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APOLLO COMMERCIAL REAL ESTATE FINANCE, INC. ARI

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-10-30T00:14:12.513Z

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 · 2026-10-29T23:32:06.444992653Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-30T00:14:11.648327+00:00

Share price$6.48
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.$1.10$2.49$3.89$5.28$6.67$0.63$3.54$6.44$9.35$12.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARI spot · $6.48ARI PRICE$1.25$1.36$1.47$1.58$1.70$1.81$1.92$2.82$3.29$3.76$4.23$6.27
PutsExpensive5.32×
CallsExpensive5.88×
SkewBearish+3.15 pp
Implied moveBearish±$4.65
TiltBearish29.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ11.83246.1%101.9%7.85201.5%22.4%
50Δ10.82228.8%87.9%8.52196.6%19.3%
55Δ9.80211.6%73.9%9.19191.7%16.2%
60Δ8.78194.3%60.0%9.86186.8%13.1%
65Δ7.76177.0%46.0%12.01210.7%11.5%
70Δ6.75159.8%32.0%
75Δ5.73142.5%18.1%
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
246.1%
B/E move
101.9%
Puts
Pseudo strike
7.85
IV
201.5%
B/E move
22.4%

50Δ

Calls
Pseudo strike
10.82
IV
228.8%
B/E move
87.9%
Puts
Pseudo strike
8.52
IV
196.6%
B/E move
19.3%

55Δ

Calls
Pseudo strike
9.80
IV
211.6%
B/E move
73.9%
Puts
Pseudo strike
9.19
IV
191.7%
B/E move
16.2%

60Δ

Calls
Pseudo strike
8.78
IV
194.3%
B/E move
60.0%
Puts
Pseudo strike
9.86
IV
186.8%
B/E move
13.1%

65Δ

Calls
Pseudo strike
7.76
IV
177.0%
B/E move
46.0%
Puts
Pseudo strike
12.01
IV
210.7%
B/E move
11.5%

70Δ

Calls
Pseudo strike
6.75
IV
159.8%
B/E move
32.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.73
IV
142.5%
B/E move
18.1%
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