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ACRES Commercial Realty Corp. ACR

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-11-11T14:00:48.788Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T00:00:00.003749969Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:00:47.918931+00:00

Share price$11.04
1D-4.7%
AH$10.94$11.13$11.32$11.51$11.705:30 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.$0.63$1.21$1.78$2.36$2.93$7.02$9.02$11.03$13.03$15.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ACR spot · $11.04ACR PRICE$0.70$0.89$1.08$1.28$1.40$1.45$1.51$1.56$1.61$2.14$2.76$0.92$0.95$0.99$1.03$1.09$1.15$1.20$1.26$1.32$1.38$1.43$1.49$1.55
PutsExpensive1.18×
Calls——
Skew——
Implied moveBullish±$2.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.94181.2%36.4%
25Δ8.80152.0%28.9%
30Δ14.76123.4%40.0%9.66122.7%21.4%
35Δ14.12126.6%35.9%10.16106.8%17.4%
40Δ13.47129.8%31.8%10.4299.5%15.5%
45Δ12.82133.1%27.7%10.6792.2%13.7%
50Δ12.23128.3%23.5%10.9384.9%11.9%
55Δ11.70115.5%19.2%11.1977.7%10.1%
60Δ11.17102.7%14.8%11.4570.4%8.2%
65Δ10.6389.9%10.5%11.7163.1%6.4%
70Δ10.1077.1%6.1%11.9655.8%4.6%
75Δ9.4385.3%4.7%12.2248.5%2.8%
80Δ8.7298.4%4.0%12.4841.2%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.94
IV
181.2%
B/E move
36.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.80
IV
152.0%
B/E move
28.9%

30Δ

Calls
Pseudo strike
14.76
IV
123.4%
B/E move
40.0%
Puts
Pseudo strike
9.66
IV
122.7%
B/E move
21.4%

35Δ

Calls
Pseudo strike
14.12
IV
126.6%
B/E move
35.9%
Puts
Pseudo strike
10.16
IV
106.8%
B/E move
17.4%

40Δ

Calls
Pseudo strike
13.47
IV
129.8%
B/E move
31.8%
Puts
Pseudo strike
10.42
IV
99.5%
B/E move
15.5%

45Δ

Calls
Pseudo strike
12.82
IV
133.1%
B/E move
27.7%
Puts
Pseudo strike
10.67
IV
92.2%
B/E move
13.7%

50Δ

Calls
Pseudo strike
12.23
IV
128.3%
B/E move
23.5%
Puts
Pseudo strike
10.93
IV
84.9%
B/E move
11.9%

55Δ

Calls
Pseudo strike
11.70
IV
115.5%
B/E move
19.2%
Puts
Pseudo strike
11.19
IV
77.7%
B/E move
10.1%

60Δ

Calls
Pseudo strike
11.17
IV
102.7%
B/E move
14.8%
Puts
Pseudo strike
11.45
IV
70.4%
B/E move
8.2%

65Δ

Calls
Pseudo strike
10.63
IV
89.9%
B/E move
10.5%
Puts
Pseudo strike
11.71
IV
63.1%
B/E move
6.4%

70Δ

Calls
Pseudo strike
10.10
IV
77.1%
B/E move
6.1%
Puts
Pseudo strike
11.96
IV
55.8%
B/E move
4.6%

75Δ

Calls
Pseudo strike
9.43
IV
85.3%
B/E move
4.7%
Puts
Pseudo strike
12.22
IV
48.5%
B/E move
2.8%

80Δ

Calls
Pseudo strike
8.72
IV
98.4%
B/E move
4.0%
Puts
Pseudo strike
12.48
IV
41.2%
B/E move
1.0%

Options history

IV · four-Friday blend89.64%
Daily close
ACR58.1%115.9%173.6%2026-08-14: 112.99%2026-08-17: 110.00%2026-08-18: 138.99%2026-08-19: 136.10%2026-08-20: 113.85%2026-08-21: 76.48%2026-08-24: 78.60%2026-08-26: 82.34%2026-09-01: 102.23%2026-09-02: 83.09%2026-09-03: 81.43%2026-09-04: 81.09%2026-09-08: 66.11%2026-09-10: 100.72%2026-09-18: 72.68%2026-09-22: 77.75%2026-09-23: 75.46%2026-09-29: 97.61%2026-09-30: 96.51%2026-10-01: 99.60%2026-10-02: 102.23%2026-10-06: 112.50%2026-10-09: 122.82%2026-10-12: 141.83%2026-10-13: 151.66%2026-10-14: 165.61%2026-10-19: 89.90%2026-10-20: 90.85%2026-10-21: 101.83%2026-10-22: 104.80%2026-10-23: 95.93%2026-10-26: 99.21%2026-10-27: 92.86%2026-10-28: 89.36%2026-10-29: 88.47%2026-10-30: 89.64%Aug 14Sep 29Oct 30
36 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
112.99%
110.00%
138.99%
136.10%
113.85%
76.48%
78.60%
82.34%
102.23%
83.09%
81.43%
81.09%
66.11%
100.72%
72.68%
77.75%
75.46%
97.61%
96.51%
99.60%
102.23%
112.50%
122.82%
141.83%
151.66%
165.61%
89.90%
90.85%
101.83%
104.80%
95.93%
99.21%
92.86%
89.36%
88.47%
89.64%