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Ares Commercial Real Estate Corporation ACRE

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Market datapartial · fetched 2026-10-23T20:00:06.098Z

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 · 2026-10-23T20:00:02.884484626Z

FundamentalsAlpha Vantage · unavailable

Share price$3.35
1D+2.9%
AH$3.19$3.23$3.28$3.32$3.365:30 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$0.05$1.12$2.20$3.27$4.35$0.62$1.63$2.64$3.64$4.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACRE spot · $3.35ACRE PRICE$0.17$0.22$0.28$0.33$0.39$0.45$0.50$0.56$0.61$0.67$0.73$0.78$0.84$0.63$1.01$1.38$1.76$2.14$2.52$2.90$3.28$3.66$4.04
PutsExpensive3.87×
CallsExpensive1.73×
SkewBearish+153.78 pp
Implied moveBearish±$3.02
TiltBearish56.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.6193.0%42.5%
25Δ4.4593.9%39.5%2.81232.8%34.7%
30Δ4.2994.8%36.5%3.28237.1%32.0%
35Δ4.1495.7%33.6%3.75241.4%29.3%
40Δ3.9896.6%30.6%4.22245.7%26.5%
45Δ3.8397.5%27.6%4.70250.0%23.8%
50Δ3.6798.4%24.6%5.17254.3%21.0%
55Δ3.5299.2%21.7%5.64258.6%18.3%
60Δ3.36100.1%18.7%6.11262.9%15.6%
65Δ3.21101.0%15.7%6.58267.2%12.8%
70Δ3.05101.9%12.8%7.05271.5%10.1%
75Δ2.90102.8%9.8%
80Δ2.74103.7%6.8%

20Δ

Calls
Pseudo strike
4.61
IV
93.0%
B/E move
42.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.45
IV
93.9%
B/E move
39.5%
Puts
Pseudo strike
2.81
IV
232.8%
B/E move
34.7%

30Δ

Calls
Pseudo strike
4.29
IV
94.8%
B/E move
36.5%
Puts
Pseudo strike
3.28
IV
237.1%
B/E move
32.0%

35Δ

Calls
Pseudo strike
4.14
IV
95.7%
B/E move
33.6%
Puts
Pseudo strike
3.75
IV
241.4%
B/E move
29.3%

40Δ

Calls
Pseudo strike
3.98
IV
96.6%
B/E move
30.6%
Puts
Pseudo strike
4.22
IV
245.7%
B/E move
26.5%

45Δ

Calls
Pseudo strike
3.83
IV
97.5%
B/E move
27.6%
Puts
Pseudo strike
4.70
IV
250.0%
B/E move
23.8%

50Δ

Calls
Pseudo strike
3.67
IV
98.4%
B/E move
24.6%
Puts
Pseudo strike
5.17
IV
254.3%
B/E move
21.0%

55Δ

Calls
Pseudo strike
3.52
IV
99.2%
B/E move
21.7%
Puts
Pseudo strike
5.64
IV
258.6%
B/E move
18.3%

60Δ

Calls
Pseudo strike
3.36
IV
100.1%
B/E move
18.7%
Puts
Pseudo strike
6.11
IV
262.9%
B/E move
15.6%

65Δ

Calls
Pseudo strike
3.21
IV
101.0%
B/E move
15.7%
Puts
Pseudo strike
6.58
IV
267.2%
B/E move
12.8%

70Δ

Calls
Pseudo strike
3.05
IV
101.9%
B/E move
12.8%
Puts
Pseudo strike
7.05
IV
271.5%
B/E move
10.1%

75Δ

Calls
Pseudo strike
2.90
IV
102.8%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.74
IV
103.7%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations