 20260706 | $7.40 | $3.58 | 0.3% | 9% |
| 20260702 | $5.38 | $5.38 | 0.6% | 52% |
| 20260701 | $2.85 | $2.85 | 0.4% | 32% |
| 20260630 | $4.55 | $4.55 | 0.7% | 67% |
| 20260629 | $4.12 | $4.12 | 0.4% | 33% |
| 20260626 | $4.95 | $4.95 | 0.4% | 20% |
| 20260625 | $4.15 | $4.15 | 0.5% | 35% |
| 20260624 | $4.22 | $4.22 | 0.5% | 35% |
| 20260623 | $4.50 | $4.50 | 0.5% | 36% |
| 20260622 | $5.00 | $5.00 | 0.4% | 34% |
| 20260618 | $4.95 | $1.50 | 0.4% | 25% |
| 20260617 | $5.38 | $1.75 | 0.4% | 22% |
| 20260616 | $5.53 | $3.10 | 0.4% | 22% |
| 20260615 | $4.97 | $2.55 | 0.4% | 24% |
| 20260613 | $5.35 | $2.77 | 0.4% | 28% |
| 20260612 | $5.38 | $2.77 | 0.4% | 22% |
| 20260611 | $6.20 | $3.42 | 0.4% | 33% |
| 20260610 | $5.80 | $3.02 | 0.4% | 24% |
| 20260609 | $5.62 | $2.83 | 0.3% | 19% |
| 20260608 | $5.72 | $3.42 | 0.4% | 34% |
| 20260605 | $6.00 | $3.75 | 0.3% | 16% |