ARCH CAPITAL GROUP LTD. (ACGL) Options Risk Score
Real-time risk analysis for ACGL options traders — updated every 30 minutes.
Data last updated: 2026-09-06
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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 71 out of 100 (HIGH). What pushes it there: an upcoming earnings report, 8 recent news items and 1 active legal filing, all landing inside the 4-week window. On TickerRisk's scale 70 and above is HIGH, so a known event is scheduled inside this window — selling premium on ACGL here is a bet on that event rather than on time decay. The score measures scheduled event exposure, not which way the stock will move.
ACGL shows an IV Rank of 54, putting implied volatility in the middle of its one-year range — options are moderately priced, with a current implied volatility of about 31%. 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 is scheduled to report earnings on 2026-10-26, which falls inside a typical monthly options expiry — expect elevated implied volatility into the event and an IV crush afterward.
ARCH CAPITAL GROUP LTD. (ACGL) current implied volatility and IV Rank
ARCH CAPITAL GROUP LTD. (ACGL) currently has an IV Rank of 54 with implied volatility around 31%, alongside a TickerRisk options-risk score of 71/100. That's moderate — options are fairly priced versus the past year, so there's no strong volatility edge in either direction right now; trade the direction, not the vol.
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ARCH CAPITAL GROUP LTD. (ACGL) next earnings date — 2026-10-26
ARCH CAPITAL GROUP LTD. (ACGL) is scheduled to report on 2026-10-26 — about 50 days away, so a standard expiry would carry straight through it. ACGL's IV Rank is currently 54. Implied volatility tends to build into the date and drop sharply once results are public. If the premium on ACGL looks unusually generous right now, this is the most likely reason.
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