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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Arch Capital Group Ltd. (ACGL) - NASDAQ Next Earnings Date: OS Estimate: Feb. 10, 2026 AC
OS Projected Window: Feb. 9, 2026 to Feb. 14, 2026
EVR: 1.6
Avg Daily Volume: 2,164,576    Market Cap: 34.1B
Sector: Financial    Short Interest: 1.57
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Days to Next Earnings: 60 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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
Oct. 27, 2025 AC 1.6 $85.94 @$85.00 $5.97
($85.94)
7.02% -4.07% I -1.41% I $84.72 $5.02
( $84.72 )
-15.91%
July 29, 2025 AC 1.5 $86.12 @$85.00 $6.15
($86.12)
7.24% 4.3% I -0.59% I $85.61 $3.88
( $85.61 )
-36.91%
April 29, 2025 AC 1.4 $92.39 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 10, 2025 AC 1.4 $91.46 @$90.00
Oct. 30, 2024 AC 1.3 $105.14 @$105.00
July 30, 2024 AC 1.2 $98.20 @$100.00
April 29, 2024 AC 1.2 $91.25 @$90.00
Feb. 14, 2024 AC 1.2 $84.87 @$85.00
Oct. 30, 2023 AC 1.0 $82.88 @$85.00
July 26, 2023 AC 1.0 $82.08 @$80.00

 
 
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