Arch Capital Group Ltd ACGL 96.09 -0.11 -0.11%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
ACGL / Comparative study
3 signals / 503 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.48
46.72
Mean
38.2
Window
+43.6%
ATM IV
z -0.29
0.24
Mean
0.25
Window
+3.1%
IV Percentile
z -0.25
44.84
Mean
52
Window
-11.0%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.84 | 0.86 |
| ATM IV | 0.84 | 1.00 | 0.91 |
| IV Percent... | 0.86 | 0.91 | 1.00 |
Source observations
Data inspector
1-50 of 503
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-11 | 96.09 | 46.72 | 0.24 | 44.84 |
| 2026-09-10 | 96.2 | 45.9 | 0.24 | 42.86 |
| 2026-09-09 | 96.11 | 38.87 | 0.22 | 28.17 |
| 2026-09-08 | 95.71 | 32.68 | 0.21 | 17.06 |
| 2026-09-07 | 98.1 | 37.22 | 0.22 | 23.11 |
| 2026-09-04 | 98.1 | 33.63 | 0.21 | 18.25 |
| 2026-09-03 | 99.83 | 25.17 | 0.19 | 8.73 |
| 2026-09-02 | 98.21 | 33.45 | 0.21 | 17.46 |
| 2026-09-01 | 98.61 | 25.9 | 0.19 | 9.96 |
| 2026-08-31 | 98.07 | 48.23 | 0.24 | 50 |
| 2026-08-28 | 98.84 | 24.26 | 0.19 | 8.37 |
| 2026-08-27 | 98.76 | 31.11 | 0.2 | 15.54 |
| 2026-08-26 | 100.72 | 17.01 | 0.17 | 1.59 |
| 2026-08-25 | 100.56 | 57.89 | 0.26 | 74.5 |
| 2026-08-24 | 101.14 | 28.4 | 0.2 | 11.6 |
| 2026-08-21 | 99.39 | 23.56 | 0.19 | 7.17 |
| 2026-08-20 | 99.31 | 28.12 | 0.2 | 10.76 |
| 2026-08-19 | 98.53 | 37.71 | 0.22 | 20.72 |
| 2026-08-18 | 98.91 | 6.45 | 0.15 | 0.4 |
| 2026-08-17 | 97.81 | 26.32 | 0.19 | 8.8 |
| 2026-08-14 | 98.71 | 17.47 | 0.17 | 1.59 |
| 2026-08-13 | 98.03 | 35.58 | 0.21 | 15.54 |
| 2026-08-12 | 97.29 | 30.45 | 0.2 | 10.76 |
| 2026-08-11 | 98.26 | 34.53 | 0.21 | 13.94 |
| 2026-08-10 | 98.25 | 39.87 | 0.22 | 24.8 |
| 2026-08-07 | 98.48 | 47.67 | 0.24 | 47.01 |
| 2026-08-06 | 99.29 | 51.17 | 0.25 | 57.77 |
| 2026-08-05 | 99.09 | 52.78 | 0.25 | 60.96 |
| 2026-08-04 | 99.52 | 58.86 | 0.26 | 74.9 |
| 2026-08-03 | 101.12 | 55.08 | 0.26 | 66.4 |
| 2026-07-31 | 100.53 | 48.32 | 0.24 | 49.8 |
| 2026-07-30 | 101.14 | 57.73 | 0.26 | 72.51 |
| 2026-07-29 | 104.55 | 52.4 | 0.25 | 60.16 |
| 2026-07-28 | 106.48 | 63.23 | 0.27 | 79.28 |
| 2026-07-27 | 103.88 | 59.61 | 0.27 | 75.2 |
| 2026-07-24 | 103.36 | 46.4 | 0.24 | 42.23 |
| 2026-07-23 | 100.1 | 70.05 | 0.29 | 85.26 |
| 2026-07-22 | 98.63 | 55.84 | 0.26 | 66.53 |
| 2026-07-21 | 100.55 | 51.78 | 0.25 | 59.36 |
| 2026-07-20 | 101.83 | 59.55 | 0.27 | 74 |
| 2026-07-17 | 101.35 | 51.74 | 0.25 | 58.57 |
| 2026-07-16 | 100.04 | 44.39 | 0.23 | 35.86 |
| 2026-07-15 | 98.54 | 54.49 | 0.26 | 62.55 |
| 2026-07-14 | 101.53 | 41.96 | 0.23 | 29.88 |
| 2026-07-13 | 103.06 | 55.97 | 0.26 | 65.6 |
| 2026-07-10 | 101.06 | 33.37 | 0.21 | 12.75 |
| 2026-07-09 | 101.7 | 48.17 | 0.24 | 47.41 |
| 2026-07-08 | 102.01 | 53.17 | 0.25 | 58.96 |
| 2026-07-07 | 102.85 | 52.45 | 0.25 | 57.37 |
| 2026-07-02 | 102.2 | 46.73 | 0.24 | 42.06 |