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
$7.10
7-Day Straddle
$3.02
Avg IV
0.5%
IV Rank
36%
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
Date30D Straddle7D StraddleAvg IVIV Rank
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%
20260604 $5.75 $3.60 0.4% 33%
20260603 $6.35 $4.08 0.4% 23%
20260602 $3.92 $3.92 0.8% 86%
20260601 $4.03 $4.03 0.7% 71%
20260529 $3.95 $3.95 0.6% 56%
20260528 $4.30 $4.30 0.7% 70%
20260527 $4.72 $4.72 0.6% 55%
20260526 $4.50 $4.50 0.6% 56%
20260522 $5.05 $5.05 0.5% 41%
20260521 $5.25 $5.25 0.5% 48%
20260520 $5.75 $5.75 0.5% 38%
20260519 $5.45 $5.45 0.6% 54%
20260518 $5.17 $5.17 0.5% 46%
20260515 $5.10 $1.38 0.5% 41%
20260514 $5.25 $1.70 0.5% 44%
20260513 $5.25 $2.30 0.5% 37%
20260512 $5.20 $1.75 0.5% 42%
20260511 $5.25 $2.50 0.5% 36%
20260510 $5.60 $2.10 0.5% 43%
20260508 $5.60 $2.10 0.5% 35%
20260507 $5.90 $2.62 0.5% 37%
20260506 $6.03 $2.77 0.5% 40%
20260505 $5.90 $2.77 0.4% 33%
20260504 $5.85 $3.15 0.4% 25%
20260502 $3.15 $3.15 0.9% 97%
20260501 $3.15 $3.15 0.8% 93%
20260430 $3.67 $3.67 0.6% 61%
20260429 $4.80 $4.80 0.6% 58%
20260428 $5.33 $5.33 0.7% 75%
20260427 $4.97 $4.97 0.6% 63%
20260424 $5.15 $5.15 0.5% 52%
20260423 $5.38 $5.38 0.5% 48%
20260422 $5.62 $5.62 0.4% 28%