Arch Capital Group Ltd. (ACGL)
NASDAQ: ACGL
· Real-Time Price · USD
92.26
-0.03 (-0.03%)
At close: Sep 12, 2025, 3:59 PM
92.26
0.00%
After-hours: Sep 12, 2025, 04:20 PM EDT
ACGL Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for ACGL across all expirations is -4,445.84 shares per 1% move, with 13,526.52 from calls and 17,972.36 from puts. The put-call GEX ratio of 1.33 indicates heavy put positioning, suggesting market makers may need to buy shares on declines (supportive) and sell on rallies (resistance).
ACGL GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 10,265.83 | -14,397.85 | -4,132.02 | 1.40 |
| Oct 17, 25 | 786.71 | -1,401.72 | -615.01 | 1.78 |
| Nov 21, 25 | 1,636.33 | -1,151.83 | 484.5 | 0.70 |
| Dec 19, 25 | 670.04 | -905.07 | -235.03 | 1.35 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 167.61 | -115.89 | 51.72 | 0.69 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |