IntraAlpha
Create free account Start free

Aclaris Therapeutics, Inc. Common Stock ACRS

i

Market datapartial · fetched 2026-10-22T14:51:03.386Z

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 · 2026-10-22T14:50:44.255941086Z

FundamentalsAlpha Vantage · unavailable

Share price$3.86
1D+2.3%
$3.53$3.64$3.76$3.88$3.995:30 AM6:30 AM9:00 AM1:00 PMACRS
Sold putSold call

Aclaris Therapeutics, Inc. Common Stock options

Live interpolated ACRS call and put midpoint premiums by absolute delta.Aclaris Therapeutics, Inc. Common Stock$0.08$1.17$2.26$3.35$4.43$1.17$2.64$4.11$5.58$7.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACRS spot · $3.85ACRS PRICE$0.20$0.24$0.39$0.60$0.81$1.01$0.73$0.83$1.08$1.33$1.58$1.83$0.29$0.34$0.43$0.52$0.61$0.70$1.47$2.02$2.40$2.76$3.11$3.50$4.12
PutsExpensive1.09×
CallsExpensive1.53×
SkewBullish-47.33 pp
Implied moveBearish±$2.48
TiltBearish35.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.83192.7%34.2%
25Δ5.68149.3%52.6%3.14158.9%27.2%
30Δ5.17138.8%40.2%3.36155.3%24.0%
35Δ5.49186.3%52.6%3.57151.7%20.9%
40Δ6.23262.0%77.1%3.78148.0%17.7%
45Δ6.96337.8%101.5%3.99144.4%14.5%
50Δ7.70413.5%125.9%4.70208.7%16.2%
55Δ4.87219.8%45.1%5.28236.4%15.6%
60Δ3.74181.3%18.6%5.75236.0%13.1%
65Δ3.43209.5%17.0%6.20232.4%10.8%
70Δ3.11237.8%15.4%6.63224.9%8.5%
75Δ2.80266.1%13.8%7.11218.1%6.3%
80Δ2.49294.3%12.1%7.80215.2%4.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.83
IV
192.7%
B/E move
34.2%

25Δ

Calls
Pseudo strike
5.68
IV
149.3%
B/E move
52.6%
Puts
Pseudo strike
3.14
IV
158.9%
B/E move
27.2%

30Δ

Calls
Pseudo strike
5.17
IV
138.8%
B/E move
40.2%
Puts
Pseudo strike
3.36
IV
155.3%
B/E move
24.0%

35Δ

Calls
Pseudo strike
5.49
IV
186.3%
B/E move
52.6%
Puts
Pseudo strike
3.57
IV
151.7%
B/E move
20.9%

40Δ

Calls
Pseudo strike
6.23
IV
262.0%
B/E move
77.1%
Puts
Pseudo strike
3.78
IV
148.0%
B/E move
17.7%

45Δ

Calls
Pseudo strike
6.96
IV
337.8%
B/E move
101.5%
Puts
Pseudo strike
3.99
IV
144.4%
B/E move
14.5%

50Δ

Calls
Pseudo strike
7.70
IV
413.5%
B/E move
125.9%
Puts
Pseudo strike
4.70
IV
208.7%
B/E move
16.2%

55Δ

Calls
Pseudo strike
4.87
IV
219.8%
B/E move
45.1%
Puts
Pseudo strike
5.28
IV
236.4%
B/E move
15.6%

60Δ

Calls
Pseudo strike
3.74
IV
181.3%
B/E move
18.6%
Puts
Pseudo strike
5.75
IV
236.0%
B/E move
13.1%

65Δ

Calls
Pseudo strike
3.43
IV
209.5%
B/E move
17.0%
Puts
Pseudo strike
6.20
IV
232.4%
B/E move
10.8%

70Δ

Calls
Pseudo strike
3.11
IV
237.8%
B/E move
15.4%
Puts
Pseudo strike
6.63
IV
224.9%
B/E move
8.5%

75Δ

Calls
Pseudo strike
2.80
IV
266.1%
B/E move
13.8%
Puts
Pseudo strike
7.11
IV
218.1%
B/E move
6.3%

80Δ

Calls
Pseudo strike
2.49
IV
294.3%
B/E move
12.1%
Puts
Pseudo strike
7.80
IV
215.2%
B/E move
4.5%

Options history

ACRS196.93206.92216.912026-10-20: 215.53%2026-10-21: 198.31%Oct 20Oct 21
Table
DateIV
215.53%
198.31%