Tour v452
ACGL
ARCH CAPITAL GROUP L
$106.40 +2.43%
7/28 14:05

Option Volume

Detail
Current (07/28 2:05pm) 570
Calls: 505 (89%)
Puts: 65 (11%)
Prior (07/27) 120
Calls: 72 (60%)
Puts: 48 (40%)
Current vs Prior +375.00%
Calls: +601.39% (Calls)
Puts: +35.42% (Puts)
Prior 7-Day Total 433
Calls: 322 (74%)
Puts: 111 (26%)
Prior 7-Day Average 144
Calls: 46 (74%)
Puts: 15 (26%)
Current vs Prior 7-Day Avg +294.92%
Calls: +997.83%
Puts: +309.91%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28 2:05pm) $133.4K
Calls: $109.7K (82%)
Puts: $23.7K (18%)
Prior (07/27) $42.2K
Calls: $17.0K (40%)
Puts: $25.2K (60%)
Current vs Prior +216.06%
Calls: +545.32%
Puts: -6.02%
Prior 7-Day Total $128.6K
Calls: $86.9K (68%)
Puts: $41.7K (32%)
Prior 7-Day Average $42.9K
Calls: $12.4K (68%)
Puts: $6.0K (32%)
Current vs Prior 7-Day Avg +211.17%
Calls: +783.88%
Puts: +297.44%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28 2:05pm) 0.13
Prior (07/27) 0.67
Current vs Prior -80.69%
Prior 7-Day Average 0.50
Current vs Prior 7-Day Avg -74.16%
Sentiment BULLISH

Open Interest

Detail
Current (07/28 2:05pm) 9,089
Calls: 4,241 (47%)
Puts: 4,848 (53%)
Prior (07/27) 7,275
Calls: 3,167 (44%)
Puts: 4,108 (56%)
Current vs Prior +24.93%
Prior 7-Day Total 17,141
Calls: 5,861 (34%)
Puts: 11,280 (66%)
Prior 7-Day Average 5,713
Calls: 1,953 (34%)
Puts: 3,760 (66%)
Current vs Prior 7-Day Avg +59.07%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.47% | 9.77%
Prior 5.31% | 6.35%
Current vs Prior +40.75% | +53.84%
Prior 7-Day Avg 6.35% | 8.17%
Current vs 7-Day Avg +17.60% | +19.64%
Prior 7-Day Eod 5.31% | 6.35%
Current vs 7-Day Eod +40.75% | +53.84%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 25.71% | 15.26%
Calls: 13.33% | 12.00%
Puts: 38.10% | 18.52%
Prior 14.58% | 50.29%
Calls: 10.49% | 76.19%
Puts: 18.67% | 24.39%
Current vs Prior +76.34% | -69.66%
Prior 7-Day Avg 18.25% | 31.16%
Calls: 12.94% | 41.39%
Puts: 23.58% | 20.91%
Current vs 7-Day Avg +40.84% | -51.02%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($109.7K) vs puts ($23.7K). Massive premium surge with dollar volume up 216% vs prior. Dollar volume significantly above 7-day average (211% higher). Unusually high activity with volume up 375% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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. 4 found (avg delta 0.74, highest 0.88)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 2110.5013.70$12.1026.4%--0.8876
$100.00Aug 217.108.20$7.6514.4%20.80140
$105.00Aug 213.504.00$3.7513.3%1320.59389
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 213.405.00$4.2038.1%40.702

Most actively traded options today. High liquidity = easy entry/exit. 7 active (total vol 480, top 328)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 210.951.50$1.2344.7%3280.30110
$105.00Aug 213.504.00$3.7513.3%1320.59389
$115.00Aug 210.200.40$0.3066.7%60.1031
$100.00Aug 217.108.20$7.6514.4%20.80140
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 210.350.80$0.5778.9%70.1181
$110.00Aug 213.405.00$4.2038.1%40.702
$100.00Aug 210.801.15$0.9835.7%10.2080

