ARCH CAPITAL GROUP LTD. (ACGL) Options Risk Score
Real-time risk analysis for ACGL options traders — updated every 30 minutes.
Data last updated: 2026-10-21
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Is it risky to sell options on ARCH CAPITAL GROUP LTD. (ACGL) right now?
For a 4-week expiry, ARCH CAPITAL GROUP LTD. (ACGL) carries an options catalyst-risk score of 30 out of 100 (LOW). What pushes it there: 1 active legal filing, all landing inside the 4-week window. On TickerRisk's scale anything below 45 is LOW, meaning no major scheduled catalyst was found in this window. That is not a guarantee against an unscheduled move — it means the calendar is clear, not that ACGL cannot fall.
ACGL shows an IV Rank of 100 — implied volatility is near the top of its own one-year range, so ACGL options are historically expensive, which favours premium-selling strategies, with a current implied volatility of about 66%. IV Rank answers how ACGL options are priced against their own history, which is the starting point for choosing between selling and buying premium.
ACGL does not report again until 2026-10-27, so near-dated expiries avoid it.
ARCH CAPITAL GROUP LTD. (ACGL) current implied volatility and IV Rank
ARCH CAPITAL GROUP LTD. (ACGL) currently has an IV Rank of 100 with implied volatility around 66%, alongside a TickerRisk options-risk score of 30/100. That's high — options are expensive relative to the past year, which favours premium-selling strategies such as credit spreads, iron condors and covered calls, provided no binary catalyst is working against you.
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ARCH CAPITAL GROUP LTD. (ACGL) next earnings date — 2026-10-27
ARCH CAPITAL GROUP LTD. (ACGL) reports on 2026-10-27 — about 6 days away — far enough out that a short-dated option would expire before it. Worth noting if you are considering anything longer, because that is where the event risk starts to appear in the pricing. ACGL's IV Rank is currently 100.
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