ACGL · Expected Move
Arch Capital Group Ltd
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).
ACGL straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current ACGL Expected Move
30-Day Straddle
$6.10
7-Day Straddle
$2.10
30-Day ATM IV
23.7%
IV Rank
63%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $6.10 | $2.10 | 23.7% | 63% |
| 20261015 | $6.10 | $1.93 | 24.2% | 68% |
| 20261014 | $5.83 | $2.78 | 22.3% | 51% |
| 20261013 | $6.05 | $2.90 | 22.8% | 55% |
| 20261012 | $6.40 | $2.88 | 23.9% | 65% |
| 20261009 | $6.03 | $2.62 | 23.3% | 59% |
| 20261008 | $6.57 | $3.00 | 24.5% | 70% |
| 20261007 | $5.85 | $2.88 | 22.9% | 56% |
| 20261006 | $5.97 | $1.85 | 21.5% | 43% |
| 20261005 | $6.17 | $2.83 | 23.0% | 57% |
| 20261002 | $3.67 | $3.67 | 23.5% | 61% |
| 20261001 | $3.20 | $3.20 | 23.1% | 57% |
| 20260930 | $4.25 | $4.25 | 24.0% | 66% |
| 20260929 | $2.45 | $2.45 | 20.3% | 33% |
| 20260928 | $3.97 | $3.97 | 23.0% | 56% |
| 20260925 | $3.98 | $3.98 | 22.3% | 51% |
| 20260924 | $4.03 | $4.03 | 22.0% | 48% |
| 20260923 | $4.33 | $4.33 | 22.0% | 48% |
| 20260922 | $4.00 | $4.00 | 20.5% | 34% |
| 20260921 | $4.62 | $4.62 | 21.8% | 46% |
| 20260918 | $4.38 | $3.00 | 20.0% | 30% |
| 20260917 | $4.53 | $2.12 | 20.9% | 38% |
| 20260916 | $4.92 | $2.33 | 21.3% | 41% |
| 20260915 | $5.35 | $3.23 | 22.7% | 54% |
| 20260914 | $5.30 | $3.50 | 22.5% | 53% |
| 20260911 | $5.90 | $2.50 | 23.5% | 61% |
| 20260910 | $5.58 | $2.50 | 22.4% | 52% |
| 20260909 | $4.78 | $2.85 | 20.2% | 32% |
| 20260908 | $4.90 | $3.55 | 20.3% | 32% |
| 20260904 | $6.18 | $3.73 | 21.2% | 41% |
| 20260903 | $5.75 | $3.12 | 20.3% | 33% |
| 20260902 | $3.52 | $3.52 | 20.4% | 34% |
| 20260901 | $3.55 | $3.55 | 19.9% | 29% |
| 20260831 | $3.83 | $3.83 | 20.6% | 35% |
| 20260828 | $3.77 | $3.77 | 19.5% | 26% |
| 20260827 | $3.65 | $3.65 | 19.9% | 29% |
| 20260826 | $3.95 | $3.95 | 19.8% | 28% |
| 20260825 | $4.08 | $4.08 | 19.9% | 29% |
| 20260824 | $3.45 | $3.45 | 16.7% | 0% |
| 20260821 | $3.90 | $0.78 | 18.3% | 14% |
| 20260820 | $4.50 | $1.85 | 20.3% | 33% |
| 20260819 | $4.90 | $2.25 | 21.1% | 40% |
| 20260818 | $3.72 | $2.12 | 16.7% | 0% |
| 20260817 | $4.32 | $3.05 | 19.2% | 7% |
| 20260814 | $4.58 | $3.35 | 19.8% | 12% |
| 20260813 | $6.10 | $3.48 | 22.8% | 42% |
| 20260812 | $4.85 | $3.62 | 18.5% | 0% |
| 20260811 | $5.32 | $4.35 | 22.4% | 20% |
| 20260810 | $6.83 | $4.12 | 22.1% | 16% |
| 20260807 | — | — | 25.1% | 54% |
| 20260806 | $6.62 | $4.50 | 24.9% | 51% |
| 20260805 | $4.75 | $4.75 | 26.4% | 69% |
| 20260804 | $4.05 | $4.05 | 25.3% | 56% |
| 20260803 | $3.90 | $3.90 | 24.8% | 49% |
| 20260731 | $4.45 | $4.45 | 23.4% | 33% |
| 20260730 | $5.35 | $5.35 | 24.6% | 47% |
| 20260729 | $4.95 | $4.95 | 22.7% | 24% |
| 20260728 | $6.47 | $6.47 | 26.1% | 65% |
| 20260727 | $5.75 | $5.75 | 25.0% | 52% |
| 20260724 | $5.17 | $5.17 | 22.9% | 26% |
More on ACGL
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.