Arch Capital Group Ltd (ACGL) Historical Volatility

Tracking ACGL historical volatility helps you see how much Arch Capital Group Ltd's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Arch Capital Group Ltd's HV tells you what really happened. Use our scanner to monitor ACGL 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The ACGL 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Arch Capital Group Ltd's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Arch Capital Group Ltd., together with its subsidiaries, provides insurance, reinsurance, and mortgage insurance products worldwide. The company's Insurance segment offers primary and excess casualty coverages; loss sensitive primary casualty insurance programs; collateral protection, debt cancellation, and service contract reimbursement products; directors' and officers' liability, errors and omissions liability, employment practices and fiduciary liability, crime, professional indemnity, and other financial related coverages; medical professional and general liability insurance coverages; and workers' compensation and umbrella liability, as well as commercial automobile and inland marine products.

It also provides property, energy, marine, and aviation insurance; travel insurance; accident, disability, and medical plan insurance coverages; captive insurance programs; employer's liability; and contract and commercial surety coverages. This segment markets its products through a group of licensed independent retail and wholesale brokers. Its Reinsurance segment provides casualty reinsurance for third party liability and workers' compensation exposures; marine and aviation; surety, accident and health, workers' compensation catastrophe, agriculture, trade credit, and political risk products; reinsurance protection for catastrophic losses, and personal lines and commercial property exposures; life reinsurance; casualty clash; and risk management solutions. This segment markets its reinsurance products through brokers. The company's Mortgage segment offers direct mortgage insurance and mortgage reinsurance. The company was incorporated in 1995 and is based in Pembroke, Bermuda.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Arch Capital Group Ltd's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where ACGL HV is running hot, cold, or in line. Make the ACGL 30 day historical volatility — and every other window — work for your edge instead of against it.