Tour v418
ACGL
ARCH CAPITAL GROUP L
$104.13 +0.74%
7/27 14:09

Option Volume

Detail
Current (07/27 2:05pm) 120
Calls: 72 (60%)
Puts: 48 (40%)
Prior (04/28) 75
Calls: 45 (60%)
Puts: 30 (40%)
Current vs Prior +60.00%
Calls: +60.00% (Calls)
Puts: +60.00% (Puts)
Prior 7-Day Total 313
Calls: 250 (80%)
Puts: 63 (20%)
Prior 7-Day Average 156
Calls: 35 (80%)
Puts: 9 (20%)
Current vs Prior 7-Day Avg -23.32%
Calls: +101.60%
Puts: +433.33%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27 2:05pm) $42.2K
Calls: $17.0K (40%)
Puts: $25.2K (60%)
Prior (04/28) $11.5K
Calls: $3.1K (27%)
Puts: $8.4K (73%)
Current vs Prior +267.30%
Calls: +444.68%
Puts: +201.16%
Prior 7-Day Total $86.4K
Calls: $69.9K (81%)
Puts: $16.5K (19%)
Prior 7-Day Average $43.2K
Calls: $10.0K (81%)
Puts: $2.4K (19%)
Current vs Prior 7-Day Avg -2.30%
Calls: +70.29%
Puts: +968.22%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/27 2:05pm) 0.67
Prior (04/28) 0.67
Current vs Prior +0.00%
Prior 7-Day Average 0.41
Current vs Prior 7-Day Avg +61.10%
Sentiment BULLISH

Open Interest

Detail
Current (07/27 2:05pm) 7,275
Calls: 3,167 (44%)
Puts: 4,108 (56%)
Prior (04/28) 5,030
Calls: 1,429 (28%)
Puts: 3,601 (72%)
Current vs Prior +44.63%
Prior 7-Day Total 9,866
Calls: 2,694 (27%)
Puts: 7,172 (73%)
Prior 7-Day Average 4,933
Calls: 1,347 (27%)
Puts: 3,586 (73%)
Current vs Prior 7-Day Avg +47.48%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 8.74% | 10.76%
Prior 5.01% | 7.40%
Current vs Prior +74.33% | +45.35%
Prior 7-Day Avg 5.16% | 6.88%
Current vs 7-Day Avg +69.34% | +56.40%
Prior 7-Day Eod 5.01% | 7.40%
Current vs 7-Day Eod +74.33% | +45.35%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 18.86% | 15.77%
Calls: 21.85% | 16.90%
Puts: 15.87% | 14.63%
Prior 21.93% | 12.02%
Calls: 15.38% | 6.59%
Puts: 28.48% | 17.44%
Current vs Prior -14.00% | +31.20%
Prior 7-Day Avg 21.93% | 12.02%
Calls: 15.38% | 6.59%
Puts: 28.48% | 17.44%
Current vs 7-Day Avg -14.00% | +31.20%
Liquidity Expensive
+
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🤖 AI Insights

Massive premium surge with dollar volume up 267% vs prior. Above-average activity with volume up 60% vs prior. Bullish P/C ratio of 0.67. Rising open interest (up 45%) indicates new positions being established.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 0.69, highest 0.81)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 218.3011.40$9.8531.5%--0.8176
$100.00Aug 215.306.60$5.9521.8%10.72144
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 212.903.40$3.1515.9%10.547

Most actively traded options today. High liquidity = easy entry/exit. 5 active (total vol 32, top 18)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 212.152.75$2.4524.5%180.46379
$110.00Aug 210.651.05$0.8547.1%100.22109
$115.00Aug 210.100.40$0.25120.0%20.0830
$100.00Aug 215.306.60$5.9521.8%10.72144
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 212.903.40$3.1515.9%10.547

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 40.67, avg 11.11)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$110.00$115.00Aug 21$0.60$4.40$0.607.33$110.60
$105.00$110.00Aug 21$1.60$3.40$1.602.12$106.60
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$90.00$85.00Aug 21$0.12$4.88$0.1240.67$89.88
$95.00$90.00Aug 21$1.07$3.93$1.073.67$93.93
$105.00$100.00Aug 21$1.82$3.18$1.821.75$103.18

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 3.55, avg 1.05)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Aug 21$3.90$3.90$1.103.55$98.90
$100.00$105.00Aug 21$3.50$3.50$1.502.33$103.50
$105.00$110.00Aug 21$1.60$1.60$3.400.47$106.60
$110.00$115.00Aug 21$0.60$0.60$4.400.14$110.60
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$105.00$100.00Aug 21$1.82$1.82$3.180.57$103.18
$95.00$90.00Aug 21$1.07$1.07$3.930.27$93.93
$90.00$85.00Aug 21$0.12$0.12$4.880.02$89.88

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 5.38% of stock, avg 7.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$105.00Aug 21$2.45$3.15$5.60$99.40$110.605.38%
$100.00Aug 21$5.95$1.33$7.28$92.72$107.286.99%
$95.00Aug 21$9.85$1.27$11.12$83.88$106.1210.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 1.46% of stock, avg 2.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$115.00$95.00Aug 21$0.25$1.27$1.52$93.48$116.52
$115.00$100.00Aug 21$0.25$1.33$1.58$98.42$116.58
$110.00$95.00Aug 21$0.85$1.27$2.12$92.88$112.12
$110.00$100.00Aug 21$0.85$1.33$2.18$97.82$112.18
$105.00$95.00Aug 21$2.45$1.27$3.72$91.28$108.72
$105.00$100.00Aug 21$2.45$1.33$3.78$96.22$108.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 10.63, avg credit $2.68)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
90/95100/105Aug 21$4.57$0.4310.63$90.43$104.57
85/9095/100Aug 21$4.02$0.984.10$85.98$99.02
85/90100/105Aug 21$3.62$1.382.62$86.38$103.62
90/95105/110Aug 21$2.67$2.331.15$92.33$107.67
100/105110/115Aug 21$2.42$2.580.94$102.58$112.42
85/90105/110Aug 21$1.72$3.280.52$88.28$106.72
90/95110/115Aug 21$1.67$3.330.50$93.33$111.67
85/90110/115Aug 21$0.72$4.280.17$89.28$110.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 11.50, cheapest $0.40)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$95.00$100.00$105.00Aug 21$0.40$4.6011.50
$105.00$110.00$115.00Aug 21$1.00$4.004.00
$100.00$105.00$110.00Aug 21$1.90$3.101.63
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$85.00$90.00$95.00Aug 21$0.95$4.054.26
$95.00$100.00$105.00Aug 21$1.76$3.241.84

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 $-1.21, 2 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$95.00$100.001:2Aug 21-$2.05$2.95
$110.00$115.001:2Aug 21$0.35$4.65
$105.00$110.001:2Aug 21$0.75$4.25
$100.00$105.001:2Aug 21$1.05$3.95
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$100.00$95.001:2Aug 21-$1.21$3.79
$90.00$85.001:2Aug 21$0.04$4.96
$105.00$100.001:2Aug 21$0.49$4.51
$95.00$90.001:2Aug 21$0.87$4.13

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.06%, avg 0.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$105.00Aug 21$2.150.460.8%2.06%2.90%18379
$110.00Aug 21$0.650.225.6%0.62%6.26%10109
$115.00Aug 21$0.100.0810.4%0.10%10.53%230

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. 76 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 $95.00 09-18 call last traded $9.35 on 07/24 (now $9.30/$10.30) — try a limit near $9.35. Also watch the $90.00 12-18 call last traded $15.80 on 07/24 (now $15.10/$16.80) — try a limit near $15.80; the $110.00 08-21 call last traded $0.75 on 07/24 (now $0.60/$0.75) — try a limit near $0.68. Most tradeable put: the $100.00 09-18 put last traded $2.50 on 07/24 (now $1.55/$2.90) — try a limit near $2.23.
CALLS (43)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$105.00Aug 21$1.10$2.65$1.88$2.05 07/24$0.60–$2.30$1.88380
$105.00Sep 18$1.95$4.10$3.03$0.65 07/22$1.48–$3.30$1.95--
$105.00Nov 20$4.60$6.80$5.70$5.30 07/21$2.80–$5.70$5.30--
$105.00Dec 18$4.40$7.50$5.95$5.50 07/20$3.05–$6.00$5.50--
$100.00Aug 21$3.00$6.40$4.70$2.30 07/23$2.35–$5.85$3.00--
$100.00Sep 18$4.00$7.10$5.55$3.50 07/22$2.90–$6.55$4.00--
$100.00Nov 20$6.30$10.20$8.25$7.20 07/17$4.85–$8.25$7.20--
$100.00Dec 18$8.30$10.60$9.45$7.50 07/24$5.50–$9.45$8.30--
$110.00Aug 21$0.60$0.75$0.68$0.75 07/24$0.40–$1.08$0.6886
$110.00Sep 18$0.35$1.75$1.05$1.20 07/20$0.75–$1.50$1.05--
$110.00Nov 20$1.10$4.90$3.00$3.65 07/07$1.85–$3.38$3.00--
$110.00Dec 18$2.65$5.00$3.83$2.80 07/21$1.83–$4.13$2.80--
$110.00Mar 19$5.30$6.50$5.90$5.10 07/24$3.75–$5.90$5.30--
$95.00Aug 21$7.10$11.10$9.10$8.29 07/20$5.20–$9.30$8.29--
$95.00Sep 18$9.30$10.30$9.80$9.35 07/24$5.95–$9.80$9.3548
$95.00Nov 20$9.80$13.40$11.60$10.65 07/14$7.35–$11.80$10.65--
$95.00Dec 18$11.00$12.80$11.90$11.00 07/02$8.10–$12.50$11.00--
$115.00Aug 21$0.00$0.50$0.25$0.63 07/07$0.20–$1.23$0.25--
$115.00Sep 18$0.00$1.15$0.57$0.38 07/16$0.40–$1.43$0.38--
$115.00Nov 20$0.60$2.95$1.78$1.93 07/08$0.78–$1.95$1.78--
$115.00Dec 18$1.15$3.20$2.17$1.95 07/20$1.15–$2.60$1.95--
$90.00Aug 21$11.70$15.10$13.40$12.65 07/14$8.45–$14.35$12.65--
$90.00Sep 18$12.50$14.70$13.60$11.30 07/22$9.30–$15.00$12.50--
$90.00Nov 20$13.80$17.40$15.60$13.03 07/22$11.05–$15.60$13.80--
$90.00Dec 18$15.10$16.80$15.95$15.80 07/24$11.60–$17.10$15.807
$120.00Aug 21$0.00$2.20$1.10$0.20 06/29$0.30–$1.15$0.20--
$120.00Nov 20$0.00$2.30$1.15$0.70 06/26$0.43–$1.75$0.70--
$120.00Dec 18$0.30$2.30$1.30$0.85 06/26$0.88–$1.70$0.85--
$85.00Sep 18$17.30$20.60$18.95$9.73 06/22$14.20–$19.35$17.30--
$85.00Nov 20$18.10$21.40$19.75$10.35 05/29$14.85–$20.35$18.10--
$85.00Dec 18$18.50$21.00$19.75$19.38 07/17$15.75–$21.30$19.38--
$125.00Aug 21$0.00$0.20$0.10$0.08 06/26$0.08–$1.10$0.08--
$125.00Nov 20$0.00$2.00$1.00$0.40 06/26$0.23–$1.27$0.40--
$125.00Dec 18$0.00$2.15$1.08$0.63 07/01$0.48–$1.55$0.63--
$80.00Sep 18$21.80$24.20$23.00$19.86 07/22$18.35–$24.15$21.80--
$80.00Nov 20$22.60$26.10$24.35$21.00 07/15$19.05–$25.15$22.60--
