IntraAlpha
Create free account Start free

APOLLO COMMERCIAL REAL ESTATE FINANCE, INC. ARI

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-10-29T23:22:09.150Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-29T23:00:00.002668811Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-29T23:22:08.754347+00:00

Share price$6.45
1D-0.6%
AH$6.41$6.46$6.50$6.55$6.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARI
Sold putSold callAH

APOLLO COMMERCIAL REAL ESTATE FINANCE, INC. options

Live interpolated ARI call and put midpoint premiums by absolute delta.APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.$1.11$2.41$3.71$5.02$6.32$0.68$3.57$6.46$9.35$12.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARI spot · $6.45ARI PRICE$1.25$1.36$1.48$1.59$1.70$1.82$1.93$2.78$3.24$3.70$4.17$5.94
PutsExpensive5.26×
CallsExpensive5.93×
SkewBullish-0.57 pp
Implied moveBearish±$4.60
TiltBearish28.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ11.83247.5%102.8%7.79200.5%22.3%
50Δ10.80230.2%88.6%8.45195.5%19.2%
55Δ9.77213.0%74.3%9.11190.4%16.1%
60Δ8.74195.8%60.1%9.78185.4%13.1%
65Δ7.70178.5%45.8%11.67204.3%11.2%
70Δ6.67161.3%31.6%
75Δ5.64144.1%17.3%
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
11.83
IV
247.5%
B/E move
102.8%
Puts
Pseudo strike
7.79
IV
200.5%
B/E move
22.3%

50Δ

Calls
Pseudo strike
10.80
IV
230.2%
B/E move
88.6%
Puts
Pseudo strike
8.45
IV
195.5%
B/E move
19.2%

55Δ

Calls
Pseudo strike
9.77
IV
213.0%
B/E move
74.3%
Puts
Pseudo strike
9.11
IV
190.4%
B/E move
16.1%

60Δ

Calls
Pseudo strike
8.74
IV
195.8%
B/E move
60.1%
Puts
Pseudo strike
9.78
IV
185.4%
B/E move
13.1%

65Δ

Calls
Pseudo strike
7.70
IV
178.5%
B/E move
45.8%
Puts
Pseudo strike
11.67
IV
204.3%
B/E move
11.2%

70Δ

Calls
Pseudo strike
6.67
IV
161.3%
B/E move
31.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.64
IV
144.1%
B/E move
17.3%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

No recorded observations