ACGL
Arch Capital Group Ltd. - Common Stock$104.09+3.99%1d
Quote Jul 27 3:45 PM ET
EquityNASDAQUSDEarnings Jul 28
120-session history2026-02-02 – 2026-07-27
Volatility
Realized (sessions)
7
31.8%
30
25.6%
90
23.8%
GARCH (sessions)
21
24.6%
30
24.4%
45
24.2%
IV30 ATM · rank
Rank
—
IV30: 34.1%
IV rank: 17/60 daily IV30 observations
Window 2026-06-03 → 2026-07-23 (17 obs.)
Latest options snapshot is 2 trading sessions behind (2026-07-23 to 2026-07-28). Showing the latest available snapshot.
Chain uses snapshot spot $98.69 from 2026-07-23. Quote Jul 27 3:45 PM ET: $104.09. Greeks and IV−GARCH comparisons match the snapshot.
Options Chain & Vol Surface (11/11) · 2026-07-23
E
Implied volatility by strike · 29 DTE · dashed line = fitted smile
Calls
Fitted smile
Excluded (not fit)
| Strike | Mid | Delta | IV | IV − Fit | Fit IV | GARCH | IV - GARCH | Bid | Ask | Last | Spread | Ann. ROI | Theta | Vol | OI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $90.00 | $9.55 | 0.764 | 52.2% | +9.7% | 42.5% | 24.6% | +27.6% | $8.10 | $11.00 | $12.65 | 30.4% | — | -0.0837 | 1 | 1 |
| $95.00 | $5.55 | 0.651 | 44.6% | +6.0% | 38.6% | 24.6% | +20.0% | $4.10 | $7.00 | $8.29 | 52.3% | — | -0.0851 | 1 | 76 |
| $100.00 | $2.78 | 0.483 | 38.1% | +0.3% | 37.8% | 24.6% | +13.5% | $1.85 | $3.70 | $2.30 | 66.7% | 35.4% | -0.0773 | 1 | 143 |
| $105.00 | $1.17 | 0.290 | 34.8% | -5.2% | 40.0% | 24.6% | +10.2% | $0.70 | $1.65 | $1.16 | 80.9% | 15.0% | -0.0598 | 2 | 380 |
| $110.00 | $0.92 | 0.231 | 46.8% | +2.5% | 44.3% | 24.6% | +22.2% | $0.20 | $1.65 | $0.50 | 156.8% | 11.8% | -0.0705 | 2 | 86 |
| $115.00 | $0.33 | 0.117 | 42.5% | — | — | 24.6% | +17.9% | $0.00 | $0.65 | $0.63 | 200.0% | 4.1% | -0.0411 | 3 | 30 |
| $120.00 | $1.07 | 0.137 | 58.2% | — | — | 24.6% | +33.6% | $0.00 | $2.15 | $0.20 | 200.0% | 13.7% | -0.0626 | 1 | 2 |
| $125.00 | $0.10 | 0.040 | 45.5% | — | — | 24.6% | +20.9% | $0.00 | $0.20 | $0.08 | 200.0% | 1.3% | -0.0190 | 9 | 9 |
| $130.00 | $1.07 | 0.113 | 73.7% | — | — | 24.6% | +49.1% | $0.00 | $2.15 | $0.07 | 200.0% | 13.7% | -0.0689 | 5 | 5 |
| $135.00 | $1.07 | 0.105 | 80.7% | — | — | 24.6% | +56.1% | $0.00 | $2.15 | $0.07 | 200.0% | 13.7% | -0.0715 | 6 | 6 |
| $140.00 | $1.30 | 0.112 | 91.5% | — | — | 24.6% | +66.9% | $0.00 | $2.60 | $0.07 | 200.0% | 16.6% | -0.0847 | 4 | 0 |