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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Arch Capital Group Ltd. (ACGL) - NASDAQ Next Earnings Date: Estimated on April 29, 2024
OS Projected Window: April 22, 2024 to April 27, 2024
EVR: 1.2
Avg Daily Volume: 1,885,971    Market Cap: 32.78B
Sector: Financial    Short Interest: 1.07
Live Interactive Chart
Days to Next Earnings: 31 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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
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 $4.95
($82.88)
5.82% 5.57% I 4.58% I $86.68 $4.30
( $86.68 )
-13.13%
July 26, 2023 AC 1.0 $82.08 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 27, 2021 AC 1.1 $42.33 @$40.00

 
 
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