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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Arch Capital Group Ltd. (ACGL) - NASDAQ Next Earnings Date: April 29, 2024 AC
EVR: 1.2
Avg Daily Volume: 1,729,508    Market Cap: 35.61B
Sector: Financial    Short Interest: 0.91
Live Interactive Chart
Implied Move Monthly: 4.92%       Expires on: May 17, 2024

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
April 29, 2024 AC None $0.00 @$90.00 $4.47
($90.90)
4.92% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 14, 2024 AC 1.2 $84.87 @$85.00 $5.18
($84.87)
6.09% 4.2% I 2.98% I $87.40 $5.18
( $87.40 )
0.0%
Oct. 30, 2023 AC 1.0 $82.88 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 AC 1.0 $82.08 @$80.00
April 26, 2023 AC 1.1 $72.29 @$70.00
Feb. 13, 2023 AC 1.1 $65.25 @$65.00
Oct. 26, 2022 AC 1.0 $48.79 @$50.00
July 27, 2022 AC 1.1 $44.28 @$45.00
April 27, 2022 AC 1.0 $47.93 @$50.00
Feb. 9, 2022 AC 1.0 $48.26 @$50.00

 
 
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