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Ares Commercial Real Estate Corporation ACRE

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Market datapartial · fetched 2026-10-22T21:41:19.113Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-22T20:10:00.002673573Z

FundamentalsAlpha Vantage · unavailable

Share price$3.26
1D+1.3%
AH$3.20$3.24$3.27$3.31$3.345:30 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$0.01$1.16$2.30$3.45$4.59$0.48$1.73$2.98$4.23$5.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACRE spot · $3.26ACRE PRICE$0.13$0.18$0.22$0.26$0.31$0.35$0.39$0.44$0.48$0.52$0.57$0.61$0.65$0.58$0.96$1.34$1.73$2.11$2.49$2.88$3.26$3.64$4.03$4.26
PutsExpensive2.14×
CallsCheap0.71×
SkewBearish+84.45 pp
Implied moveBearish±$2.89
TiltBearish68.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.6343.3%46.3%
25Δ4.4942.5%43.2%2.75111.1%33.3%
30Δ4.3541.7%40.1%3.23113.5%30.5%
35Δ4.2040.9%37.1%3.70115.9%27.6%
40Δ4.0640.0%34.0%4.18118.3%24.8%
45Δ3.9239.2%30.9%4.66120.7%21.9%
50Δ3.7738.4%27.8%5.13123.1%19.1%
55Δ3.6337.5%24.7%5.61125.5%16.2%
60Δ3.4936.7%21.6%6.08127.9%13.4%
65Δ3.3435.9%18.6%6.56130.3%10.5%
70Δ3.2035.0%15.5%7.04132.7%7.7%
75Δ3.0634.2%12.4%7.36131.8%4.8%
80Δ2.9133.4%9.3%

20Δ

Calls
Pseudo strike
4.63
IV
43.3%
B/E move
46.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.49
IV
42.5%
B/E move
43.2%
Puts
Pseudo strike
2.75
IV
111.1%
B/E move
33.3%

30Δ

Calls
Pseudo strike
4.35
IV
41.7%
B/E move
40.1%
Puts
Pseudo strike
3.23
IV
113.5%
B/E move
30.5%

35Δ

Calls
Pseudo strike
4.20
IV
40.9%
B/E move
37.1%
Puts
Pseudo strike
3.70
IV
115.9%
B/E move
27.6%

40Δ

Calls
Pseudo strike
4.06
IV
40.0%
B/E move
34.0%
Puts
Pseudo strike
4.18
IV
118.3%
B/E move
24.8%

45Δ

Calls
Pseudo strike
3.92
IV
39.2%
B/E move
30.9%
Puts
Pseudo strike
4.66
IV
120.7%
B/E move
21.9%

50Δ

Calls
Pseudo strike
3.77
IV
38.4%
B/E move
27.8%
Puts
Pseudo strike
5.13
IV
123.1%
B/E move
19.1%

55Δ

Calls
Pseudo strike
3.63
IV
37.5%
B/E move
24.7%
Puts
Pseudo strike
5.61
IV
125.5%
B/E move
16.2%

60Δ

Calls
Pseudo strike
3.49
IV
36.7%
B/E move
21.6%
Puts
Pseudo strike
6.08
IV
127.9%
B/E move
13.4%

65Δ

Calls
Pseudo strike
3.34
IV
35.9%
B/E move
18.6%
Puts
Pseudo strike
6.56
IV
130.3%
B/E move
10.5%

70Δ

Calls
Pseudo strike
3.20
IV
35.0%
B/E move
15.5%
Puts
Pseudo strike
7.04
IV
132.7%
B/E move
7.7%

75Δ

Calls
Pseudo strike
3.06
IV
34.2%
B/E move
12.4%
Puts
Pseudo strike
7.36
IV
131.8%
B/E move
4.8%

80Δ

Calls
Pseudo strike
2.91
IV
33.4%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations