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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Arch Capital Group Ltd. (ACGL) - NASDAQ Next Earnings Date: OS Estimate: April 29, 2025 AC
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 1.4
Avg Daily Volume: 1,740,367    Market Cap: 36.1B
Sector: Financial    Short Interest: 1.19
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Monthly: 7.41%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
April 29, 2025 AC None $0.00 @$95.00 $7.12
($96.14)
7.41% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 10, 2025 AC 1.4 $91.46 @$90.00 $5.15
($91.46)
5.72% -4.41% I -2.03% I $89.60 $3.02
( $89.60 )
-41.36%
Oct. 30, 2024 AC 1.3 $105.14 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2024 AC 1.2 $98.20 @$100.00
April 29, 2024 AC 1.2 $91.25 @$90.00
Feb. 14, 2024 AC 1.2 $84.87 @$85.00
Oct. 30, 2023 AC 1.0 $82.88 @$85.00
July 26, 2023 AC 1.0 $82.08 @$80.00
April 26, 2023 AC 1.1 $72.29 @$70.00
Feb. 13, 2023 AC 1.1 $65.25 @$65.00

 
 
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