Arch Capital Group Ltd ACGL 110.57 -0.11 -0.1%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
ACGL / Comparative study
3 signals / 491 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 1.20
57.48
Mean
37.61
Window
-5.0%
ATM IV
z 0.30
0.26
Mean
0.25
Window
-3.0%
IV Percentile
z 0.84
73.68
Mean
50.41
Window
-11.9%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.81 | 0.84 |
| ATM IV | 0.81 | 1.00 | 0.91 |
| IV Percent... | 0.84 | 0.91 | 1.00 |
Source observations
Data inspector
1-50 of 491
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-05 | 110.57 | 57.48 | 0.26 | 73.68 |
| 2026-11-04 | 110.68 | 51.18 | 0.25 | 60.55 |
| 2026-11-03 | 107.79 | 60.8 | 0.27 | 82.81 |
| 2026-11-02 | 109.31 | 60.57 | 0.27 | 82.75 |
| 2026-10-30 | 106.36 | 58.43 | 0.26 | 80 |
| 2026-10-29 | 103.94 | 38.89 | 0.22 | 30.71 |
| 2026-10-28 | 102.5 | 58.66 | 0.26 | 80.63 |
| 2026-10-27 | 100.34 | 80.49 | 0.31 | 98.02 |
| 2026-10-26 | 102.34 | 58.15 | 0.26 | 79.76 |
| 2026-10-23 | 101.69 | 59.75 | 0.27 | 82.61 |
| 2026-10-22 | 102.69 | 77.85 | 0.31 | 96.44 |
| 2026-10-21 | 100.28 | 50.17 | 0.25 | 60.87 |
| 2026-10-20 | 101.29 | 45.49 | 0.24 | 46.25 |
| 2026-10-19 | 100.48 | 50.69 | 0.25 | 61.9 |
| 2026-10-15 | 99.31 | 47.01 | 0.24 | 50.59 |
| 2026-10-14 | 97.6 | 44.18 | 0.23 | 42.29 |
| 2026-10-13 | 96.85 | 38.29 | 0.22 | 28.46 |
| 2026-10-12 | 97.16 | 45.3 | 0.24 | 44.44 |
| 2026-10-09 | 95.57 | 40.73 | 0.23 | 33.99 |
| 2026-10-08 | 96.08 | 44.24 | 0.23 | 41.5 |
| 2026-10-07 | 94.33 | 45.42 | 0.24 | 43.48 |
| 2026-10-06 | 94.82 | 50.47 | 0.25 | 58.1 |
| 2026-10-05 | 94.36 | 43.71 | 0.23 | 41.27 |
| 2026-10-02 | 93.6 | 47.5 | 0.24 | 49.01 |
| 2026-10-01 | 94.26 | 45.43 | 0.24 | 43.08 |
| 2026-09-30 | 92.36 | 58.91 | 0.26 | 76.28 |
| 2026-09-29 | 95.12 | 5.9 | 0.15 | 0.79 |
| 2026-09-28 | 94.9 | 33.06 | 0.21 | 19.05 |
| 2026-09-25 | 94.66 | 12.48 | 0.16 | 1.19 |
| 2026-09-24 | 95.02 | 1.55 | 0.14 | 0.4 |
| 2026-09-23 | 95.16 | 30.62 | 0.2 | 15.48 |
| 2026-09-22 | 94.95 | 48.12 | 0.24 | 50.79 |
| 2026-09-21 | 95.78 | 39.22 | 0.22 | 29.48 |
| 2026-09-18 | 96.89 | 30.04 | 0.2 | 14.29 |
| 2026-09-17 | 96.7 | 37.72 | 0.22 | 26.19 |
| 2026-09-16 | 96.97 | 43.29 | 0.23 | 39.68 |
| 2026-09-15 | 97.04 | 37.05 | 0.22 | 23.41 |
| 2026-09-14 | 97.95 | 41.79 | 0.23 | 35.46 |
| 2026-09-11 | 96.09 | 46.72 | 0.24 | 44.84 |
| 2026-09-10 | 96.2 | 45.9 | 0.24 | 42.86 |
| 2026-09-09 | 96.11 | 38.87 | 0.22 | 28.17 |
| 2026-09-08 | 95.71 | 32.68 | 0.21 | 17.06 |
| 2026-09-04 | 98.1 | 33.63 | 0.21 | 18.25 |
| 2026-09-03 | 99.83 | 25.17 | 0.19 | 8.73 |
| 2026-09-02 | 98.21 | 33.45 | 0.21 | 17.46 |
| 2026-09-01 | 98.61 | 25.9 | 0.19 | 9.96 |
| 2026-08-31 | 98.07 | 48.23 | 0.24 | 50 |
| 2026-08-28 | 98.84 | 24.26 | 0.19 | 8.37 |
| 2026-08-27 | 98.76 | 31.11 | 0.2 | 15.54 |
| 2026-08-26 | 100.72 | 17.01 | 0.17 | 1.59 |