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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Arch Capital Group Ltd. (ACGL) - NASDAQ Next Earnings Date: OS Estimate: Feb. 11, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 1.4
Avg Daily Volume: 2,150,800    Market Cap: 36.52B
Sector: Financial    Short Interest: 1.43
Live Interactive Chart
Days to Next Earnings: 81 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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
Oct. 30, 2024 AC 1.3 $105.14 @$105.00 $6.03
($105.14)
5.74% -6.53% O -6.25% O $98.56 $7.40
( $98.56 )
22.72%
July 30, 2024 AC 1.2 $98.20 @$100.00 $5.00
($98.20)
5.0% -3.49% I -2.46% I $95.78 $5.05
( $95.78 )
1.0%
April 29, 2024 AC 1.2 $91.25 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 26, 2022 AC 1.0 $48.79 @$50.00
July 27, 2022 AC 1.1 $44.28 @$45.00

 
 
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