ACGL

ARCH CAPITAL GROUP LTD.

99.51^post−$0.01 (−0.01%)at close +$0.00 (+0.00%)

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as of 19:59:58 UTCnext report Nov 6 · 93d

Earnings Room‹ back to ACGL

The report

fiscal Q3 2026 · from the company's notice

Nov 6after close93days out

Expected movement

market-implied · at the Aug 4 close

±9.8%is what the chain prices between now and the expiry below. Not a view we hold.

That span is 108days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.

expiry Nov 20 · first after the reportATM strike 100straddle 11.45ATM IV 27%× 0.85 straddle-to-rangespot 99.51

Blast radius

6 linked · N-PORT + EDGAR

If ACGL moves ±9.8% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.

XLFfundState Street Financial Select Sector SPDR ETF0.49% of the fund0.05%RSPfundInvesco S&P 500 Equal Weight ETF0.19% of the fund0.02%VTVfundVanguard Value Index Fund0.13% of the fund0.01%VOOfundVanguard 500 Index Fund0.06% of the fund0.01%IVVfundiShares Core S&P 500 ETF0.06% of the fund0.01%SPYfundSPDR S&P 500 ETF Trust0.06% of the fund0.01%

Positioning

Butterfly Ladder

No options positioning captured for this ticker yet. Open interest settles once daily — check back after the next capture, or open this room again tomorrow.

The record

expected in pale · actual in full color

1/7reports moved further than the options market had pricedtypically ±2.6% realized vs ±5.4% priced

Jul 28 '26±5.1%→−1.8%×0.35

Apr 28 '26±4.7%→−4.5%×0.94

Feb 9 '26±4.4%→+1.9%×0.42

Oct 27 '25±7.8%→−1.4%×0.18

Jul 29 '25±6.1%→−0.6%×0.10

Apr 29 '25−1.9%Apr 30 '25

Feb 10 '25±4.8%→−2.0%×0.42

Oct 30 '24±4.9%→−6.3%×1.29

pale = implied the day beforeink = the next day's close× = realized ÷ implied

2-quarter memory

Q2 FY26 · reported 3.00 · rev $4.6B

record note

The note composes when the report lands. Nothing is written for a quarter that hasn't been read.