ACGL Options Chain Analysis

As of previous close (2026-09-02) · OPRA historical data

Spot $98.61 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

1.06

6k P / 6k C

Put/Call (Volume)

0.61

36 P / 59 C that session

30d ATM IV

17%

annualized implied move

Call wall

$115

1k contracts

Put wall

$90

2k contracts

Tail hedging

0.7×

deep-OTM puts vs calls

What the positioning says

●Call wall at $115 (1k contracts), 17% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $90 (2k contracts), 9% below spot — the hedge floor; often acts as support.
●30-day ATM implied volatility is 17% — calm pricing; option premium is cheap.

Open interest by strike

All expiries combined. Amber lines mark the call and put walls; the dashed line is spot.

IV term structure

At-the-money implied volatility per expiry.

Volatility smile

IV by strike — expiry 2026-09-18. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-09-18	1k	4k	2.67	80
2026-10-16	107	61	0.57	11
2026-11-20	729	631	0.87	1
2026-12-18	2k	541	0.32	0
2027-03-19	2k	1k	0.63	3

Source: Cboe end-of-session option chains, summarized after each US market close and published from the following trading day — OPRA historical data. Under the OPRA plan options data becomes historical, and freely publishable, at the opening of the next trading session; data from the session in progress is never displayed or served here. Open interest is exchange-reported once a day. Research, not investment advice.