Tour v477
ACGL
ARCH CAPITAL GROUP L
$100.53 -0.60%
$101.00 (+0.47%)🌙
as of 07/31 06:08 PM
7/31 18:08

Option Volume

Detail
Current (07/31) 34
Calls: 15 (44%)
Puts: 19 (56%)
Prior (07/30) 221
Calls: 61 (28%)
Puts: 160 (72%)
Current vs Prior -84.62%
Calls: -75.41% (Calls)
Puts: -88.12% (Puts)
Prior 7-Day Total 5,402
Calls: 2,993 (55%)
Puts: 2,409 (45%)
Prior 7-Day Average 771
Calls: 427 (55%)
Puts: 344 (45%)
Current vs Prior 7-Day Avg -95.59%
Calls: -96.49%
Puts: -94.48%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31) $9.0K
Calls: $4.6K (51%)
Puts: $4.4K (49%)
Prior (07/30) $92.6K
Calls: $10.7K (12%)
Puts: $81.9K (88%)
Current vs Prior -90.32%
Calls: -57.23%
Puts: -94.66%
Prior 7-Day Total $1.59M
Calls: $971.5K (61%)
Puts: $618.0K (39%)
Prior 7-Day Average $227.1K
Calls: $138.8K (61%)
Puts: $88.3K (39%)
Current vs Prior 7-Day Avg -96.05%
Calls: -96.69%
Puts: -95.04%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 1.27
Prior (07/30) 2.62
Current vs Prior -51.71%
Prior 7-Day Average 1.75
Current vs Prior 7-Day Avg -27.62%
Sentiment BEARISH

Open Interest

Detail
Current (07/31) 11,724
Calls: 5,701 (49%)
Puts: 6,023 (51%)
Prior (07/30) 2,497
Calls: 2,171 (87%)
Puts: 326 (13%)
Current vs Prior +369.52%
Prior 7-Day Total 30,464
Calls: 16,019 (53%)
Puts: 14,445 (47%)
Prior 7-Day Average 4,352
Calls: 2,288 (53%)
Puts: 2,063 (47%)
Current vs Prior 7-Day Avg +169.39%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.59% | 9.70%
Prior 8.04% | 9.69%
Current vs Prior -5.58% | +0.09%
Prior 7-Day Avg 7.92% | 9.47%
Current vs 7-Day Avg -4.11% | +2.42%
Prior 7-Day Eod 8.04% | 9.69%
Current vs 7-Day Eod -5.58% | +0.09%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 25.71% | 15.26%
Calls: 13.33% | 12.00%
Puts: 38.10% | 18.52%
Prior 25.71% | 15.26%
Calls: 13.33% | 12.00%
Puts: 38.10% | 18.52%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 19.96% | 30.35%
Calls: 13.33% | 40.21%
Puts: 26.60% | 20.48%
Current vs 7-Day Avg +28.80% | -49.71%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 90% vs prior. Below-average activity with volume down 85% vs prior. Bearish P/C ratio of 1.27 indicates protective positioning. P/C ratio dropping 52% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 0.73, highest 0.84)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 215.007.80$6.4043.7%--0.8476
$100.00Aug 211.154.10$2.63112.2%10.55138
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 213.406.60$5.0064.0%--0.81159

Most actively traded options today. High liquidity = easy entry/exit. 4 active (total vol 21, top 10)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 210.000.95$0.48197.9%50.18564
$100.00Aug 211.154.10$2.63112.2%10.55138
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 210.303.60$1.95169.2%100.4681
$80.00Aug 210.002.25$1.13199.1%50.112

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. 5 found (best R:R 12.51, avg 4.45)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$110.00$115.00Aug 21$0.37$4.63$0.3712.51$110.37
$100.00$105.00Aug 21$2.15$2.85$2.151.33$102.15
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$90.00$85.00Aug 21$0.79$4.21$0.795.33$89.21
$100.00$95.00Aug 21$1.45$3.55$1.452.45$98.55
$105.00$100.00Aug 21$3.05$1.95$3.050.64$101.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 3.07, avg 1.01)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Aug 21$3.77$3.77$1.233.07$98.77
$100.00$105.00Aug 21$2.15$2.15$2.850.75$102.15
$110.00$115.00Aug 21$0.37$0.37$4.630.08$110.37
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$105.00$100.00Aug 21$3.05$3.05$1.951.56$101.95
$100.00$95.00Aug 21$1.45$1.45$3.550.41$98.55
$90.00$85.00Aug 21$0.79$0.79$4.210.19$89.21

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 4.56% of stock, avg 5.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$100.00Aug 21$2.63$1.95$4.58$95.42$104.584.56%
$105.00Aug 21$0.48$5.00$5.48$99.52$110.485.45%
$95.00Aug 21$6.40$0.50$6.90$88.10$101.906.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 8 found (cheapest 0.90% of stock, avg 1.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$110.00$95.00Aug 21$0.40$0.50$0.90$94.10$110.90
$105.00$95.00Aug 21$0.48$0.50$0.98$94.02$105.98
$110.00$90.00Aug 21$0.40$1.02$1.42$88.58$111.42
$105.00$90.00Aug 21$0.48$1.02$1.50$88.50$106.50
$110.00$80.00Aug 21$0.40$1.13$1.53$78.47$111.53
$105.00$80.00Aug 21$0.48$1.13$1.61$78.39$106.61
$110.00$100.00Aug 21$0.40$1.95$2.35$97.65$112.35
$105.00$100.00Aug 21$0.48$1.95$2.43$97.57$107.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 10.36, avg credit $2.78)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
85/9095/100Aug 21$4.56$0.4410.36$85.44$99.56
100/105110/115Aug 21$3.42$1.582.16$101.58$113.42
85/90100/105Aug 21$2.94$2.061.43$87.06$102.94
95/100110/115Aug 21$1.82$3.180.57$98.18$111.82
85/90110/115Aug 21$1.16$3.840.30$88.84$111.16

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 2.12, cheapest $1.60)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$95.00$100.00$105.00Aug 21$1.62$3.382.09
$100.00$105.00$110.00Aug 21$2.07$2.931.42
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$95.00$100.00$105.00Aug 21$1.60$3.402.12
$80.00$85.00$90.00Aug 21$1.69$3.311.96
$90.00$95.00$100.00Aug 21$1.97$3.031.54

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-0.32, 3 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$105.00$110.001:2Aug 21-$0.32$4.68
$110.00$115.001:2Aug 21$0.34$4.66
$95.00$100.001:2Aug 21$1.14$3.86
$100.00$105.001:2Aug 21$1.67$3.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Aug 21-$1.54$3.46
$85.00$80.001:2Aug 21-$2.03$2.97
$90.00$85.001:2Aug 21$0.56$4.44
$100.00$95.001:2Aug 21$0.95$4.05
$105.00$100.001:2Aug 21$1.10$3.90

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

No covered call setups found

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. 92 contracts (avg 571 vol/day, 76 traded recently)

ACGL averages only 571 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 $39.10/$43.00) — try a limit near $39.65. Also watch the $70.00 09-18 call last traded $29.68 on 06/30 (now $29.20/$33.10) — try a limit near $29.68; the $75.00 12-18 call last traded $22.29 on 06/24 (now $25.50/$29.10) — try a limit near $25.50. Most tradeable put: the $100.00 03-19 put last traded $6.60 on 07/23 (now $4.90/$7.00) — try a limit near $5.95.
CALLS (51)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$100.00Aug 21$1.15$4.10$2.63$2.30 07/23$2.42–$7.85$2.30138
$100.00Sep 18$2.40$5.80$4.10$3.50 07/22$2.90–$9.05$3.50242
$100.00Nov 20$5.20$8.50$6.85$7.20 07/17$5.55–$10.65$6.8597
$100.00Dec 18$5.40$8.40$6.90$7.50 07/24$5.50–$11.15$6.9016
$105.00Aug 21$0.00$0.95$0.48$2.05 07/24$0.48–$4.10$0.48564
$105.00Sep 18$0.10$3.00$1.55$0.65 07/22$1.55–$5.15$0.6597
$105.00Nov 20$1.85$5.00$3.43$5.30 07/21$2.80–$7.70$3.43134
$105.00Dec 18$2.75$5.50$4.13$5.50 07/20$3.23–$7.75$4.13587
$95.00Aug 21$5.00$7.80$6.40$8.29 07/20$5.45–$12.15$6.4076
$95.00Sep 18$6.10$9.20$7.65$9.35 07/24$6.70–$12.65$7.6550
$95.00Nov 20$8.10$11.90$10.00$10.65 07/14$8.25–$13.95$10.0046
$95.00Dec 18$8.70$11.80$10.25$11.00 07/02$9.05–$15.05$10.2534
$95.00Mar 19$10.50$13.70$12.10--$12.10–$12.10$10.505
$110.00Aug 21$0.05$0.75$0.40$0.75 07/24$0.33–$1.15$0.40440
$110.00Sep 18$0.00$2.60$1.30$1.20 07/20$0.75–$2.53$1.2088
$110.00Nov 20$0.00$3.50$1.75$3.65 07/07$1.75–$5.05$1.755
$110.00Dec 18$2.25$2.60$2.42$2.80 07/21$1.83–$5.35$2.42600
$110.00Mar 19$2.10$6.10$4.10$5.10 07/24$3.75–$7.40$4.106
$90.00Aug 21$9.10$13.10$11.10$12.65 07/14$9.65–$16.75$11.101
$90.00Sep 18$9.70$13.90$11.80$11.30 07/22$10.45–$17.25$11.3032
$90.00Nov 20$11.80$15.50$13.65$13.03 07/22$12.10–$18.55$13.0330
$90.00Dec 18$12.30$16.00$14.15$15.80 07/24$12.55–$18.75$14.1514
$115.00Aug 21$0.00$0.05$0.03$0.63 07/07$0.03–$1.23$0.0338
$115.00Sep 18$0.00$2.30$1.15$0.38 07/16$0.48–$1.43$0.3847
$115.00Nov 20$0.00$1.75$0.88$1.93 07/08$0.78–$3.25$0.88315
$115.00Dec 18$1.10$1.50$1.30$1.95 07/20$1.30–$2.95$1.30339
$115.00Mar 19$0.50$4.40$2.45--$2.45–$2.45$0.50462
$85.00Sep 18$15.00$17.70$16.35$9.73 06/22$15.00–$21.80$15.003
$85.00Nov 20$16.00$19.80$17.90$10.35 05/29$16.70–$23.50$16.002
$85.00Dec 18$16.10$20.10$18.10$19.38 07/17$16.85–$23.45$18.105
$120.00Aug 21$0.00$2.15$1.08$0.20 06/29$0.38–$1.15$0.202
$120.00Nov 20$0.00$1.20$0.60$0.70 06/26$0.45–$1.58$0.606
$120.00Dec 18$0.00$1.15$0.57$0.85 06/26$0.57–$2.00$0.5711
$120.00Sep 18$0.00$2.25$1.13--$1.13–$1.13--4
$120.00Mar 19$0.00$3.20$1.60--$1.60–$1.60--776
$80.00Sep 18$19.90$22.90$21.40$19.86 07/22$19.40–$27.20$19.908
$80.00Nov 20$20.60$24.30$22.45$21.00 07/15$20.45–$28.00$21.001
$80.00Dec 18$20.60$24.50$22.55$22.90 07/21$20.90–$28.50$22.5561
$125.00Aug 21$0.00$0.50$0.25$0.08 06/26$0.10–$1.10$0.089
$125.00Nov 20$0.00$0.75$0.38$0.40 06/26$0.28–$1.33$0.3814
$125.00Dec 18$0.00$1.30$0.65$0.63 07/01$0.60–$1.65$0.634
$125.00Mar 19$0.00$2.55$1.27--$1.27–$1.27--117
$75.00Dec 18$25.50$29.10$27.30$22.29 06/24$25.30–$32.70$25.504
$75.00Sep 18$24.30$28.20$26.25--$26.25–$26.25$24.306
$130.00Aug 21$0.00$2.15$1.08$0.07 06/26$0.10–$1.08$0.075
$70.00Sep 18$29.20$33.10$31.15$29.68 06/30$29.20–$36.85$29.687
$135.00Aug 21$0.00$2.15$1.08$0.07 06/26$0.48–$1.08$0.076
$140.00Aug 21$0.00$2.60$1.30$0.07 06/29$1.30–$2.50$0.07--
$140.00Dec 18$0.00$0.40$0.20--$0.20–$0.20--1
$60.00Sep 18$39.10$43.00$41.05$39.65 06/30$39.05–$46.85$39.65119
$55.00Sep 18$44.00$47.90$45.95--$45.95–$45.95$44.0027
PUTS (41)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$100.00Aug 21$0.30$3.60$1.95$3.33 07/22$1.02–$3.23$1.9581
$100.00Sep 18$1.05$4.70$2.88$2.50 07/24$1.55–$3.78$2.50115
$100.00Nov 20$2.90$6.40$4.65$4.00 07/24$2.60–$5.75$4.00113
$100.00Dec 18$3.40$6.50$4.95$4.40 07/14$3.30–$6.00$4.4016
$100.00Mar 19$4.90$7.00$5.95$6.60 07/23$4.40–$7.90$5.9515
$105.00Aug 21$3.40$6.60$5.00$4.20 07/24$2.32–$6.90$4.20159
$105.00Sep 18$4.20$7.10$5.65$5.00 07/17$3.15–$7.80$5.0033
$105.00Dec 18$5.90$8.80$7.35$6.80 07/20$5.20–$8.95$6.8014
$105.00Nov 20$6.50$8.60$7.55--$7.40–$7.55$6.5055
$95.00Aug 21$0.00$1.00$0.50$1.47 07/23$0.40–$1.75$0.5072
$95.00Sep 18$0.05$1.50$0.78$2.00 07/22$0.78–$2.30$0.78463
$95.00Dec 18$2.60$4.00$3.30$3.01 07/24$2.25–$3.85$3.0169
$95.00Nov 20$1.15$4.60$2.88--$2.88–$2.88$1.153
$95.00Mar 19$2.75$6.60$4.68--$4.68–$4.68$2.75346
$110.00Aug 21$7.50$11.20$9.35$10.80 07/22$4.65–$11.25$9.351
$110.00Dec 18$8.50$12.20$10.35--$10.35–$10.35$8.501
$90.00Aug 21$0.05$2.00$1.02$0.40 07/20$0.20–$1.02$0.40338
$90.00Sep 18$0.15$1.40$0.77$1.45 07/23$0.48–$1.45$0.771.1K
$90.00Nov 20$0.10$3.70$1.90$1.79 07/20$1.42–$2.48$1.79314
$90.00Dec 18$0.25$3.80$2.03$4.51 06/22$1.55–$2.68$2.0327
$90.00Mar 19$1.55$5.20$3.38--$3.38–$3.38$1.55346
$85.00Aug 21$0.05$0.40$0.23$0.40 07/23$0.08–$0.70$0.2366
$85.00Sep 18$0.00$2.45$1.23$0.60 07/24$0.23–$1.33$0.601.4K
$85.00Nov 20$0.00$3.40$1.70$1.13 07/20$0.73–$1.85$1.1324
$85.00Dec 18$0.00$2.70$1.35$1.20 07/13$0.98–$2.03$1.20317
$85.00Mar 19$0.40$4.30$2.35--$2.35–$2.35$0.401
$80.00Aug 21$0.00$2.25$1.13$0.88 07/07$0.13–$1.13$0.882
$80.00Sep 18$0.00$2.35$1.18$0.75 06/23$0.30–$1.20$0.7528
$80.00Nov 20$0.00$2.75$1.38$1.05 06/26$0.68–$1.55$1.0562
$80.00Dec 18$0.00$2.90$1.45$0.75 07/13$0.90–$1.93$0.755
$80.00Mar 19$0.00$3.60$1.80$1.50 07/17$1.48–$2.20$1.50317
$75.00Sep 18$0.00$2.25$1.13$0.40 06/23$0.38–$1.20$0.406
$75.00Nov 20$0.00$2.55$1.27$0.65 06/26$0.63–$1.40$0.656
$75.00Dec 18$0.00$2.60$1.30--$1.30–$1.30--1
$70.00Sep 18$0.00$0.15$0.08$0.40 05/29$0.08–$0.15$0.0850
$70.00Nov 20$0.00$2.35$1.18$1.15 06/01$0.57–$1.23$1.152
$70.00Dec 18$0.00$2.45$1.23$0.90 07/20$0.43–$1.27$0.9077
$65.00Nov 20$0.00$2.15$1.08$0.68 05/29$0.50–$1.15$0.681
$65.00Dec 18$0.00$2.35$1.18$0.85 06/08$0.53–$1.18$0.852
$50.00Nov 20$0.00$2.15$1.08$0.20 06/15$0.38–$1.08$0.205
$50.00Sep 18$0.00$2.15$1.08--$1.08–$1.08--3

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 15
Total Puts 19
Put/Call Ratio 1.27
Net Difference -4

Prior's Put/Call Breakdown

Total Calls 61
Total Puts 160
Put/Call Ratio 2.62
Net Difference -99

Prior 7-Day Put/Call Summary

Total Calls 2,993
Total Puts 2,409
Average Put/Call Ratio 1.75
Ratio Trend Falling

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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