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Ares Commercial Real Estate Corporation ACRE

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-11-12T01:48:06.921Z

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 · 2026-11-12T00:00:00.001731417Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:43:18.233710+00:00

Share price$3.61
1D+0.6%
AH$3.50$3.54$3.58$3.62$3.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACRE
Sold putSold callAH

Ares Commercial Real Estate Corporation options

Live interpolated ACRE call and put midpoint premiums by absolute delta.Ares Commercial Real Estate Corporation$0.10$0.96$1.82$2.68$3.54$1.07$2.19$3.32$4.45$5.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACRE spot · $3.61ACRE PRICE$0.20$0.27$0.33$0.40$0.47$0.54$0.61$0.68$0.75$0.82$0.89$0.96$1.02$0.43$0.67$0.91$1.15$1.39$1.62$1.86$2.10$2.34$2.58$2.82$3.06$3.30
PutsExpensive2.88×
CallsExpensive1.91×
SkewBearish+50.18 pp
Implied moveBearish±$2.47
TiltBearish50.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.05159.0%100.8%2.58216.7%40.5%
25Δ6.73154.8%93.8%2.92211.2%37.7%
30Δ6.41150.6%86.8%3.26205.8%35.0%
35Δ6.09146.4%79.8%3.59200.3%32.2%
40Δ5.77142.1%72.8%3.93194.8%29.4%
45Δ5.45137.9%65.9%4.27189.3%26.7%
50Δ5.13133.7%58.9%4.61183.9%23.9%
55Δ4.80129.5%51.9%4.95178.4%21.1%
60Δ4.48125.3%44.9%5.29172.9%18.4%
65Δ4.16121.0%37.9%5.63167.5%15.6%
70Δ3.84116.8%31.0%5.97162.0%12.8%
75Δ3.52112.6%24.0%6.30156.5%10.0%
80Δ3.20108.4%17.0%6.64151.1%7.3%

20Δ

Calls
Pseudo strike
7.05
IV
159.0%
B/E move
100.8%
Puts
Pseudo strike
2.58
IV
216.7%
B/E move
40.5%

25Δ

Calls
Pseudo strike
6.73
IV
154.8%
B/E move
93.8%
Puts
Pseudo strike
2.92
IV
211.2%
B/E move
37.7%

30Δ

Calls
Pseudo strike
6.41
IV
150.6%
B/E move
86.8%
Puts
Pseudo strike
3.26
IV
205.8%
B/E move
35.0%

35Δ

Calls
Pseudo strike
6.09
IV
146.4%
B/E move
79.8%
Puts
Pseudo strike
3.59
IV
200.3%
B/E move
32.2%

40Δ

Calls
Pseudo strike
5.77
IV
142.1%
B/E move
72.8%
Puts
Pseudo strike
3.93
IV
194.8%
B/E move
29.4%

45Δ

Calls
Pseudo strike
5.45
IV
137.9%
B/E move
65.9%
Puts
Pseudo strike
4.27
IV
189.3%
B/E move
26.7%

50Δ

Calls
Pseudo strike
5.13
IV
133.7%
B/E move
58.9%
Puts
Pseudo strike
4.61
IV
183.9%
B/E move
23.9%

55Δ

Calls
Pseudo strike
4.80
IV
129.5%
B/E move
51.9%
Puts
Pseudo strike
4.95
IV
178.4%
B/E move
21.1%

60Δ

Calls
Pseudo strike
4.48
IV
125.3%
B/E move
44.9%
Puts
Pseudo strike
5.29
IV
172.9%
B/E move
18.4%

65Δ

Calls
Pseudo strike
4.16
IV
121.0%
B/E move
37.9%
Puts
Pseudo strike
5.63
IV
167.5%
B/E move
15.6%

70Δ

Calls
Pseudo strike
3.84
IV
116.8%
B/E move
31.0%
Puts
Pseudo strike
5.97
IV
162.0%
B/E move
12.8%

75Δ

Calls
Pseudo strike
3.52
IV
112.6%
B/E move
24.0%
Puts
Pseudo strike
6.30
IV
156.5%
B/E move
10.0%

80Δ

Calls
Pseudo strike
3.20
IV
108.4%
B/E move
17.0%
Puts
Pseudo strike
6.64
IV
151.1%
B/E move
7.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations