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No strategies meet current entry criteria.
Arch Capital Group (ACGL) is a Financials stock with actively traded listed options. IV Rank 15% is 12pp below the Financials sector median of 27%. See Walls for support and resistance levels.
ACGL Edge Score: 66/100 — data coverage is strong, but current trading conditions are unfavorable.
Multiple signals are unfavorable. The best trade today might be no trade.
See full analysis →ACGL conditions are unfavorable — but other tickers may have edge today
When conditions are weak for one stock, others in the S&P 500 often show strong setups. Check today's top-ranked candidates instead of forcing a trade here.
Why two RV values? Yang-Zhang RV (26.8%, OHLC-based) captures intraday volatility, while ORATS RV (19.1%, close-to-close) uses only closing prices. For ACGL, YZ is higher — suggesting significant intraday movement not captured in closing prices. VRP is computed using ORATS RV to match the IV source. Gap: 7.7pp. Full IV Analysis →
Weak — Unfavorable for premium selling
EM = Price × RV₂₀d × √(t/252). Uses Yang-Zhang 20d realized volatility (not implied). ±1σ (68% confidence).
Conditions are weak — explore alternatives or wait for a better setup.
Volatility
IV Rank, IV vs RV comparison
Volatility Risk Premium edge
Volatility smile & skew shifts
IV curve across expirations
Strategy
P&L calculator for any strategy
Ranked strategies & selling conditions
Best CC strikes, premiums & scores
CSP → assignment → CC calculator
Early assignment probability & alerts
Flow & Events
Support & resistance from OI
IV crush & historical earnings
Price range & strike placement
Historical expected move hit rates
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Edge Score = weighted composite of VRP, IV Rank, RV Regime, Earnings Proximity, Term Structure, and Liquidity. Ranges: Defensive (0–39), Selective (40–64), Favorable (65–100).IV Rank, VRP, RV Ratio, days to earnings, backwardation/contango, bid-ask spread quality
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
The score reflects current market conditions and changes daily. A high score indicates favorable conditions for premium selling, not guaranteed profit. Always verify execution quality with your broker.
Arch Capital Group shows moderately favorable conditions for premium selling. Yang-Zhang realized volatility reads 26.8% over 20 days versus a 21.4% 60-day baseline. The RV Ratio (HV 20d / IV 30d) is 0.76, indicating calming conditions relative to implied expectations. A financials sector component tracked by volradar. For premium sellers tracking ACGL, this ratio suggests options are likely priced for more movement than the stock is currently delivering.
Over the past 18 trading days, ACGL's volatility has been dropping sharply. The RV ratio moved from a high of 1.54 down to the current 0.76 — a significant compression that often precedes favorable premium selling windows. During this period, 0 out of 18 days (0%) showed conditions favorable for sellers (ratio below 1.0). This kind of rapid vol compression in a financials name like ACGL typically means options haven't fully repriced lower yet — creating a temporary edge.
Based on current realized volatility, traders can expect ACGL to move approximately ±$1.63 (1.7%) per day and ±$3.64 (3.8%) over five trading days. At a stock price of $96.37, these ranges are derived from the Yang-Zhang volatility model which accounts for overnight gaps and intraday range — more accurate than simple close-to-close calculations. Premium sellers typically place short strikes outside these 1-standard-deviation ranges to achieve approximately 68%+ probability of profit.
Current conditions on ACGL point toward range-bound strategies like iron condor. Moderately calm conditions (ratio 0.76). Range-bound behavior favors iron condors. Iron Condor benefits from time decay while defining maximum risk on both sides — a structure that suits ACGL's current volatility profile where directional edge is limited but overall conditions are acceptable for premium collection.
Financial stocks are sensitive to interest rate expectations and macro data, creating volatility clusters around Fed meetings. ACGL specifically a Financials sector component tracked by VolRadar. Understanding sector-level volatility dynamics helps premium sellers diversify their positions across different correlation regimes.
VolRadar tracks ACGL daily as part of the S&P 500 universe, providing Yang-Zhang (OHLC-based) realized volatility across 10, 20, and 60-day windows, RV ratio analysis, expected move calculations, and premium selling condition assessments. Note: RV values on this page use the Yang-Zhang estimator (captures overnight gaps); VRP and RV Ratio use ORATS close-to-close RV to match the IV data source. Data is updated daily after market close (~6:00 PM ET). All analysis is for educational purposes only and does not constitute financial advice. Options trading involves significant risk of loss.
More about ACGL
Arch Capital Group currently shows a weak premium selling signal because low IV Rank. Consider waiting for conditions to improve. The VRP Analysis page tracks historical premium edge trends that may signal when conditions are turning.
Arch Capital Group's IV Rank is 15%, indicating relatively cheap options. While premiums are thinner, low IV can present opportunities for option buyers or for sellers who focus on probability rather than absolute premium. See the IV Analysis page for detailed breakdown.
VolRadar tracks Arch Capital Group across 10 analysis dimensions updated daily after market close. The premium selling signal combines VRP edge, volatility regime, IV Rank, earnings proximity, and market-wide conditions into a single actionable verdict. Each sub-page goes deeper: VRP Analysis for the implied-vs-realized spread, IV Analysis for peer comparisons, Expected Move for strike placement, Earnings Crush for event history, and the Strategy Builder for modeling specific trades.
Arch Capital Group currently shows a weak premium selling signal because low IV Rank (15%). Consider waiting for conditions to improve.
Arch Capital Group's volatility is measured using two key metrics. The RV Ratio compares realized volatility (ORATS HV 20d) to implied volatility (IV 30d). When the RV Ratio drops below 0.85, realized movement is well below what options are pricing — the sweet spot for premium sellers. VRP (Volatility Risk Premium) measures the gap between IV and HV in percentage points — positive VRP means options are overpriced relative to actual movement. Current RV Ratio: 0.76.
Arch Capital Group's snapshot: IV Rank 15% (low premiums), VRP +6.0pp (options overpriced), RV Ratio 0.76 (calming volatility). These three metrics work together — IV Rank shows historical context, VRP shows current overpricing, and RV Ratio shows the volatility trend. See the IV Analysis page for peer comparisons and deeper breakdown.
VolRadar provides 10 analysis pages for Arch Capital Group: Overview (this page), Premium Selling (signal and strategy verdict), VRP Analysis (volatility risk premium history), Expected Move (range and probabilities), IV Analysis (implied volatility breakdown and peer comparison), Earnings Crush (historical post-earnings IV patterns), Options Strategy Builder (18 presets + custom calculator), Covered Call Analysis (ranked by CC Score), Wheel Strategy (CSP calculator and viability), and Support & Resistance Walls (options-derived price levels).
Key risks for Arch Capital Group right now: low IV Rank (15%) means thin premiums that may not compensate for the risk taken. These risks are worse when combined — for example, selling into earnings with negative VRP removes both your statistical edge and your safety margin. Use VolRadar's sub-pages to contextualize: VRP Analysis for edge confirmation, IV Analysis for premium adequacy, and Expected Move for strike distance guidance.
Arch Capital Group's Volatility Risk Premium (VRP) is +6.0pp, meaning implied volatility exceeds realized volatility by that amount. A positive VRP indicates options are overpriced relative to actual stock movement — this is the statistical edge premium sellers seek.
Based on Yang-Zhang realized volatility, Arch Capital Group has a 1-day expected move of ±$1.63 (±1.7%) and a 5-day expected move of ±$3.64 (±3.8%). This means the stock is expected to trade between $93 and $100 over the next week with approximately 68% probability.
Higher RV Ratio (closer to 1.0) means IV barely exceeds RV, resulting in slimmer VRP edge. Lower RV Ratio = wider gap between IV and actual movement = stronger seller edge.
View all Financials tickers →More analysis sections planned — Dark Pool Flow, Unusual Activity, Sector Comparison, and more.