Tour v381
ACGL
ARCH CAPITAL GROUP L
$100.55 -1.26%
7/21 18:08

Option Volume

Detail
Current (07/21) 104
Calls: 18 (17%)
Puts: 86 (83%)
Prior (07/20) 166
Calls: 72 (43%)
Puts: 94 (57%)
Current vs Prior -37.35%
Calls: -75.00% (Calls)
Puts: -8.51% (Puts)
Prior 7-Day Total 2,148
Calls: 1,307 (61%)
Puts: 841 (39%)
Prior 7-Day Average 306
Calls: 186 (61%)
Puts: 120 (39%)
Current vs Prior 7-Day Avg -66.11%
Calls: -90.36%
Puts: -28.42%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21) $29.2K
Calls: $7.8K (27%)
Puts: $21.3K (73%)
Prior (07/20) $41.8K
Calls: $16.2K (39%)
Puts: $25.6K (61%)
Current vs Prior -30.33%
Calls: -51.83%
Puts: -16.71%
Prior 7-Day Total $555.7K
Calls: $401.7K (72%)
Puts: $154.1K (28%)
Prior 7-Day Average $79.4K
Calls: $57.4K (72%)
Puts: $22.0K (28%)
Current vs Prior 7-Day Avg -63.28%
Calls: -86.38%
Puts: -3.05%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21) 4.78
Prior (07/20) 1.31
Current vs Prior +265.96%
Prior 7-Day Average 1.33
Current vs Prior 7-Day Avg +258.18%
Sentiment BEARISH

Open Interest

Detail
Current (07/21) 7,107
Calls: 3,098 (44%)
Puts: 4,009 (56%)
Prior (07/20) 7,036
Calls: 3,058 (43%)
Puts: 3,978 (57%)
Current vs Prior +1.01%
Prior 7-Day Total 50,770
Calls: 24,123 (48%)
Puts: 26,647 (52%)
Prior 7-Day Average 7,252
Calls: 3,446 (48%)
Puts: 3,806 (52%)
Current vs Prior 7-Day Avg -2.01%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 9.68% | 10.82%
Prior 8.55% | 10.75%
Current vs Prior +13.13% | +0.63%
Prior 7-Day Avg 6.32% | 9.20%
Current vs 7-Day Avg +53.05% | +17.58%
Prior 7-Day Eod 8.55% | 10.75%
Current vs 7-Day Eod +13.13% | +0.63%
Sentiment BEARISH

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 73% put dollar volume ($21.3K). Extreme bearish P/C ratio of 4.78 - heavy put buying. P/C ratio rising 266% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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. 3 found (avg delta 0.78, highest 0.94)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 215.907.80$6.8527.7%--0.8076
$100.00Aug 211.955.70$3.8397.9%90.59134
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 219.1011.20$10.1520.7%10.942

Most actively traded options today. High liquidity = easy entry/exit. 7 active (total vol 82, top 65)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 211.955.70$3.8397.9%90.59134
$105.00Aug 210.302.65$1.48158.8%20.32379
$110.00Aug 210.200.75$0.48114.6%20.1387
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 210.553.90$2.23150.2%650.4214
$95.00Aug 210.801.20$1.0040.0%20.2174
$85.00Aug 210.050.30$0.18138.9%10.0464
$110.00Aug 219.1011.20$10.1520.7%10.942

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 19.00, avg 5.94)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$110.00Aug 21$1.00$4.00$1.004.00$106.00
$100.00$105.00Aug 21$2.35$2.65$2.351.13$102.35
$95.00$100.00Aug 21$3.02$1.98$3.020.66$98.02
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$90.00Aug 21$0.25$4.75$0.2519.00$94.75
$90.00$85.00Aug 21$0.57$4.43$0.577.77$89.43
$100.00$95.00Aug 21$1.23$3.77$1.233.07$98.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 3.81, avg 1.00)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Aug 21$3.02$3.02$1.981.53$98.02
$100.00$105.00Aug 21$2.35$2.35$2.650.89$102.35
$105.00$110.00Aug 21$1.00$1.00$4.000.25$106.00
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$110.00$100.00Aug 21$7.92$7.92$2.083.81$102.08
$100.00$95.00Aug 21$1.23$1.23$3.770.33$98.77
$90.00$85.00Aug 21$0.57$0.57$4.430.13$89.43
$95.00$90.00Aug 21$0.25$0.25$4.750.05$94.75

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. 3 found (cheapest 6.03% of stock, avg 8.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$100.00Aug 21$3.83$2.23$6.06$93.94$106.066.03%
$95.00Aug 21$6.85$1.00$7.85$87.15$102.857.81%
$110.00Aug 21$0.48$10.15$10.63$99.37$120.6310.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 9 found (cheapest 1.22% of stock, avg 2.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$110.00$90.00Aug 21$0.48$0.75$1.23$88.77$111.23
$110.00$95.00Aug 21$0.48$1.00$1.48$93.52$111.48
$115.00$90.00Aug 21$1.15$0.75$1.90$88.10$116.90
$115.00$95.00Aug 21$1.15$1.00$2.15$92.85$117.15
$105.00$90.00Aug 21$1.48$0.75$2.23$87.77$107.23
$105.00$95.00Aug 21$1.48$1.00$2.48$92.52$107.48
$110.00$100.00Aug 21$0.48$2.23$2.71$97.29$112.71
$115.00$100.00Aug 21$1.15$2.23$3.38$96.62$118.38
$105.00$100.00Aug 21$1.48$2.23$3.71$96.29$108.71

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 2.55, avg credit $2.36)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
85/9095/100Aug 21$3.59$1.412.55$86.41$98.59
85/90100/105Aug 21$2.92$2.081.40$87.08$102.92
90/95100/105Aug 21$2.60$2.401.08$92.40$102.60
95/100105/110Aug 21$2.23$2.770.81$97.77$107.23
85/90105/110Aug 21$1.57$3.430.46$88.43$106.57
90/95105/110Aug 21$1.25$3.750.33$93.75$106.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 6.46, cheapest $0.67)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$95.00$100.00$105.00Aug 21$0.67$4.336.46
$100.00$105.00$110.00Aug 21$1.35$3.652.70
$105.00$110.00$115.00Aug 21$1.67$3.331.99
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$90.00$95.00$100.00Aug 21$0.98$4.024.10

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 8 found (best net $-0.50, 3 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$95.00$100.001:2Aug 21-$0.81$4.19
$110.00$115.001:2Aug 21-$1.82$3.18
$105.00$110.001:2Aug 21$0.52$4.48
$100.00$105.001:2Aug 21$0.87$4.13
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Aug 21-$0.50$4.50
$100.00$95.001:2Aug 21$0.23$4.77
$90.00$85.001:2Aug 21$0.39$4.61
$110.00$100.001:2Aug 21$5.69$4.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 0.30%, avg 0.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$105.00Aug 21$0.300.324.4%0.30%4.72%2379
$110.00Aug 21$0.200.139.4%0.20%9.60%287