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 19.83, avg 9.58)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$110.00$115.00Aug 21$0.93$4.07$0.934.38$110.93
$105.00$110.00Aug 21$2.52$2.48$2.520.98$107.52
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$90.00Aug 21$0.24$4.76$0.2419.83$94.76
$90.00$85.00Aug 21$0.25$4.75$0.2519.00$89.75
$100.00$95.00Aug 21$0.41$4.59$0.4111.20$99.59
$110.00$100.00Aug 21$3.22$6.78$3.222.11$106.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 8.09, avg 1.69)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Aug 21$4.45$4.45$0.558.09$99.45
$100.00$105.00Aug 21$3.90$3.90$1.103.55$103.90
$105.00$110.00Aug 21$2.52$2.52$2.481.02$107.52
$110.00$115.00Aug 21$0.93$0.93$4.070.23$110.93
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$110.00$100.00Aug 21$3.22$3.22$6.780.47$106.78
$100.00$95.00Aug 21$0.41$0.41$4.590.09$99.59
$90.00$85.00Aug 21$0.25$0.25$4.750.05$89.75
$95.00$90.00Aug 21$0.24$0.24$4.760.05$94.76

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 5.10% of stock, avg 8.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$110.00Aug 21$1.23$4.20$5.43$104.57$115.435.10%
$100.00Aug 21$7.65$0.98$8.63$91.37$108.638.11%
$95.00Aug 21$12.10$0.57$12.67$82.33$107.6711.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 0.59% of stock, avg 1.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$115.00$90.00Aug 21$0.30$0.33$0.63$89.37$115.63
$115.00$95.00Aug 21$0.30$0.57$0.87$94.13$115.87
$115.00$100.00Aug 21$0.30$0.98$1.28$98.72$116.28
$110.00$90.00Aug 21$1.23$0.33$1.56$88.44$111.56
$110.00$95.00Aug 21$1.23$0.57$1.80$93.20$111.80
$110.00$100.00Aug 21$1.23$0.98$2.21$97.79$112.21

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 15.67, avg credit $2.79)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
85/9095/100Aug 21$4.70$0.3015.67$85.30$99.70
85/90100/105Aug 21$4.15$0.854.88$85.85$104.15
90/95100/105Aug 21$4.14$0.864.81$90.86$104.14
95/100105/110Aug 21$2.93$2.071.42$97.07$107.93
85/90105/110Aug 21$2.77$2.231.24$87.23$107.77
90/95105/110Aug 21$2.76$2.241.23$92.24$107.76
95/100110/115Aug 21$1.34$3.660.37$98.66$111.34
85/90110/115Aug 21$1.18$3.820.31$88.82$111.18
90/95110/115Aug 21$1.17$3.830.31$93.83$111.17

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 28.41, cheapest $0.17)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$95.00$100.00$105.00Aug 21$0.55$4.458.09
$100.00$105.00$110.00Aug 21$1.38$3.622.62
$105.00$110.00$115.00Aug 21$1.59$3.412.14
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$90.00$95.00$100.00Aug 21$0.17$4.8328.41

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 $-0.09, 3 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$95.00$100.001:2Aug 21-$3.20$1.80
$100.00$105.001:2Aug 21$0.15$4.85
$110.00$115.001:2Aug 21$0.63$4.37
$105.00$110.001:2Aug 21$1.29$3.71
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Aug 21-$0.09$4.91
$100.00$95.001:2Aug 21-$0.16$4.84
$110.00$100.001:2Aug 21$2.24$7.76
$90.00$85.001:2Aug 21$0.17$4.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 0.89%, avg 0.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Aug 21$0.950.303.4%0.89%4.28%328110
$115.00Aug 21$0.200.108.1%0.19%8.27%631

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. 85 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 $42.20/$46.20) — try a limit near $42.20. Also watch the $75.00 12-18 call last traded $22.29 on 06/24 (now $29.00/$32.20) — try a limit near $29.00; the $80.00 09-18 call last traded $19.86 on 07/22 (now $23.20/$25.90) — try a limit near $23.20. Most tradeable put: the $100.00 11-20 put last traded $4.00 on 07/24 (now $3.20/$3.80) — try a limit near $3.50.
CALLS (48)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$105.00Aug 21$1.15$3.90$2.53$2.05 07/24$0.60–$2.53$2.05379
$105.00Sep 18$2.20$5.00$3.60$0.65 07/22$1.48–$3.60$2.2095
$105.00Nov 20$4.30$7.00$5.65$5.30 07/21$2.80–$5.70$5.30139
$105.00Dec 18$4.70$8.20$6.45$5.50 07/20$3.05–$6.45$5.50587
$100.00Aug 21$4.30$6.90$5.60$2.30 07/23$2.35–$5.85$4.30144
$100.00Sep 18$6.10$7.70$6.90$3.50 07/22$2.90–$6.90$6.10243
$100.00Nov 20$8.10$9.80$8.95$7.20 07/17$4.85–$8.95$8.1097
$100.00Dec 18$7.40$11.40$9.40$7.50 07/24$5.50–$9.45$7.5016
$110.00Aug 21$0.50$1.05$0.78$0.75 07/24$0.40–$1.08$0.75109
$110.00Sep 18$0.25$2.00$1.13$1.20 07/20$0.75–$1.50$1.1382
$110.00Nov 20$2.30$4.10$3.20$3.65 07/07$1.95–$3.38$3.205
$110.00Dec 18$3.00$5.90$4.45$2.80 07/21$1.83–$4.45$3.00591
$110.00Mar 19$4.00$8.30$6.15$5.10 07/24$3.75–$6.15$5.101
$95.00Aug 21$7.70$11.00$9.35$8.29 07/20$5.20–$9.35$8.2976
$95.00Sep 18$8.60$11.80$10.20$9.35 07/24$6.20–$10.20$9.3550
$95.00Nov 20$10.10$13.40$11.75$10.65 07/14$7.35–$11.80$10.6546
$95.00Dec 18$11.30$15.00$13.15$11.00 07/02$8.85–$13.15$11.3034
$115.00Aug 21$0.10$0.50$0.30$0.63 07/07$0.20–$1.23$0.3030
$115.00Sep 18$0.60$0.80$0.70$0.38 07/16$0.40–$1.43$0.6035
$115.00Nov 20$1.15$3.50$2.33$1.93 07/08$0.78–$2.33$1.939
$115.00Dec 18$0.75$3.50$2.13$1.95 07/20$1.15–$2.60$1.9524
$115.00Mar 19$4.10$6.30$5.20--$5.20–$5.20$4.101
$90.00Aug 21$12.30$16.40$14.35$12.65 07/14$9.10–$14.35$12.651
$90.00Sep 18$13.60$16.30$14.95$11.30 07/22$9.95–$15.00$13.6032
$90.00Nov 20$14.80$18.30$16.55$13.03 07/22$11.30–$16.55$14.8030
$90.00Dec 18$15.00$18.90$16.95$15.80 07/24$11.60–$17.10$15.807
$120.00Aug 21$0.00$2.20$1.10$0.20 06/29$0.38–$1.15$0.202
$120.00Nov 20$0.35$1.90$1.13$0.70 06/26$0.43–$1.75$0.706
$120.00Dec 18$0.20$2.45$1.33$0.85 06/26$1.10–$1.70$0.8511
$120.00Sep 18$0.00$2.35$1.18--$1.18–$1.18--4
$85.00Sep 18$18.30$21.00$19.65$9.73 06/22$14.50–$19.65$18.303
$85.00Nov 20$19.30$22.70$21.00$10.35 05/29$15.35–$21.00$19.302
$85.00Dec 18$19.70$23.10$21.40$19.38 07/17$15.85–$21.40$19.705
$125.00Aug 21$0.00$0.20$0.10$0.08 06/26$0.10–$1.10$0.089
$125.00Nov 20$0.00$2.50$1.25$0.40 06/26$0.23–$1.27$0.4013
$125.00Dec 18$0.00$2.40$1.20$0.63 07/01$0.48–$1.55$0.634
$80.00Sep 18$23.20$25.90$24.55$19.86 07/22$18.35–$24.55$23.208
$80.00Nov 20$23.30$27.30$25.30$21.00 07/15$20.05–$25.30$23.301
$80.00Dec 18$24.30$27.60$25.95$22.90 07/21$20.20–$25.95$24.3061
$130.00Aug 21$0.00$2.15$1.08$0.07 06/26$0.48–$1.08$0.075
