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Arch Capital Group Ltd. Common Stock ACGL

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Market datapartial · fetched 2026-10-23T10:06:45.156Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:07:34.876230342Z

FundamentalsAlpha Vantage · unavailable

Share price$102.74
1D+1.5%
AH$100.94$101.71$102.49$103.26$104.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACGL
Sold putSold callAH

Arch Capital Group Ltd. Common Stock options

Live interpolated ACGL call and put midpoint premiums by absolute delta.Arch Capital Group Ltd. Common Stock$0.71$3.14$5.58$8.02$10.45$90.21$95.77$101.33$106.88$112.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACGL spot · $102.74ACGL PRICE$0.97$1.11$1.36$1.61$1.87$2.34$2.82$3.29$3.77$4.25$5.14$6.74$8.34$1.09$1.45$1.81$2.19$2.77$3.36$3.95$4.53$5.35$6.27$7.19$8.11$9.75
PutsExpensive1.59×
CallsExpensive1.14×
SkewBearish+5.42 pp
Implied moveBearish±$6.76
TiltBearish14.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.7832.1%9.7%95.8432.1%7.8%
25Δ108.9526.7%7.1%97.2531.7%6.8%
30Δ107.6425.8%6.1%98.6731.3%5.7%
35Δ106.3424.8%5.1%100.0731.0%4.7%
40Δ105.0323.9%4.0%101.2131.2%4.2%
45Δ104.1324.0%3.6%102.3531.5%3.7%
50Δ103.2424.2%3.2%103.4931.7%3.1%
55Δ102.3524.4%2.8%104.6332.0%2.6%
60Δ101.4624.5%2.4%105.8932.1%2.1%
65Δ100.5724.7%2.0%107.2232.1%1.7%
70Δ99.3425.9%1.7%108.5432.1%1.3%
75Δ97.5429.2%1.5%109.8732.1%1.0%
80Δ95.7432.4%1.3%111.8232.3%0.6%

20Δ

Calls
Pseudo strike
111.78
IV
32.1%
B/E move
9.7%
Puts
Pseudo strike
95.84
IV
32.1%
B/E move
7.8%

25Δ

Calls
Pseudo strike
108.95
IV
26.7%
B/E move
7.1%
Puts
Pseudo strike
97.25
IV
31.7%
B/E move
6.8%

30Δ

Calls
Pseudo strike
107.64
IV
25.8%
B/E move
6.1%
Puts
Pseudo strike
98.67
IV
31.3%
B/E move
5.7%

35Δ

Calls
Pseudo strike
106.34
IV
24.8%
B/E move
5.1%
Puts
Pseudo strike
100.07
IV
31.0%
B/E move
4.7%

40Δ

Calls
Pseudo strike
105.03
IV
23.9%
B/E move
4.0%
Puts
Pseudo strike
101.21
IV
31.2%
B/E move
4.2%

45Δ

Calls
Pseudo strike
104.13
IV
24.0%
B/E move
3.6%
Puts
Pseudo strike
102.35
IV
31.5%
B/E move
3.7%

50Δ

Calls
Pseudo strike
103.24
IV
24.2%
B/E move
3.2%
Puts
Pseudo strike
103.49
IV
31.7%
B/E move
3.1%

55Δ

Calls
Pseudo strike
102.35
IV
24.4%
B/E move
2.8%
Puts
Pseudo strike
104.63
IV
32.0%
B/E move
2.6%

60Δ

Calls
Pseudo strike
101.46
IV
24.5%
B/E move
2.4%
Puts
Pseudo strike
105.89
IV
32.1%
B/E move
2.1%

65Δ

Calls
Pseudo strike
100.57
IV
24.7%
B/E move
2.0%
Puts
Pseudo strike
107.22
IV
32.1%
B/E move
1.7%

70Δ

Calls
Pseudo strike
99.34
IV
25.9%
B/E move
1.7%
Puts
Pseudo strike
108.54
IV
32.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
97.54
IV
29.2%
B/E move
1.5%
Puts
Pseudo strike
109.87
IV
32.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
95.74
IV
32.4%
B/E move
1.3%
Puts
Pseudo strike
111.82
IV
32.3%
B/E move
0.6%

Options history

ACGL24.2224.6225.022026-10-20: 24.97%2026-10-21: 24.27%Oct 20Oct 21
Table
DateIV
24.97%
24.27%