File: ACGLFinancials · Large capCLIPPED · 2026-09-14
ACGL
Arch Capital GroupMkt cap $31B
Sector benchmark XLF
Sector benchmark XLF
97.95
+1.9%
±2.4%into Sep 1893.77–98.41±2.4%monthly93.77–98.41Pullback · CandidateKnife · FadedMomentum · —DP short-vol · 18% ▾ easing
Price · 6 months · daily
6m high106.48
6m low87.62
Vol vs 20d avg2.0× · heavy
Off 52-wk high-8.0%
Dark pool FINRA · T+1
23Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio18% · easing
Off-exchange share33%
vs own 1-yr (z)-2.1
Sector RS vs XLF
−0.4%vs XLF · 63 sessions
ACGL vs XLF · 3m−0.4%
ACGL vs XLF · 6m−10.6%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall100.00
Zero-gamma97.50
Put wall95.00
Spot vs zero-γ0.5% above
Dealer postureshort gamma · chases moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
20 Jul → 11 Sep · full history →
Session over session 10 Sep → 11 Sep
Expected move · monthly 18 Sep2.42%0.00 pp
Call and put wallheld their strikes
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Holding above zero-gamma (97.50) — dealer hedging dampens moves above it. The 100.00 call wall is the nearest-expiry ceiling heuristic; 95.00 is the floor. Options price ±2.4% into Sep 18. Dark-pool short volume at 18% and easing vs its 20-day. The pullback screen flagged a reclaim candidate on Aug 10.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.