Free ACGL GEX - Live Arch Capital Group Gamma Exposure
Use free ACGL GEX to compare modeled gamma exposure by strike for Arch Capital Group. Choose one or more expirations, then review the call wall, put wall, gamma flip, and exposure in the context of underwriting, claims, pricing, and investment income.
How to use the ACGL GEX tool
Search ACGL
ACGL is already entered. Keep it or enter another ticker, then select Search.
Select expirations
Choose one or more expiration dates to include.
Generate GEX
Select Generate GEX to view the chart and key levels.
Run up to 3 free GEX calculations per day.
What is Gamma Exposure (GEX)?
Gamma Exposure represents the sensitivity of an option's delta to changes in the underlying price. Market makers hedge their gamma exposure, creating support/resistance at high GEX strikes.
Key Levels:
- Call Wall: Strike with highest positive GEX (resistance)
- Put Wall: Strike with the largest put GEX, shown as the deepest negative bar (support)
- Gamma Flip: Where total GEX changes from negative to positive
Positive GEX: Market makers sell into rallies, buy into dips (stabilizing).
Negative GEX: Market makers buy into rallies, sell into dips (amplifying moves).
Select a ticker and expiration date, then click Generate GEX to see the analysis
Key levels
ACGL GEX levels in detail
Data as of
Spot
$96.99
Call wall
$105
8.3% above spot
Put wall
$95
2.1% below spot
Gamma flip
No level
Net GEX
-$8K
negative gamma
Largest gamma by strike
- $95 -$9K
- $105 $1K
- $100 $1K
- $90 -$27
- $110 $5
Since the previous session (Oct 12)
- Spot up 0.0% ($96.98 to $96.99)
- Call wall $100 to $105
- Put wall unchanged at $95
- Net GEX -$8K to -$8K
Reviewed by the QuantWheel research team. Modeled from listed ACGL options data; not observed dealer inventory and not a forecast. Read how we compute ACGL GEX levels.
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Want to compare strikes across expirations? View the ACGL GEX heatmap.
Understanding ACGL gamma exposure
For Arch Capital Group, the relevant business context includes underwriting, claims, pricing, and investment income. The company is part of the Property and Casualty Insurance group. Use ACGL GEX to compare strike concentrations and check whether the modeled profile changes when you add or remove expirations.
New to the concept? Start with our guides to gamma in options and the options Greeks.
ACGL GEX methodology and limitations
QuantWheel calculates ACGL GEX from the selected expirations, available options data and the formula displayed in the calculator. The result summarizes modeled gamma exposure by strike.
GEX is a model output, not observed dealer inventory or a price forecast. Open interest does not identify who owns an option, and the displayed call wall, put wall and gamma flip can change when the inputs or selected expirations change.
ACGL GEX FAQ
What is ACGL GEX?
ACGL GEX estimates gamma exposure across listed ACGL options using option gamma and open interest. It helps you compare how modeled exposure is distributed by strike and expiration. ACGL GEX does not reveal actual dealer positions or predict where ACGL will trade.
How do I read the ACGL call wall and put wall?
QuantWheel labels the ACGL call wall as the strike with the largest positive modeled GEX and the ACGL put wall as the strike with the largest negative modeled GEX in your selected data. Compare both with the ACGL price and expiration choices. They are reference levels, not guaranteed support or resistance.
What is the ACGL gamma flip?
The ACGL gamma flip is the price where modeled net gamma crosses zero for the selected ACGL options data. Compare it with the current price and the shape of the strike chart. The ACGL gamma flip is a model output, not a trading signal.
Which expirations should I use for ACGL GEX?
Start with the nearest ACGL expiration to study short-dated positioning, then add later expirations to compare a broader part of the options chain. Each selection changes which ACGL contracts are included, so compare one expiration with a combined view before drawing conclusions.
Is the ACGL GEX calculator free?
Yes. You can run up to three free ACGL GEX calculations per day on the public tool. After using those calculations, continue for free in the GEX demo. Check the current QuantWheel pricing page for plan access details.