$80.00Dec 18$22.90$26.80$24.85$22.90 07/21$20.20–$25.45$22.90--
$130.00Aug 21$0.00$2.15$1.08$0.07 06/26$0.08–$1.08$0.07--
$75.00Dec 18$27.50$31.20$29.35$22.29 06/24$24.55–$29.90$27.50--
$135.00Aug 21$0.00$2.15$1.08$0.07 06/26$0.13–$1.08$0.07--
$70.00Sep 18$31.60$35.80$33.70$29.68 06/30$28.15–$33.85$31.60--
$140.00Aug 21$0.00$2.60$1.30$0.07 06/29$0.10–$2.50$0.07--
$60.00Sep 18$41.50$45.70$43.60$39.65 06/30$37.90–$43.65$41.50--
PUTS (33)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$105.00Aug 21$2.00$4.60$3.30$4.20 07/24$3.30–$8.45$3.30--
$105.00Sep 18$3.00$5.90$4.45$5.00 07/17$4.45–$9.35$4.45--
$105.00Dec 18$5.20$7.30$6.25$6.80 07/20$5.45–$10.40$6.25--
$100.00Aug 21$0.40$3.30$1.85$3.33 07/22$1.48–$4.75$1.85--
$100.00Sep 18$1.55$2.90$2.23$2.50 07/24$2.23–$5.35$2.2394
$100.00Nov 20$2.40$5.60$4.00$4.00 07/24$3.55–$7.00$4.002
$100.00Dec 18$2.95$6.00$4.47$4.40 07/14$3.80–$7.30$4.40--
$100.00Mar 19$4.00$7.30$5.65$6.60 07/23$5.65–$7.90$5.65--
$110.00Aug 21$5.80$9.30$7.55$10.80 07/22$7.30–$13.25$7.55--
$95.00Aug 21$0.50$2.50$1.50$1.47 07/23$0.65–$2.33$1.47--
$95.00Sep 18$0.55$1.90$1.23$2.00 07/22$1.00–$3.75$1.23--
$95.00Dec 18$1.60$4.10$2.85$3.01 07/24$2.33–$4.25$2.85--
$90.00Aug 21$0.00$2.00$1.00$0.40 07/20$0.40–$1.40$0.40--
$90.00Sep 18$0.40$2.00$1.20$1.45 07/23$0.78–$1.60$1.20--
$90.00Nov 20$0.60$3.60$2.10$1.79 07/20$1.42–$3.03$1.79--
$90.00Dec 18$0.75$2.65$1.70$4.51 06/22$1.55–$2.80$1.70--
$85.00Aug 21$0.05$0.30$0.18$0.40 07/23$0.18–$0.90$0.18--
$85.00Sep 18$0.05$2.40$1.22$0.60 07/24$0.35–$1.33$0.60--
$85.00Nov 20$0.00$2.60$1.30$1.13 07/20$0.73–$1.85$1.13--
$85.00Dec 18$0.05$2.75$1.40$1.20 07/13$0.98–$2.40$1.20--
$80.00Aug 21$0.00$1.45$0.73$0.88 07/07$0.13–$1.20$0.73--
$80.00Sep 18$0.00$0.75$0.38$0.75 06/23$0.38–$1.20$0.38--
$80.00Nov 20$0.15$2.10$1.13$1.05 06/26$0.68–$1.73$1.05--
$80.00Dec 18$0.00$2.40$1.20$0.75 07/13$0.90–$1.95$0.75--
$80.00Mar 19$0.00$2.95$1.48$1.50 07/17$1.48–$2.20$1.48--
$75.00Sep 18$0.00$2.30$1.15$0.40 06/23$0.38–$1.23$0.40--
$75.00Nov 20$0.00$1.85$0.93$0.65 06/26$0.63–$1.63$0.65--
$70.00Sep 18$0.00$0.20$0.10$0.40 05/29$0.10–$0.15$0.10--
$70.00Nov 20$0.00$1.75$0.88$1.15 06/01$0.57–$1.25$0.88--
$70.00Dec 18$0.00$2.00$1.00$0.90 07/20$0.43–$1.30$0.90--
$65.00Nov 20$0.00$1.75$0.88$0.68 05/29$0.50–$1.20$0.68--
$65.00Dec 18$0.00$1.15$0.57$0.85 06/08$0.30–$1.20$0.57--
$50.00Nov 20$0.00$0.75$0.38$0.20 06/15$0.38–$1.10$0.20--

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 48
Put/Call Ratio 0.67
Net Difference 24

Prior's Put/Call Breakdown

Total Calls 45
Total Puts 30
Put/Call Ratio 0.67
Net Difference 15

Prior 7-Day Put/Call Summary

Total Calls 250
Total Puts 63
Average Put/Call Ratio 0.41
Ratio Trend Stable

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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