Arch Capital Group Ltd. (ACGL) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Arch Capital Group Ltd.

NASDAQ: ACGL · Real-Time Price · USD
90.79
1.71 (1.92%)
At close: Oct 03, 2025, 3:59 PM
90.80
0.01%
Pre-market: Oct 06, 2025, 07:21 AM EDT

Arch Capital Greeks

Delta, Gamma, Theta, and Vega Greek Charts for ACGL options.

Delta Table

Strike Price Delta Gamma Theta Vega
45.00 0.8527 0.0053 -0.5268 0.0472
50.00 0.8302 0.0069 -0.5111 0.0524
55.00 0.8047 0.0088 -0.4891 0.0581
60.00 0.7730 0.0115 -0.4696 0.0648
65.00 0.7337 0.0152 -0.4453 0.0724
70.00 0.6755 0.0206 -0.4375 0.0825
75.00 0.6110 0.0302 -0.3782 0.0928
80.00 0.6544 0.0417 -0.2373 0.0767
85.00 0.3743 0.1256 -0.2098 0.1176
90.00 -0.5995 0.0438 -0.1157 0.0661
95.00 -0.8799 0.0328 -0.0348 0.0343
100.00 -0.9544 0.0139 -0.0134 0.0164
105.00 -0.9529 0.0105 -0.0222 0.0168
110.00 -0.8694 0.0128 -0.1152 0.0363
115.00 -0.8754 0.0108 -0.1289 0.0351
120.00 -0.8844 0.0092 -0.135 0.0333
125.00 -0.8916 0.0081 -0.1402 0.0318
130.00 -0.8974 0.0072 -0.1448 0.0306
135.00 -0.8345 0.0076 -0.2786 0.0425