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ACGL - Arch Capital Group
Implied Volatility Analysis

Implied Volatility:
41.2%
Put/Call-Ratio:
0.08

Arch Capital Group has an Implied Volatility (IV) of 41.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ACGL is 23 and the Implied Volatility Percentile (IVP) is 57. The current Implied Volatility Index for ACGL is -0.14 standard deviations away from its 1 year mean.

Market Cap$21.47B
Next Earnings Date2/8/2023 (72d)
Implied Volatility (IV) 30d
41.21
Implied Volatility Rank (IVR) 1y
22.76
Implied Volatility Percentile (IVP) 1y
57.43
Historical Volatility (HV) 30d
41.36
IV / HV
1.00
Open Interest
9.81K
Option Volume
26.00
Put/Call Ratio (Volume)
0.08

Data was calculated after the 11/25/2022 closing.

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