Tour v366
ACGL
ARCH CAPITAL GROUP L
$101.83 +0.47%
7/20 18:06

Option Volume

Detail
Current (07/20) 166
Calls: 72 (43%)
Puts: 94 (57%)
Prior (07/17) 1,568
Calls: 1,001 (64%)
Puts: 567 (36%)
Current vs Prior -89.41%
Calls: -92.81% (Calls)
Puts: -83.42% (Puts)
Prior 7-Day Total 2,148
Calls: 1,291 (60%)
Puts: 857 (40%)
Prior 7-Day Average 306
Calls: 184 (60%)
Puts: 122 (40%)
Current vs Prior 7-Day Avg -45.90%
Calls: -60.96%
Puts: -23.22%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/20) $41.8K
Calls: $16.2K (39%)
Puts: $25.6K (61%)
Prior (07/17) $397.6K
Calls: $312.2K (79%)
Puts: $85.4K (21%)
Current vs Prior -89.48%
Calls: -94.80%
Puts: -69.99%
Prior 7-Day Total $548.0K
Calls: $397.7K (73%)
Puts: $150.4K (27%)
Prior 7-Day Average $78.3K
Calls: $56.8K (73%)
Puts: $21.5K (27%)
Current vs Prior 7-Day Avg -46.56%
Calls: -71.44%
Puts: +19.26%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/20) 1.31
Prior (07/17) 0.57
Current vs Prior +130.49%
Prior 7-Day Average 1.43
Current vs Prior 7-Day Avg -8.57%
Sentiment BEARISH

Open Interest

Detail
Current (07/20) 7,036
Calls: 3,058 (43%)
Puts: 3,978 (57%)
Prior (07/17) 9,758
Calls: 4,618 (47%)
Puts: 5,140 (53%)
Current vs Prior -27.90%
Prior 7-Day Total 53,392
Calls: 25,673 (48%)
Puts: 27,719 (52%)
Prior 7-Day Average 7,627
Calls: 3,667 (48%)
Puts: 3,959 (52%)
Current vs Prior 7-Day Avg -7.75%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 8.55% | 10.75%
Prior 9.18% | 10.75%
Current vs Prior -6.79% | -0.01%
Prior 7-Day Avg 6.00% | 9.04%
Current vs 7-Day Avg +42.63% | +18.91%
Prior 7-Day Eod 9.18% | 10.75%
Current vs 7-Day Eod -6.79% | -0.01%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 14.58% | 50.29%
Calls: 10.49% | 76.19%
Puts: 18.67% | 24.39%
Prior 14.58% | 50.29%
Calls: 10.49% | 76.19%
Puts: 18.67% | 24.39%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 14.58% | 50.29%
Calls: 10.49% | 76.19%
Puts: 18.67% | 24.39%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 61% put dollar volume ($25.6K). Light premium activity with dollar volume down 89% vs prior. Below-average activity with volume down 89% vs prior. Bearish P/C ratio of 1.31 indicates protective positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls
💧 Low Volume

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 2 found (avg delta 0.75, highest 0.83)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 215.909.80$7.8549.7%10.8376
$100.00Aug 212.256.30$4.2894.6%120.67131
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 8 active (total vol 84, top 27)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 210.352.55$1.45151.7%270.36370
$110.00Aug 210.201.05$0.63134.9%210.1766
$100.00Aug 212.256.30$4.2894.6%120.67131
$95.00Aug 215.909.80$7.8549.7%10.8376
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 210.651.10$0.8851.1%170.1871
$100.00Aug 210.302.65$1.48158.8%30.3414
$90.00Aug 210.050.75$0.40175.0%20.09335
$85.00Aug 210.100.40$0.25120.0%10.0564

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. -- strikes (avg --%, max --%)

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 6 found (best R:R 32.33, avg 13.62)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$110.00$115.00Aug 21$0.18$4.82$0.1826.78$110.18
$105.00$110.00Aug 21$0.82$4.18$0.825.10$105.82
$100.00$105.00Aug 21$2.83$2.17$2.830.77$102.83
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$90.00$85.00Aug 21$0.15$4.85$0.1532.33$89.85
$95.00$90.00Aug 21$0.48$4.52$0.489.42$94.52
$100.00$95.00Aug 21$0.60$4.40$0.607.33$99.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 2.50, avg 0.62)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Aug 21$3.57$3.57$1.432.50$98.57
$100.00$105.00Aug 21$2.83$2.83$2.171.30$102.83
$105.00$110.00Aug 21$0.82$0.82$4.180.20$105.82
$110.00$115.00Aug 21$0.18$0.18$4.820.04$110.18
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$95.00Aug 21$0.60$0.60$4.400.14$99.40
$95.00$90.00Aug 21$0.48$0.48$4.520.11$94.52
$90.00$85.00Aug 21$0.15$0.15$4.850.03$89.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. -- found (avg debit $--, cheapest $--)