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. 84 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 $60.00 09-18 call last traded $39.65 on 06/30 (now $38.90/$43.00) — try a limit near $39.65. Also watch the $70.00 09-18 call last traded $29.68 on 06/30 (now $29.00/$33.20) — try a limit near $29.68; the $75.00 12-18 call last traded $22.29 on 06/24 (now $25.30/$29.40) — try a limit near $25.30. Most tradeable put: the $100.00 09-18 put last traded $3.20 on 07/17 (now $3.00/$3.60) — try a limit near $3.20.
CALLS (47)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$100.00Aug 21$1.95$5.70$3.83$4.30 07/17$1.25–$5.85$3.83134
$100.00Sep 18$2.95$5.80$4.38$5.60 07/17$1.83–$6.55$4.38244
$100.00Nov 20$4.80$7.80$6.30$7.20 07/17$3.00–$8.20$6.3097
$100.00Dec 18$5.90$9.00$7.45$8.00 07/17$4.20–$8.80$7.4516
$105.00Aug 21$0.30$2.65$1.48$1.73 07/17$0.60–$2.30$1.48379
$105.00Sep 18$0.65$3.50$2.08$2.81 07/17$0.75–$3.30$2.0880
$105.00Nov 20$2.30$5.20$3.75$4.70 07/17$1.63–$5.55$3.75138
$105.00Dec 18$3.30$5.20$4.25$5.75 07/08$2.45–$6.00$4.25587
$95.00Aug 21$5.90$7.80$6.85$6.27 07/16$2.90–$9.30$6.2776
$95.00Sep 18$7.40$8.70$8.05$6.00 07/01$4.05–$9.80$7.4048
$95.00Nov 20$8.10$11.40$9.75$10.65 07/14$5.30–$11.80$9.7546
$95.00Dec 18$8.60$12.50$10.55$11.00 07/02$6.35–$12.50$10.5534
$110.00Aug 21$0.20$0.75$0.48$0.90 07/17$0.15–$1.08$0.4887
$110.00Sep 18$0.45$1.50$0.98$1.19 07/17$0.53–$1.50$0.9882
$110.00Nov 20$0.60$3.30$1.95$3.65 07/07$0.88–$3.38$1.955
$110.00Dec 18$2.55$3.50$3.03$3.32 07/09$1.50–$4.13$3.03590
$90.00Aug 21$9.80$12.50$11.15$12.65 07/14$6.25–$14.35$11.151
$90.00Sep 18$11.00$13.40$12.20$6.30 06/17$6.55–$15.00$11.0040
$90.00Nov 20$12.20$15.20$13.70$12.50 07/15$7.90–$15.15$12.508
$90.00Dec 18$12.30$15.80$14.05$13.00 07/15$9.10–$17.10$13.007
$115.00Aug 21$0.00$2.30$1.15$0.63 07/07$0.08–$1.23$0.6330
$115.00Sep 18$0.05$1.50$0.78$0.38 07/16$0.13–$1.43$0.3835
$115.00Nov 20$0.25$2.00$1.13$1.93 07/08$0.50–$1.95$1.139
$115.00Dec 18$1.35$2.05$1.70$1.50 06/30$0.93–$2.60$1.5024
$115.00Mar 19$1.00$4.80$2.90--$2.90–$3.30$1.001
$85.00Sep 18$14.60$18.70$16.65$9.73 06/22$10.90–$19.35$14.603
$85.00Nov 20$16.50$20.00$18.25$10.35 05/29$11.85–$20.35$16.502
$85.00Dec 18$16.40$20.50$18.45$19.38 07/17$12.40–$21.30$18.455
$120.00Aug 21$0.00$2.20$1.10$0.20 06/29$0.08–$1.15$0.202
$120.00Sep 18$0.00$2.35$1.18--$0.08–$1.20--4
$120.00Nov 20$0.00$1.80$0.90$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$19.50$23.40$21.45$13.89 06/22$14.65–$24.15$19.503
$80.00Nov 20$20.40$24.40$22.40$21.00 07/15$15.90–$25.15$21.001
$80.00Dec 18$20.80$24.90$22.85$14.65 06/18$16.45–$25.45$20.8061
$125.00Aug 21$0.00$0.50$0.25$0.08 06/26$0.08–$1.10$0.089
$125.00Nov 20$0.00$2.45$1.23$0.40 06/26$0.15–$1.27$0.4013
$125.00Dec 18$0.00$2.60$1.30$0.63 07/01$0.45–$1.55$0.634
$75.00Sep 18$24.30$28.20$26.25--$19.60–$28.55$24.306
