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ACRES Commercial Realty Corp. ACR

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Market datapartial · fetched 2026-10-22T04:21:22.352Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.002861219Z

FundamentalsAlpha Vantage · unavailable

Share price$10.48
1D+0.6%
AH$10.24$10.35$10.46$10.57$10.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACR
Sold putSold callAH

ACRES Commercial Realty Corp. options

Live interpolated ACR call and put midpoint premiums by absolute delta.ACRES Commercial Realty Corp.$0.48$2.31$4.15$5.98$7.82$5.96$9.02$12.07$15.13$18.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACR spot · $10.48ACR PRICE$0.67$0.89$1.11$1.53$1.95$1.95$1.95$1.89$1.80$1.95$2.36$2.78$3.19$1.11$0.92$0.72$0.83$1.10$1.38$1.65$1.92$2.19$2.52$4.25$7.29
PutsExpensive1.74×
CallsExpensive3.43×
SkewBullish-106.56 pp
Implied moveBullish±$3.33
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.77191.4%85.6%
25Δ19.23222.5%92.0%8.21204.0%32.3%
30Δ19.69253.5%98.5%8.98149.2%23.1%
35Δ26.02342.0%162.9%9.7594.3%13.8%
40Δ25.11382.0%158.2%10.2578.0%10.1%
45Δ17.49299.8%85.5%10.6380.8%9.1%
50Δ13.37238.0%46.2%11.0183.5%8.1%
55Δ11.73192.3%30.0%11.3886.2%7.1%
60Δ10.59149.7%18.2%11.7689.0%6.1%
65Δ9.71131.1%11.3%12.1491.7%5.1%
70Δ9.12138.1%9.6%12.5795.5%4.1%
75Δ8.53145.0%7.9%14.32124.6%3.9%
80Δ7.94152.0%6.2%17.38163.6%3.6%

20Δ

Calls
Pseudo strike
18.77
IV
191.4%
B/E move
85.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
19.23
IV
222.5%
B/E move
92.0%
Puts
Pseudo strike
8.21
IV
204.0%
B/E move
32.3%

30Δ

Calls
Pseudo strike
19.69
IV
253.5%
B/E move
98.5%
Puts
Pseudo strike
8.98
IV
149.2%
B/E move
23.1%

35Δ

Calls
Pseudo strike
26.02
IV
342.0%
B/E move
162.9%
Puts
Pseudo strike
9.75
IV
94.3%
B/E move
13.8%

40Δ

Calls
Pseudo strike
25.11
IV
382.0%
B/E move
158.2%
Puts
Pseudo strike
10.25
IV
78.0%
B/E move
10.1%

45Δ

Calls
Pseudo strike
17.49
IV
299.8%
B/E move
85.5%
Puts
Pseudo strike
10.63
IV
80.8%
B/E move
9.1%

50Δ

Calls
Pseudo strike
13.37
IV
238.0%
B/E move
46.2%
Puts
Pseudo strike
11.01
IV
83.5%
B/E move
8.1%

55Δ

Calls
Pseudo strike
11.73
IV
192.3%
B/E move
30.0%
Puts
Pseudo strike
11.38
IV
86.2%
B/E move
7.1%

60Δ

Calls
Pseudo strike
10.59
IV
149.7%
B/E move
18.2%
Puts
Pseudo strike
11.76
IV
89.0%
B/E move
6.1%

65Δ

Calls
Pseudo strike
9.71
IV
131.1%
B/E move
11.3%
Puts
Pseudo strike
12.14
IV
91.7%
B/E move
5.1%

70Δ

Calls
Pseudo strike
9.12
IV
138.1%
B/E move
9.6%
Puts
Pseudo strike
12.57
IV
95.5%
B/E move
4.1%

75Δ

Calls
Pseudo strike
8.53
IV
145.0%
B/E move
7.9%
Puts
Pseudo strike
14.32
IV
124.6%
B/E move
3.9%

80Δ

Calls
Pseudo strike
7.94
IV
152.0%
B/E move
6.2%
Puts
Pseudo strike
17.38
IV
163.6%
B/E move
3.6%

Options history

No recorded observations