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 5.66% of stock, avg 7.12%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$100.00Aug 21$4.28$1.48$5.76$94.24$105.765.66%
$95.00Aug 21$7.85$0.88$8.73$86.27$103.738.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 9 found (cheapest 0.83% of stock, avg 1.73%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$115.00$90.00Aug 21$0.45$0.40$0.85$89.15$115.85
$110.00$90.00Aug 21$0.63$0.40$1.03$88.97$111.03
$115.00$95.00Aug 21$0.45$0.88$1.33$93.67$116.33
$110.00$95.00Aug 21$0.63$0.88$1.51$93.49$111.51
$105.00$90.00Aug 21$1.45$0.40$1.85$88.15$106.85
$115.00$100.00Aug 21$0.45$1.48$1.93$98.07$116.93
$110.00$100.00Aug 21$0.63$1.48$2.11$97.89$112.11
$105.00$95.00Aug 21$1.45$0.88$2.33$92.67$107.33
$105.00$100.00Aug 21$1.45$1.48$2.93$97.07$107.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 2.91, avg credit $1.72)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
85/9095/100Aug 21$3.72$1.282.91$86.28$98.72
90/95100/105Aug 21$3.31$1.691.96$91.69$103.31
85/90100/105Aug 21$2.98$2.021.48$87.02$102.98
95/100105/110Aug 21$1.42$3.580.40$98.58$106.42
90/95105/110Aug 21$1.30$3.700.35$93.70$106.30
85/90105/110Aug 21$0.97$4.030.24$89.03$105.97
95/100110/115Aug 21$0.78$4.220.18$99.22$110.78
90/95110/115Aug 21$0.66$4.340.15$94.34$110.66
85/90110/115Aug 21$0.33$4.670.07$89.67$110.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 40.67, cheapest $0.12)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$105.00$110.00$115.00Aug 21$0.64$4.366.81
$95.00$100.00$105.00Aug 21$0.74$4.265.76
$100.00$105.00$110.00Aug 21$2.01$2.991.49
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$90.00$95.00$100.00Aug 21$0.12$4.8840.67
$85.00$90.00$95.00Aug 21$0.33$4.6714.15

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 7 found (best net $-0.10, 4 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$110.00$115.001:2Aug 21-$0.27$4.73
$95.00$100.001:2Aug 21-$0.71$4.29
$105.00$110.001:2Aug 21$0.19$4.81
$100.00$105.001:2Aug 21$1.38$3.62
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$90.00$85.001:2Aug 21-$0.10$4.90
$100.00$95.001:2Aug 21-$0.28$4.72
$95.00$90.001:2Aug 21$0.08$4.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 0.34%, avg 0.27%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$105.00Aug 21$0.350.363.1%0.34%3.46%27370
$110.00Aug 21$0.200.178.0%0.20%8.22%2166

Historical option prices for this thinly-traded ticker. Live quotes are wide and stale — use where each contract actually traded plus its 30-day range to place a limit order. 83 contracts (avg 599 vol/day, 75 traded recently)

