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ACGL - Arch Capital Group
Implied Volatility Analysis

Implied Volatility:
38.2%
Put/Call-Ratio:
0.59

Arch Capital Group has an Implied Volatility (IV) of 38.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ACGL is 11 and the Implied Volatility Percentile (IVP) is 45. The current Implied Volatility Index for ACGL is -0.29 standard deviations away from its 1 year mean.

Market Cap$16.97B
Next Earnings Date10/26/2022 (74d)
Implied Volatility (IV) 30d
38.24
Implied Volatility Rank (IVR) 1y
11.14
Implied Volatility Percentile (IVP) 1y
45.01
Historical Volatility (HV) 30d
23.69
IV / HV
1.61
Open Interest
2.99K
Option Volume
119.00
Put/Call Ratio (Volume)
0.59

Data was calculated after the 8/12/2022 closing.

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