Unclassified
ARCC options and signal
Figures as of 28 Sep 2026
The options figures are from the close on 28 Sep 2026. The model's figures are from 25 Sep 2026, one trading day behind the latest, as the Free plan shows them. Every model figure is paper trading.
Membership gets tonight's signals the night they publish. Free gets every options screen, never delayed, and the signals one trading day behind.
At a glance
| Figure | Value | Date |
|---|---|---|
| Priced move to 16 Oct | 4.0% down, 4.0% up | 28 Sep |
| Call wall and put wall | 20 and 19 | 28 Sep |
| Signal and the desk's view | No signal, view bullish | 25 Sep |
Options Snapshot
ARCC's at the money implied volatility is 17.9 percent on 28 Sep 2026.
| Figure | Value |
|---|---|
| IV rank | Not stated, 0 weeks of record |
| At the money IV | 17.9%, near month, 18 days |
| Put/call ratio, open interest | 1.02 |
| Call open interest, strikes captured near the price | 43,800 contracts |
| Put open interest, strikes captured near the price | 44,800 contracts |
| Cost to trade at the money | Fair, 38.6% of the option's mid price |
From the option chain at the close on 28 Sep 2026. Current on every plan.
Open Options Snapshot in RingMasterThe Options Snapshot guide
Priced Range
On 28 Sep 2026, ARCC options priced a move of 4.0 percent down and 4.0 percent up by 16 Oct 2026.
| Expiry | Days | Down | Up | Range |
|---|---|---|---|---|
| 16 Oct 2026 | 18 | 4.0% | 4.0% | 18.37 to 19.89 |
| 20 Nov 2026 | 53 | 8.1% | 6.6% | 17.59 to 20.40 |
| 18 Dec 2026 | 81 | 13.6% | 8.2% | 16.52 to 20.70 |
| 15 Jan 2027 | 109 | 13.7% | 8.9% | 16.51 to 20.84 |
| 19 Mar 2027 | 172 | 19.5% | 14.4% | 15.40 to 21.89 |
The range is one standard deviation either side of the close of 19.13, as the option prices imply it.
A priced move restates option prices at the close and says nothing certain about where the price goes.
Thin quote at that expiry; its neighbours' reading stands in.
From the option chain at the close on 28 Sep 2026. Current on every plan.
Gamma Map
On 28 Sep 2026, ARCC's call wall is the 20 strike and its put wall is the 19 strike.
| Figure | Value |
|---|---|
| Call wall, most open call gamma | 20 |
| Put wall, most open put gamma | 19 |
| Net dollar gamma, calls minus puts | $854,548 |
| Total dollar gamma, both sides | $4.72 million |
| Close | 19.13 |
Dollar gamma is stated for a one percent move in the price.
Net is calls minus puts under the standard convention, not a record of who holds the contracts.
Net gamma changes sign at 2 strikes, so no single flip strike is named.
From the option chain at the close on 28 Sep 2026. Current on every plan.
Volatility Weather
On 28 Sep 2026, ARCC's at the money IV runs from 17.9 percent at 18 days to 21.0 percent at 172 days.
| Days to expiry | At the money IV |
|---|---|
| 18 | 17.9% |
| 53 | 21.6% |
| 81 | 21.5% |
| 109 | 22.4% |
| 172 | 21.0% |
Far expiries price more volatility than near ones, an upward sloping term structure.
From the option chain at the close on 28 Sep 2026. Current on every plan.
Open Volatility Weather in RingMasterThe Volatility Weather guide
Volatility Smile
On 28 Sep 2026, at the 53 day expiry, ARCC's IV ten percent below the price sits 4.0 points above at the money IV.
| Strike area | Implied volatility | Against at the money |
|---|---|---|
| 10% below the price | 25.6% | +4.0 points |
| At the money | 21.6% | 0.0 points |
| 10% above the price | 17.4% | -4.2 points |
From the option chain at the close on 28 Sep 2026. Current on every plan.
Open Volatility Smile in RingMasterThe Volatility Smile guide
Volatility Surface
On 28 Sep 2026, ARCC's surface spans 5 expiries out to 172 days, with IV from 17.4 to 50.5 percent near the price.
| Figure | Value |
|---|---|
| Expiries captured | 5 |
| Nearest expiry | 16 Oct 2026, 18 days |
| Farthest expiry | 19 Mar 2027, 172 days |
| Points within 10% of the price, 7 days out or more | 20 |
| Lowest IV among them | 17.4% |
| Highest IV among them | 50.5% |
From the option chain at the close on 28 Sep 2026. Current on every plan.
