Financial Services · Finance
ACGL Implied Volatility, IV Rank & Options Chain
Arch Capital Group (ACGL) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Arch Capital Group (ACGL).
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ACGL options trade with implied volatility typically in the 16% - 35% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
ACGL implied volatility
As of 2026-10-26As of 2026-10-26, ACGL's 30-day implied volatility is 22.6%, placing its 1-year IV percentile at 76.0 — above 76.0% of the past year's daily IV readings, an elevated, premium-selling regime favoring credit spreads, iron condors and short strangles.
ACGL live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live ACGL chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
ACGL options at a glance
- Daily volume
- N/A
- IV range
- 16% - 35%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Arch Capital Group (ACGL)
Arch Capital Group is a specialty insurance and reinsurance company providing property, casualty, and mortgage insurance and reinsurance solutions worldwide.
Company profile
- Sector
- Financial Services
- Industry
- Insurance - Diversified
- Market cap
- $35B+
- Exchange
- NASDAQ
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Arch Capital Group operates in the Financial Services sector.
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Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
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- Expected move and GEX
- Screener and strategy P&L
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ACGL options market overview
ACGL options provide good liquidity for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Available
- LEAPS available
- Yes
Liquidity assessment: Good
ACGL options are available for trading across multiple expirations.
ACGL implied volatility and IV rank
ACGL implied volatility reflects interest rate sensitivity and credit cycle dynamics. IV spikes during financial stress events and Fed policy shifts.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short ACGL options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
ACGL IV generally trades near historical volatility, with premiums expanding around earnings.
Term structure
Typically upward sloping under normal conditions.
The smile, the term structure and the cone for ACGL, on today's chain.
Open ACGL in IV IntelligenceACGL gamma exposure (GEX)
Gamma Exposure analysis for ACGL reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. ACGL tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on ACGL right now, strike by strike.
See live ACGL GEXCommon ACGL options strategies
These are strategies commonly used by traders on ACGL options, based on typical market characteristics. This is not investment advice.
Key considerations for ACGL options
- ACGL options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
- Monitor earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing positions
ACGL key events
Earnings months. January, April, July, October
ACGL options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns ACGL's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/ACGL"What is ACGL's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on ACGL in the console, more prompts for ACGL, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about ACGL options.
What is ACGL's typical implied volatility?
ACGL implied volatility typically ranges from 16% - 35%.
Does ACGL have weekly options?
ACGL offers weekly options.
What is ACGL's options trading profile?
ACGL (Arch Capital Group) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 16% - 35% range. The position sits in the Financial Services category for portfolio diversification and options strategy design.
How does ACGL implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on ACGL?
Popular strategies on ACGL options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 16% - 35% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is ACGL's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence ACGL's intraday price action. ACGL tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live ACGL GEX levels and the gamma-flip point on ApexVol.
What is ACGL's IV rank?
ACGL's IV rank shows where ACGL's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. ACGL implied volatility typically ranges from 16% - 35%. Check ACGL's live IV rank and percentile on ApexVol's IV analytics.
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