Closed
⌘K
Sign in Sign up

Arch Capital Group Ltd ACGL 110.57 -0.11 -0.1%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $110.35
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.1% ±$1.27 $109.08 – $111.62 $108.83 – $111.87 $107.64 – $113.06
2 sessions ±1.6% ±$1.77 $108.58 – $112.12 $108.22 – $112.48 $106.55 – $114.15
3 sessions ±2.0% ±$2.22 $108.13 – $112.57 $107.70 – $113.00 $105.63 – $115.07
1 week ±2.6% ±$2.82 $107.53 – $113.17 $106.91 – $113.79 $104.35 – $116.35
2 weeks ±3.6% ±$3.96 $106.39 – $114.31 $105.45 – $115.25 $101.91 – $118.79
3 weeks ±4.4% ±$4.90 $105.45 – $115.25 $104.26 – $116.44 $100.00 – $120.70
1 month ±5.3% ±$5.84 $104.51 – $116.19 $103.07 – $117.63 $97.98 – $122.72
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±5.63%
Average actual move
2.03%
Beyond the implied move
0 / 1
Median IV change
-26.24%
Reaction session Implied Actual Used ATM IV before → after
February 11, 2025 ±5.63% -2.03% 0.36× 39.9% → 22.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →