IntraAlpha
Create free account Start free

Aclaris Therapeutics, Inc. Common Stock ACRS

i

Market dataready · fetched 2026-11-12T02:50:12.542Z

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 · 2026-11-11T22:29:13.96908094Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:42:28.063261+00:00

Share price$4.42
1D+7.2%
AH$4.01$4.11$4.22$4.32$4.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACRS
Sold putSold callAH

Aclaris Therapeutics, Inc. Common Stock options

Live interpolated ACRS call and put midpoint premiums by absolute delta.Aclaris Therapeutics, Inc. Common Stock$0.16$0.85$1.54$2.24$2.93$1.63$3.01$4.40$5.79$7.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive ACRS spot · $4.42ACRS PRICE$0.39$0.42$0.44$0.46$0.49$0.51$0.23$0.29$0.35$0.44$0.55$0.65$0.75$0.86$1.07$1.48$1.92$2.73
Puts——
Calls——
Skew——
Implied moveBearish±$1.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.38124.0%28.9%
25Δ3.64116.6%24.3%
30Δ3.91109.3%19.6%
35Δ4.12106.1%16.7%
40Δ4.31105.1%14.8%
45Δ4.50104.2%12.9%
50Δ4.7686.6%16.6%4.69103.2%11.0%
55Δ4.6379.5%14.1%4.88102.3%9.0%
60Δ4.4972.4%11.5%5.16106.4%7.5%
65Δ4.3565.2%9.0%5.60119.6%6.8%
70Δ4.2258.1%6.4%6.08133.3%6.0%
75Δ4.0851.0%3.9%6.93152.2%5.1%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.38
IV
124.0%
B/E move
28.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.64
IV
116.6%
B/E move
24.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.91
IV
109.3%
B/E move
19.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.12
IV
106.1%
B/E move
16.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.31
IV
105.1%
B/E move
14.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.50
IV
104.2%
B/E move
12.9%

50Δ

Calls
Pseudo strike
4.76
IV
86.6%
B/E move
16.6%
Puts
Pseudo strike
4.69
IV
103.2%
B/E move
11.0%

55Δ

Calls
Pseudo strike
4.63
IV
79.5%
B/E move
14.1%
Puts
Pseudo strike
4.88
IV
102.3%
B/E move
9.0%

60Δ

Calls
Pseudo strike
4.49
IV
72.4%
B/E move
11.5%
Puts
Pseudo strike
5.16
IV
106.4%
B/E move
7.5%

65Δ

Calls
Pseudo strike
4.35
IV
65.2%
B/E move
9.0%
Puts
Pseudo strike
5.60
IV
119.6%
B/E move
6.8%

70Δ

Calls
Pseudo strike
4.22
IV
58.1%
B/E move
6.4%
Puts
Pseudo strike
6.08
IV
133.3%
B/E move
6.0%

75Δ

Calls
Pseudo strike
4.08
IV
51.0%
B/E move
3.9%
Puts
Pseudo strike
6.93
IV
152.2%
B/E move
5.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend144.81%
Daily close
ACRS81.5%161.6%241.8%2026-08-13: 105.88%2026-08-14: 92.52%2026-08-17: 106.86%2026-08-18: 116.47%2026-08-21: 101.12%2026-08-24: 97.30%2026-08-25: 118.45%2026-08-26: 104.40%2026-08-27: 101.82%2026-08-28: 102.39%2026-08-31: 105.61%2026-09-01: 102.55%2026-09-02: 111.16%2026-09-03: 102.75%2026-09-04: 147.13%2026-09-08: 147.94%2026-09-10: 169.22%2026-09-11: 154.11%2026-09-14: 197.02%2026-09-15: 230.71%2026-09-18: 103.35%2026-09-21: 154.94%2026-09-22: 129.70%2026-09-23: 128.99%2026-09-24: 157.77%2026-09-25: 144.30%2026-09-28: 130.38%2026-09-29: 117.66%2026-09-30: 129.75%2026-10-01: 151.44%2026-10-02: 154.12%2026-10-05: 157.57%2026-10-07: 198.75%2026-10-08: 158.53%2026-10-16: 176.09%2026-10-19: 196.41%2026-10-20: 213.97%2026-10-21: 198.29%2026-10-22: 179.75%2026-10-23: 184.80%2026-10-26: 184.41%2026-10-27: 216.67%2026-10-28: 211.62%2026-10-29: 204.23%2026-10-30: 144.81%Aug 13Sep 22Oct 30
45 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
105.88%
92.52%
106.86%
116.47%
101.12%
97.30%
118.45%
104.40%
101.82%
102.39%
105.61%
102.55%
111.16%
102.75%
147.13%
147.94%
169.22%
154.11%
197.02%
230.71%
103.35%
154.94%
129.70%
128.99%
157.77%
144.30%
130.38%
117.66%
129.75%
151.44%
154.12%
157.57%
198.75%
158.53%
176.09%
196.41%
213.97%
198.29%
179.75%
184.80%
184.41%
216.67%
211.62%
204.23%
144.81%