Open Volatility Surface in RingMasterThe Volatility Surface guide
Expiry Ladder
On 28 Sep 2026, ARCC has 5 captured expiries, from 16 Oct 2026 to 19 Mar 2027.
| Expiry | Days | At the money IV | Call open interest | Put open interest |
|---|---|---|---|---|
| 16 Oct 2026 | 18 | 17.9% | 3,432 | 3,227 |
| 20 Nov 2026 | 53 | 21.6% | 1,902 | 1,399 |
| 18 Dec 2026 | 81 | 21.5% | 11,075 | 11,081 |
| 15 Jan 2027 | 109 | 22.4% | 25,158 | 25,682 |
| 19 Mar 2027 | 172 | 21.0% | 2,263 | 3,416 |
Open interest is summed over the strikes captured near the price on each expiry.
From the option chain at the close on 28 Sep 2026. Current on every plan.
Strike Table
On 28 Sep 2026, ARCC's largest open interest sits at the 20 strike, with 24,684 contracts across the captured expiries.
| Strike | Call open interest | Put open interest | Total |
|---|---|---|---|
| 20 | 21,729 | 2,955 | 24,684 |
| 19 | 3,884 | 7,453 | 11,337 |
| 22 | 10,061 | 616 | 10,677 |
| 15 | 27 | 9,786 | 9,813 |
| 16 | 1 | 8,182 | 8,183 |
| 18 | 494 | 7,422 | 7,916 |
From the option chain at the close on 28 Sep 2026. Current on every plan.
Changed Hands
On 28 Sep 2026, 2,737 ARCC option contracts traded.
| Figure | Value |
|---|---|
| Calls traded | 659 |
| Puts traded | 2,078 |
| Open interest, whole chain | 104,585 contracts |
| Volume to open interest | 0.03 |
| Unusual volume flag | No |
Traded volume and open interest are shown side by side and never combined. Open interest changes cannot identify buyers or sellers.
From the option chain at the close on 28 Sep 2026. Current on every plan.
Read-out
On 25 Sep 2026 the desk's view of ARCC was bullish, paper trading.
| Figure | Value |
|---|---|
| Side | Bullish at 45 trading days, no signal |
| Strategy family | Bull call spread (buy a call spread) |
| Price target | None. The desk has no price model. |
The levels are prices the shares turned at on the chart, with the date of each.
Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.
Rank by Timeframe
On 25 Sep 2026 ARCC sat at the 91st percentile of the model's 45 trading day ranking, paper trading.
| Timeframe | Percentile | Side |
|---|---|---|
| 10 trading days | 54 of 100 | Neutral |
| 20 trading days | 83 of 100 | Bullish |
| 45 trading days | 91 of 100 | Bullish |
100 is the top of the ranking. A name in the middle three fifths is neutral.
Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.
Open Rank by Timeframe in RingMasterThe Rank by Timeframe guide
Timeframe Agreement
On 25 Sep 2026, 2 of 3 timeframes put ARCC on the bullish side, paper trading.
| Group | Timeframes | Side | On that side |
|---|---|---|---|
| Near | 10 day, 20 day | Bullish | 1 of 2 |
| Long | 45 day | Bullish | 1 of 1 |
Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.
Open Timeframe Agreement in RingMasterThe Timeframe Agreement guide
Signal History
On 25 Sep 2026 ARCC had carried no signal for 1 trading day, paper trading.
| Trading day | Signal | 45 day percentile |
|---|---|---|
| 25 Sep 2026 | None | 91 of 100 |
Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.
Sector Split
On 25 Sep 2026, 4 of 6 Unclassified names were bullish and 1 were bearish, paper trading.
| Sector | Names | Bullish | Bearish | Neutral |
|---|---|---|---|---|
| Unclassified | 6 | 4 | 1 | 1 |
Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.
Questions
- What is ARCC's IV rank?
- ARCC's at the money implied volatility is 17.9 percent on 28 Sep 2026.
- What move are ARCC options pricing?
- On 28 Sep 2026, ARCC options priced a move of 4.0 percent down and 4.0 percent up by 16 Oct 2026.
- Where are ARCC's call wall and put wall?
- On 28 Sep 2026, ARCC's call wall is the 20 strike and its put wall is the 19 strike.
- What was the desk's latest view of ARCC on the Free plan?
- On 25 Sep 2026 the desk's view of ARCC was bullish, paper trading.
More Unclassified names
Guides and the full list
- Every covered stock, fund and index, A to Z
- Reading the options suite
- Options for beginners
- How Trade Cards work
- Words the desk uses
Membership gets tonight's signals the night they publish. Free gets every options screen, never delayed, and the signals one trading day behind.