$75.00Dec 18$29.00$32.20$30.60$22.29 06/24$24.55–$30.60$29.004
$75.00Sep 18$27.40$30.80$29.10--$29.10–$29.10$27.406
$135.00Aug 21$0.00$2.15$1.08$0.07 06/26$0.48–$1.08$0.076
$70.00Sep 18$32.20$36.30$34.25$29.68 06/30$28.15–$34.25$32.207
$140.00Aug 21$0.00$2.60$1.30$0.07 06/29$0.10–$2.50$0.07--
$140.00Dec 18$0.00$2.35$1.18--$1.18–$1.18--1
$60.00Sep 18$42.20$46.20$44.20$39.65 06/30$37.90–$44.20$42.20119
$55.00Sep 18$47.20$51.20$49.20--$49.20–$49.20$47.2027
PUTS (37)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$105.00Aug 21$1.85$4.60$3.22$4.20 07/24$3.22–$8.40$3.227
$105.00Sep 18$2.10$4.90$3.50$5.00 07/17$3.50–$8.10$3.5041
$105.00Dec 18$4.20$7.60$5.90$6.80 07/20$5.45–$10.25$5.9014
$100.00Aug 21$0.40$1.65$1.02$3.33 07/22$1.02–$4.75$1.0280
$100.00Sep 18$1.75$2.40$2.08$2.50 07/24$2.08–$5.10$2.0895
$100.00Nov 20$3.20$3.80$3.50$4.00 07/24$3.50–$6.75$3.5061
$100.00Dec 18$2.05$5.60$3.83$4.40 07/14$3.80–$6.75$3.836
$100.00Mar 19$3.00$6.80$4.90$6.60 07/23$4.90–$7.90$4.9015
$110.00Aug 21$5.70$8.00$6.85$10.80 07/22$6.85–$12.45$6.852
$110.00Dec 18$6.70$10.30$8.50--$8.50–$8.50$6.701
$95.00Aug 21$0.00$2.55$1.27$1.47 07/23$0.65–$2.33$1.2781
$95.00Sep 18$0.50$1.60$1.05$2.00 07/22$1.00–$2.93$1.05463
$95.00Dec 18$2.05$3.50$2.78$3.01 07/24$2.33–$4.05$2.7852
$95.00Nov 20$1.70$2.85$2.28--$2.28–$2.28$1.703
$90.00Aug 21$0.00$0.40$0.20$0.40 07/20$0.20–$1.05$0.20337
$90.00Sep 18$0.40$1.40$0.90$1.45 07/23$0.78–$1.60$0.901.1K
$90.00Nov 20$0.15$3.40$1.78$1.79 07/20$1.42–$2.68$1.7815
$90.00Dec 18$0.35$3.10$1.73$4.51 06/22$1.55–$2.80$1.735
$85.00Aug 21$0.00$0.15$0.08$0.40 07/23$0.08–$0.90$0.0867
$85.00Sep 18$0.00$0.45$0.23$0.60 07/24$0.23–$1.33$0.231.4K
$85.00Nov 20$0.00$3.10$1.55$1.13 07/20$0.73–$1.85$1.1324
$85.00Dec 18$0.00$3.30$1.65$1.20 07/13$0.98–$2.40$1.2016
$80.00Aug 21$0.00$1.00$0.50$0.88 07/07$0.13–$1.18$0.502
$80.00Sep 18$0.00$2.35$1.18$0.75 06/23$0.38–$1.20$0.7528
$80.00Nov 20$0.00$2.70$1.35$1.05 06/26$0.68–$1.73$1.0562
$80.00Dec 18$0.00$1.90$0.95$0.75 07/13$0.90–$1.95$0.755
$80.00Mar 19$0.00$2.95$1.48$1.50 07/17$1.48–$2.20$1.483
$75.00Sep 18$0.00$2.25$1.13$0.40 06/23$0.38–$1.23$0.406
$75.00Nov 20$0.00$2.50$1.25$0.65 06/26$0.63–$1.38$0.656
$75.00Dec 18$0.00$2.45$1.23--$1.23–$1.23--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–$1.25$1.152
$70.00Dec 18$0.00$2.25$1.13$0.90 07/20$0.43–$1.30$0.9077
$65.00Nov 20$0.00$2.25$1.13$0.68 05/29$0.50–$1.20$0.681
$65.00Dec 18$0.00$2.20$1.10$0.85 06/08$0.30–$1.20$0.852
$50.00Nov 20$0.00$2.15$1.08$0.20 06/15$0.38–$1.10$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 505
Total Puts 65
Put/Call Ratio 0.13
Net Difference 440

Prior's Put/Call Breakdown

Total Calls 72
Total Puts 48
Put/Call Ratio 0.67
Net Difference 24

Prior 7-Day Put/Call Summary

Total Calls 322
Total Puts 111
Average Put/Call Ratio 0.50
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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