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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Arch Capital Group Ltd. (ACGL) - NASDAQ Next Earnings Date: OS Estimate: July 29, 2025 AC
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 1.5
Avg Daily Volume: 1,566,736    Market Cap: 33.8B
Sector: Financial    Short Interest: 1.08
Live Interactive Chart
Days to Next Earnings: 29 Days
Implied Move Monthly: 7.45%       Expires on: Aug. 15, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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 29, 2025 AC None $0.00 @$90.00 $6.78
($91.05)
7.45% -None% I -None% I $0.00 $0.00
( N/A )
None%
April 29, 2025 AC 1.4 $92.39 @$90.00 $4.70
($92.39)
5.22% -6.66% O -1.85% I $90.68 $4.80
( $90.68 )
2.13%
Feb. 10, 2025 AC 1.4 $91.46 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 26, 2023 AC 1.1 $72.29 @$70.00

 
 
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