ACGL averages only 599 option contracts/day, so quotes are thin and bid/ask spreads run wide. Use the last actually-traded price below to set a limit order rather than chasing the displayed ask. Most tradeable call: the $80.00 09-18 call last traded $13.89 on 06/22 (now $21.60/$23.50) — try a limit near $21.60. Also watch the $60.00 09-18 call last traded $39.65 on 06/30 (now $40.20/$44.20) — try a limit near $40.20; the $75.00 12-18 call last traded $22.29 on 06/24 (now $27.10/$30.20) — try a limit near $27.10. Most tradeable put: the $105.00 12-18 put last traded $6.80 on 07/14 (now $6.50/$7.40) — try a limit near $6.80.
CALLS (47)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$100.00Aug 21$2.25$6.30$4.28$4.30 07/17$0.98–$5.85$4.28131
$100.00Sep 18$5.00$6.20$5.60$5.60 07/17$1.53–$6.55$5.60244
$100.00Nov 20$6.80$8.40$7.60$7.20 07/17$2.45–$8.20$7.2097
$100.00Dec 18$6.00$10.10$8.05$8.00 07/17$3.50–$8.80$8.0016
$105.00Aug 21$0.35$2.55$1.45$1.73 07/17$0.55–$2.30$1.45370
$105.00Sep 18$2.30$3.50$2.90$2.81 07/17$0.68–$3.30$2.8180
$105.00Nov 20$4.20$6.10$5.15$4.70 07/17$1.53–$5.55$4.70138
$105.00Dec 18$3.10$7.40$5.25$5.75 07/08$2.23–$6.00$5.25581
$95.00Aug 21$5.90$9.80$7.85$6.27 07/16$2.38–$9.30$6.2776
$95.00Sep 18$7.90$10.10$9.00$6.00 07/01$3.15–$9.80$7.9048
$95.00Nov 20$10.30$12.00$11.15$10.65 07/14$4.85–$11.80$10.6546
$95.00Dec 18$9.40$13.50$11.45$11.00 07/02$5.25–$12.50$11.0034
$110.00Aug 21$0.20$1.05$0.63$0.90 07/17$0.15–$1.08$0.6366
$110.00Sep 18$0.90$2.00$1.45$1.19 07/17$0.50–$1.50$1.1982
$110.00Nov 20$1.30$3.60$2.45$3.65 07/07$0.88–$3.38$2.455
$110.00Dec 18$2.95$3.90$3.43$3.32 07/09$1.40–$4.13$3.32590
$90.00Aug 21$11.00$13.50$12.25$12.65 07/14$5.00–$14.35$12.251
$90.00Sep 18$11.60$14.10$12.85$6.30 06/17$5.75–$15.00$11.6040
$90.00Nov 20$13.20$15.90$14.55$12.50 07/15$7.70–$15.15$13.208
$90.00Dec 18$13.20$17.20$15.20$13.00 07/15$8.25–$17.10$13.207
$115.00Aug 21$0.00$0.90$0.45$0.63 07/07$0.08–$1.23$0.4530
$115.00Sep 18$0.00$1.20$0.60$0.38 07/16$0.13–$1.43$0.3835
$115.00Nov 20$1.20$2.10$1.65$1.93 07/08$0.50–$1.95$1.658
$115.00Dec 18$0.80$3.10$1.95$1.50 06/30$0.93–$2.60$1.5024
$115.00Mar 19$1.70$4.90$3.30--$2.90–$3.30$1.701
$85.00Sep 18$16.20$18.60$17.40$9.73 06/22$9.90–$19.35$16.203
$85.00Nov 20$17.50$20.20$18.85$10.35 05/29$10.85–$20.35$17.502
$85.00Dec 18$17.90$20.80$19.35$19.38 07/17$11.90–$21.30$19.355
$120.00Aug 21$0.00$1.15$0.57$0.20 06/29$0.08–$1.15$0.202
$120.00Sep 18$0.00$2.15$1.08--$0.08–$1.20--4
$120.00Nov 20$0.00$2.10$1.05$0.70 06/26$0.33–$1.75$0.706
$120.00Dec 18$0.05$2.50$1.27$0.85 06/26$0.55–$1.70$0.8511
$80.00Sep 18$21.60$23.50$22.55$13.89 06/22$13.75–$24.15$21.603
$80.00Nov 20$22.10$24.90$23.50$21.00 07/15$14.95–$25.15$22.101
$80.00Dec 18$22.30$25.90$24.10$14.65 06/18$15.35–$25.45$22.3061
$125.00Aug 21$0.00$0.50$0.25$0.08 06/26$0.08–$1.10$0.089
$125.00Nov 20$0.00$1.85$0.93$0.40 06/26$0.15–$1.27$0.4013
$125.00Dec 18$0.00$2.70$1.35$0.63 07/01$0.38–$1.55$0.634
$75.00Sep 18$25.40$29.40$27.40--$18.10–$28.55$25.406
