ACGLArch Capital Group Ltd
Options Analysis Report•FIRE, MARINE & CASUALTY INSURANCE
Market Cap $34.8B|NASDAQ
● 2026-04-17$97.59
BEARISH
Analysis: 2026-04-16 EOD data
1Y +8.7%YTD +4.0%7D +1.7%
Options Vol
182
30D
Implied Move
±7.4%
IV Rank
20%
ACGL Options Overview
bearish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.8
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks4/9 checks passed
IV Rank
≤35%IV Rank 50.0% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.00x — IV ≤ HV
Sector Relative≤50%
Sector percentile 50% — below sector median
Term Structure
<1.1xFront/Back 1.10x — backwardation
Skew Normal
<1.25xPut/Call IV 1.00x — normal
Absolute IV
<80%ATM IV 0.0% — normal range
Spread-Adjusted Value
<80%Effective IV 110.7% (ATM 0.0% + spread 55.4% + bias) — expensive
Execution Efficiency
<3.0%Total drag 60.71% (spread 55.37% + slippage 5.34%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.00 (vega 0.000 / spread 55.37%) — spread drag
Sentiment
Bullish or bearish?
2.0
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Moderate signal (Conviction: -49%, Raw: -28%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -49% (strong bearish) — Raw: -28%
OI Skew Magnitude
≥15%|OI skew| 6.0% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -20.9%, OI skew -6.0% — aligned
Conviction Quality
≥2/3 conditions0-DTE 66%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +100%, ATM: +67%, OTM: -46% — strong bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 87% — very bearish vs sector
Activity
Unusual activity?
2.9
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.5x avg — normal
Turnover Rate
≥15%Vol/OI 3.4% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +2.3% (5d) — building
Sector Relative≥60%
Sector activity percentile 35% — below sector avg
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 11% — patient
Flow Conviction
≥30Conviction -49 (bearish) — moderate
Liquidity
Can I trade efficiently?
3.2
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks1/8 checks passed
Tradeable Spread
≤5.0%Spread 55.4% — wide
Adequate OI
≥10,000OI 5,302 — thin
Active Volume
≥500Volume 182/day — thin
Reasonable Cost
≤$0.50$2.77 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 0% — much tighter than sector
Order Book Depth
≥100 contractsDepth 67.69999999999999 contracts (bid:35.8 ask:31.9) — thin
Execution Quality
<1.0%Avg slippage 5.34% — poor
Timing
Is now a good time?
6.6
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +10.3% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 50% — neutral
Event Detection
≥10pts kinkIV kink 1.9pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1.00 — favors mixed
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)acceptable: Earnings in 11d
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -49% @ 75% consistency — STRONG directional (bearish)
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls4.2
bullishIV fair, bearish flow
Long Puts6.3
bearishIV fair, bearish flow
Premium Sellers
Cash-Secured Put3.6
bullishIV fair, bearish flow
Covered Call5.7
bearishIV fair, bearish flow
For educational purposes only. Not investment advice.