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Arch Capital Group Ltd ACGL 110.57 -0.11 -0.1%

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ATM IV
0.259
Put Call Ratio (OI)
0.69
Put Call Ratio (Vol)
0.192
IV Rank
57.5
IV Percentile
73.7
Max pain
100

Gamma exposure (2026-11-05)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
15.0
224.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-60.3
60.3
View values by strike
ACGL · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
50.00 0 -64.1
65.00 0 -70.4
70.00 0 -2.42 K
75.00 169 -270
80.00 224 -18.7 K
85.00 489 -25.7 K
90.00 20.1 K -89.6 K
95.00 24.7 K -156 K
100.00 201 K -123 K
105.00 548 K -101 K
110.00 480 K -52.3 K
115.00 568 K -6.56 K
120.00 261 K 0
125.00 33.7 K 0
140.00 93.2 0