$75.00Dec 18$27.10$30.20$28.65$22.29 06/24$19.35–$29.90$27.104
$130.00Aug 21$0.00$2.15$1.08$0.07 06/26$0.03–$1.08$0.075
$70.00Sep 18$30.30$34.40$32.35$29.68 06/30$23.10–$33.85$30.307
$135.00Aug 21$0.00$2.15$1.08$0.07 06/26$0.03–$1.08$0.076
$140.00Aug 21$0.00$2.60$1.30$0.07 06/29$0.03–$2.50$0.07--
$140.00Dec 18$0.00$1.15$0.57--$0.35–$1.15--1
$60.00Sep 18$40.20$44.20$42.20$39.65 06/30$32.70–$43.65$40.20120
$55.00Sep 18$45.10$49.20$47.15--$37.60–$48.55$45.1027
PUTS (36)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$100.00Aug 21$0.30$2.65$1.48$2.50 07/17$1.48–$8.70$1.4814
$100.00Sep 18$2.55$3.80$3.18$3.20 07/17$2.85–$8.75$3.18155
$100.00Nov 20$3.50$5.10$4.30$3.80 07/17$3.55–$9.65$3.804
$100.00Dec 18$4.20$5.30$4.75$4.40 07/14$3.80–$9.80$4.406
$105.00Aug 21$2.75$6.10$4.43$5.00 07/17$3.30–$12.95$4.435
$105.00Sep 18$3.30$7.40$5.35$5.00 07/17$4.55–$13.15$5.0041
$105.00Dec 18$6.50$7.40$6.95$6.80 07/14$5.45–$13.75$6.802
$95.00Aug 21$0.65$1.10$0.88$1.15 07/17$0.65–$4.80$0.8871
$95.00Sep 18$0.00$2.00$1.00$1.40 07/17$1.00–$4.45$1.00462
$95.00Nov 20$2.30$3.80$3.05$5.20 05/26$2.28–$6.35$3.053
$95.00Dec 18$2.20$4.40$3.30$2.70 07/14$2.33–$6.50$2.7047
$110.00Aug 21$7.70$10.30$9.00$8.40 07/17$7.30–$18.20$8.402
$110.00Dec 18$8.90$11.20$10.05--$9.15–$18.10$8.901
$90.00Aug 21$0.05$0.75$0.40$0.59 07/17$0.40–$2.23$0.40335
$90.00Sep 18$0.40$1.45$0.93$1.20 07/15$0.78–$2.95$0.931.1K
$90.00Nov 20$1.30$2.15$1.73$1.80 07/10$1.42–$4.10$1.7311
$90.00Dec 18$1.15$3.00$2.08$4.51 06/22$1.55–$4.50$2.085
$85.00Aug 21$0.10$0.40$0.25$0.33 07/15$0.20–$1.25$0.2564
$85.00Sep 18$0.10$0.90$0.50$0.45 07/08$0.35–$1.63$0.451.4K
$85.00Nov 20$0.45$1.70$1.08$1.90 06/24$0.73–$2.63$1.0811
$85.00Dec 18$0.00$2.90$1.45$1.20 07/13$0.98–$2.95$1.2016
$80.00Aug 21$0.00$1.95$0.98$0.88 07/07$0.13–$1.20$0.882
$80.00Sep 18$0.00$2.40$1.20$0.75 06/23$0.68–$1.20$0.7528
$80.00Nov 20$0.00$2.10$1.05$1.05 06/26$0.68–$1.78$1.0562
$80.00Dec 18$0.00$3.00$1.50$0.75 07/13$0.90–$2.03$0.755
$80.00Mar 19$0.10$3.40$1.75$1.50 07/17$1.75–$2.20$1.503
$75.00Sep 18$0.00$2.30$1.15$0.40 06/23$0.30–$1.23$0.406
$75.00Nov 20$0.00$2.50$1.25$0.65 06/26$0.63–$1.63$0.656
$75.00Dec 18$0.00$2.60$1.30--$0.58–$1.85--1
$70.00Sep 18$0.00$0.25$0.13$0.40 05/29$0.10–$0.35$0.1350
$70.00Nov 20$0.00$2.30$1.15$1.15 06/01$0.50–$1.55$1.152
$70.00Dec 18$0.10$0.85$0.48$1.61 06/22$0.48–$1.43$0.4877
$65.00Nov 20$0.00$1.95$0.98$0.68 05/29$0.25–$1.20$0.681
$65.00Dec 18$0.00$2.20$1.10$0.85 06/08$0.30–$1.23$0.852
$50.00Sep 18$0.00$2.15$1.08--$0.88–$1.10--3
$50.00Nov 20$0.00$2.15$1.08$0.20 06/15$0.48–$1.13$0.205

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 72
Total Puts 94
Put/Call Ratio 1.31
Net Difference -22

Prior's Put/Call Breakdown

Total Calls 1,001
Total Puts 567
Put/Call Ratio 0.57
Net Difference 434

Prior 7-Day Put/Call Summary

Total Calls 1,291
Total Puts 857
Average Put/Call Ratio 1.43
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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