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Aclaris Therapeutics Inc ACRS

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-24T04:25:06.624Z

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 · 2026-10-23T20:00:00.074561304Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:25:06.534482+00:00

Share price$3.75
1D+1.4%
AH$3.67$3.72$3.76$3.81$3.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACRS
Sold putSold callAH

Aclaris Therapeutics Inc options

Live interpolated ACRS call and put midpoint premiums by absolute delta.Aclaris Therapeutics Inc$0.25$0.97$1.69$2.41$3.13$1.37$2.75$4.14$5.53$6.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACRS spot · $3.75ACRS PRICE$0.38$0.41$0.45$0.89$1.05$0.62$0.74$0.87$0.99$1.11$1.45$0.32$0.34$0.45$0.57$0.68$0.80$1.06$1.37$1.68$1.99$2.30$2.61$2.92
PutsFair0.96×
CallsExpensive1.60×
SkewBullish-82.64 pp
Implied moveBalanced±$2.11
TiltBearish31.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.68225.6%37.2%
25Δ3.07167.7%27.1%
30Δ7.70278.9%115.6%3.29167.8%24.4%
35Δ6.41242.4%82.0%3.51167.9%21.6%
40Δ5.12205.9%48.4%3.73168.0%18.8%
45Δ9.94462.7%188.8%3.94168.1%16.0%
50Δ9.23486.7%174.1%4.28168.2%14.1%
55Δ3.95172.2%22.1%4.65168.3%12.4%
60Δ3.72176.1%19.2%5.03168.4%10.8%
65Δ3.49180.1%16.3%5.40168.5%9.1%
70Δ3.26184.0%13.3%5.77168.6%7.5%
75Δ3.03188.0%10.4%6.14168.7%5.8%
80Δ2.65231.0%9.3%6.52168.8%4.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.68
IV
225.6%
B/E move
37.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.07
IV
167.7%
B/E move
27.1%

30Δ

Calls
Pseudo strike
7.70
IV
278.9%
B/E move
115.6%
Puts
Pseudo strike
3.29
IV
167.8%
B/E move
24.4%

35Δ

Calls
Pseudo strike
6.41
IV
242.4%
B/E move
82.0%
Puts
Pseudo strike
3.51
IV
167.9%
B/E move
21.6%

40Δ

Calls
Pseudo strike
5.12
IV
205.9%
B/E move
48.4%
Puts
Pseudo strike
3.73
IV
168.0%
B/E move
18.8%

45Δ

Calls
Pseudo strike
9.94
IV
462.7%
B/E move
188.8%
Puts
Pseudo strike
3.94
IV
168.1%
B/E move
16.0%

50Δ

Calls
Pseudo strike
9.23
IV
486.7%
B/E move
174.1%
Puts
Pseudo strike
4.28
IV
168.2%
B/E move
14.1%

55Δ

Calls
Pseudo strike
3.95
IV
172.2%
B/E move
22.1%
Puts
Pseudo strike
4.65
IV
168.3%
B/E move
12.4%

60Δ

Calls
Pseudo strike
3.72
IV
176.1%
B/E move
19.2%
Puts
Pseudo strike
5.03
IV
168.4%
B/E move
10.8%

65Δ

Calls
Pseudo strike
3.49
IV
180.1%
B/E move
16.3%
Puts
Pseudo strike
5.40
IV
168.5%
B/E move
9.1%

70Δ

Calls
Pseudo strike
3.26
IV
184.0%
B/E move
13.3%
Puts
Pseudo strike
5.77
IV
168.6%
B/E move
7.5%

75Δ

Calls
Pseudo strike
3.03
IV
188.0%
B/E move
10.4%
Puts
Pseudo strike
6.14
IV
168.7%
B/E move
5.8%

80Δ

Calls
Pseudo strike
2.65
IV
231.0%
B/E move
9.3%
Puts
Pseudo strike
6.52
IV
168.8%
B/E move
4.1%

Options history

ACRS81.46161.62241.772026-07-27: 130.69%2026-07-28: 130.07%2026-07-29: 126.43%2026-07-30: 112.18%2026-07-31: 113.10%2026-08-03: 115.63%2026-08-04: 112.46%2026-08-05: 117.54%2026-08-06: 117.27%2026-08-07: 114.19%2026-08-10: 105.80%2026-08-11: 99.54%2026-08-12: 95.05%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%Jul 27Oct 23
Table
DateIV
130.69%
130.07%
126.43%
112.18%
113.10%
115.63%
112.46%
117.54%
117.27%
114.19%
105.80%
99.54%
95.05%
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%