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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Arch Capital Group Ltd. (ACGL) - NASDAQ Next Earnings Date: July 28, 2026 AC
EVR: 1.6
Avg Daily Volume: 2,014,331    Market Cap: 36.1B
Sector: Financial    Short Interest: 2.52
Live Interactive Chart
Implied Move Monthly: 5.54%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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
July 28, 2026 AC None $0.00 @$105.00 $5.75
($103.88)
5.54% -None% -None% $0.00 $0.00
( N/A )
None%
April 28, 2026 AC 1.5 $97.06 @$95.00 $5.33
($97.06)
5.61% -5.79% O -4.47% I $92.72 $4.80
( $92.72 )
-9.94%
Feb. 9, 2026 AC 1.6 $96.06 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 27, 2025 AC 1.6 $85.94 @$85.00
July 29, 2025 AC 1.5 $86.12 @$85.00
April 29, 2025 AC 1.4 $92.39 @$90.00
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

 
 
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