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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Arch Capital Group Ltd. (ACGL) - NASDAQ Next Earnings Date: Estimated on Oct. 26, 2026
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 1.6
Avg Daily Volume: 2,169,487    Market Cap: 32.8B
Sector: Financial Services    Short Interest: 2.15
Live Interactive Chart
Days to Next Earnings: 45 Days

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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 1.6 $106.48 @$105.00 $6.48
($106.48)
6.17% -4.8% I -1.81% I $104.55 $4.95
( $104.55 )
-23.61%
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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