Arch Capital Group Ltd. (ACGL) IV/HV History
Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.
Arch Capital Group Ltd. (ACGL) operates in the Financial Services sector, specifically the Insurance - Diversified industry, with a market capitalization near $32.61B, listed on NASDAQ, employing roughly 7,200 people, carrying a beta of 0.33 to the broader market. Arch Capital Group Ltd. Led by Nicolas Alain Emmanuel Papadopoulo, public since 1995-09-14.
Snapshot as of May 15, 2026.
- Spot Price
- $94.09
- ATM IV
- 22.5%
- HV 20-Day
- 22.2%
- HV 60-Day
- 18.7%
- IV Rank
- 34.7%
- IV Percentile
- 30.6%
As of May 15, 2026, Arch Capital Group Ltd. (ACGL) ATM implied volatility is 22.5%. 20-day realized volatility is 22.2%, producing an IV-HV spread of +0.3 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium. IV rank is 34.7%.
How ACGL iv/hv history Data Feeds Strategy Selection
Strategy selection on Arch Capital Group Ltd. options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 22.5% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
Learn how implied vs realized volatility is reported and how to read the data →
Frequently asked ACGL iv/hv history questions
- Is ACGL options pricing rich or cheap right now?
- As of May 15, 2026, Arch Capital Group Ltd. (ACGL) ATM IV is 22.5% against 20-day realized volatility of 22.2%. IV rank is 34.7%. ACGL options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 0.3 vol points.
- What is the ACGL variance risk premium?
- The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. ACGL is currently priced consistently with this premium, which is one input to whether short-vol or long-vol structures carry their typical edge.
- What does ACGL IV rank mean for strategy selection?
- IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. ACGL's current rank of 34.7% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.