$75.00Dec 18$25.30$29.40$27.35$22.29 06/24$20.80–$29.90$25.304
$130.00Aug 21$0.00$2.15$1.08$0.07 06/26$0.03–$1.08$0.075
$70.00Sep 18$29.00$33.20$31.10$29.68 06/30$23.80–$33.85$29.687
$135.00Aug 21$0.00$2.15$1.08$0.07 06/26$0.03–$1.08$0.076
$140.00Aug 21$0.00$3.40$1.70$0.07 06/29$0.03–$2.50$0.07--
$140.00Dec 18$0.00$2.20$1.10--$0.35–$1.15--1
$60.00Sep 18$38.90$43.00$40.95$39.65 06/30$33.70–$43.65$39.65120
$55.00Sep 18$43.80$47.90$45.85--$39.30–$48.55$43.8027
PUTS (37)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$100.00Aug 21$0.55$3.90$2.23$2.50 07/17$1.48–$7.15$2.2314
$100.00Sep 18$3.00$3.60$3.30$3.20 07/17$2.85–$8.00$3.20139
$100.00Nov 20$3.00$6.00$4.50$3.80 07/17$3.55–$8.75$3.804
$100.00Dec 18$3.90$6.80$5.35$4.40 07/14$3.80–$9.25$4.406
$100.00Mar 19$5.40$7.80$6.60--$6.60–$6.60$5.4013
$105.00Aug 21$4.20$7.60$5.90$5.00 07/17$3.30–$12.10$5.005
$105.00Sep 18$4.60$8.40$6.50$5.00 07/17$4.55–$11.75$5.0041
$105.00Dec 18$7.30$9.40$8.35$6.80 07/14$5.45–$12.85$7.3014
$95.00Aug 21$0.80$1.20$1.00$1.15 07/17$0.65–$4.05$1.0074
$95.00Sep 18$1.45$2.00$1.73$1.40 07/17$1.00–$4.45$1.45462
$95.00Nov 20$1.60$4.70$3.15$5.20 05/26$2.28–$5.75$3.153
$95.00Dec 18$3.00$4.70$3.85$2.70 07/14$2.33–$5.90$3.0047
$110.00Aug 21$9.10$11.20$10.15$8.40 07/17$7.30–$16.45$9.102
$110.00Dec 18$9.10$12.60$10.85--$9.15–$17.00$9.101
$90.00Aug 21$0.00$1.50$0.75$0.59 07/17$0.40–$1.80$0.59337
$90.00Sep 18$0.40$1.30$0.85$1.20 07/15$0.78–$2.25$0.851.1K
$90.00Nov 20$1.20$2.70$1.95$1.80 07/10$1.42–$3.35$1.8015
$90.00Dec 18$1.05$3.60$2.33$4.51 06/22$1.55–$3.85$2.335
$85.00Aug 21$0.05$0.30$0.18$0.33 07/15$0.18–$1.02$0.1864
$85.00Sep 18$0.00$0.75$0.38$0.45 07/08$0.35–$1.45$0.381.4K
$85.00Nov 20$0.30$3.40$1.85$1.90 06/24$0.73–$2.10$1.8524
$85.00Dec 18$0.05$3.30$1.67$1.20 07/13$0.98–$2.53$1.2016
$80.00Aug 21$0.00$2.25$1.13$0.88 07/07$0.13–$1.20$0.882
$80.00Sep 18$0.00$2.35$1.18$0.75 06/23$0.68–$1.20$0.7528
$80.00Nov 20$0.00$2.80$1.40$1.05 06/26$0.68–$1.73$1.0562
$80.00Dec 18$0.00$2.95$1.48$0.75 07/13$0.90–$1.95$0.755
$80.00Mar 19$0.10$3.60$1.85$1.50 07/17$1.75–$2.20$1.503
$75.00Sep 18$0.00$2.25$1.13$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–$0.20$0.1350
$70.00Nov 20$0.00$2.30$1.15$1.15 06/01$0.50–$1.25$1.152
$70.00Dec 18$0.00$0.85$0.43$1.61 06/22$0.43–$1.43$0.4377
$65.00Nov 20$0.00$2.20$1.10$0.68 05/29$0.25–$1.20$0.681
$65.00Dec 18$0.00$2.25$1.13$0.85 06/08$0.30–$1.23$0.852
$50.00Sep 18$0.00$2.15$1.08--$0.88–$1.08--3
$50.00Nov 20$0.00$2.15$1.08$0.20 06/15$0.48–$1.10$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 18
Total Puts 86
Put/Call Ratio 4.78
Net Difference -68

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,307
Total Puts 841
Average Put/Call Ratio 1.33
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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