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Erasca, Inc. Common Stock ERAS

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Market datapartial · fetched 2026-11-12T00:52:24.466Z

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: 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 · 2026-11-12T00:10:12.644195673Z

FundamentalsAlpha Vantage · unavailable

Share price$17.00
1D+7.3%
AH$15.28$15.82$16.35$16.88$17.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMERAS
Sold putSold callAH

Erasca, Inc. Common Stock options

Live interpolated ERAS call and put midpoint premiums by absolute delta.Erasca, Inc. Common Stock$0.03$3.42$6.80$10.19$13.57$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEERAS PRICE$0.40$0.50$0.67$0.85$1.00$1.11$1.25$1.46$1.66$1.87$2.32$0.52$0.72$0.86$0.99$1.30$1.60$12.60
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.37150.3%28.1%14.32152.3%18.8%
25Δ20.24140.0%22.0%14.85157.2%16.9%
30Δ19.65143.9%19.5%15.43149.8%14.3%
35Δ19.18151.8%17.9%16.02138.5%11.6%
40Δ18.62149.2%15.4%16.52143.3%10.4%
45Δ17.98139.7%12.3%17.02148.1%9.3%
50Δ17.39132.3%9.7%
55Δ16.95131.3%8.3%
60Δ16.51130.3%6.9%
65Δ16.06129.4%5.5%
70Δ15.49140.4%4.8%
75Δ
80Δ28.88313.1%4.2%

20Δ

Calls
Pseudo strike
21.37
IV
150.3%
B/E move
28.1%
Puts
Pseudo strike
14.32
IV
152.3%
B/E move
18.8%

25Δ

Calls
Pseudo strike
20.24
IV
140.0%
B/E move
22.0%
Puts
Pseudo strike
14.85
IV
157.2%
B/E move
16.9%

30Δ

Calls
Pseudo strike
19.65
IV
143.9%
B/E move
19.5%
Puts
Pseudo strike
15.43
IV
149.8%
B/E move
14.3%

35Δ

Calls
Pseudo strike
19.18
IV
151.8%
B/E move
17.9%
Puts
Pseudo strike
16.02
IV
138.5%
B/E move
11.6%

40Δ

Calls
Pseudo strike
18.62
IV
149.2%
B/E move
15.4%
Puts
Pseudo strike
16.52
IV
143.3%
B/E move
10.4%

45Δ

Calls
Pseudo strike
17.98
IV
139.7%
B/E move
12.3%
Puts
Pseudo strike
17.02
IV
148.1%
B/E move
9.3%

50Δ

Calls
Pseudo strike
17.39
IV
132.3%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
16.95
IV
131.3%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
16.51
IV
130.3%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
16.06
IV
129.4%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
15.49
IV
140.4%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

75Δ

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

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.88
IV
313.1%
B/E move
4.2%

Options history

IV · four-Friday blend113.85%
Daily close
ERAS86.7%105.6%124.5%2026-08-13: 102.06%2026-08-14: 100.58%2026-08-17: 99.47%2026-08-18: 112.66%2026-08-20: 121.23%2026-08-21: 94.53%2026-08-24: 92.50%2026-08-25: 93.71%2026-08-26: 91.44%2026-08-27: 92.18%2026-08-28: 92.61%2026-08-31: 95.29%2026-09-01: 95.37%2026-09-02: 91.28%2026-09-03: 94.24%2026-09-04: 89.34%2026-09-08: 97.35%2026-09-09: 92.25%2026-09-10: 102.37%2026-09-15: 98.87%2026-09-16: 102.41%2026-09-18: 99.41%2026-09-21: 97.74%2026-09-22: 89.72%2026-09-23: 91.93%2026-09-24: 93.26%2026-09-25: 90.98%2026-09-28: 95.58%2026-09-29: 98.58%2026-09-30: 101.42%2026-10-01: 103.56%2026-10-02: 103.38%2026-10-05: 99.48%2026-10-06: 101.64%2026-10-07: 103.93%2026-10-08: 118.97%2026-10-09: 109.44%2026-10-12: 115.39%2026-10-13: 113.69%2026-10-15: 121.90%2026-10-16: 103.73%2026-10-19: 101.07%2026-10-20: 101.88%2026-10-21: 102.36%2026-10-22: 108.58%2026-10-23: 98.46%2026-10-26: 108.44%2026-10-27: 106.64%2026-10-28: 106.98%2026-10-29: 109.83%2026-10-30: 113.85%Aug 13Sep 24Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
102.06%
100.58%
99.47%
112.66%
121.23%
94.53%
92.50%
93.71%
91.44%
92.18%
92.61%
95.29%
95.37%
91.28%
94.24%
89.34%
97.35%
92.25%
102.37%
98.87%
102.41%
99.41%
97.74%
89.72%
91.93%
93.26%
90.98%
95.58%
98.58%
101.42%
103.56%
103.38%
99.48%
101.64%
103.93%
118.97%
109.44%
115.39%
113.69%
121.90%
103.73%
101.07%
101.88%
102.36%
108.58%
98.46%
108.44%
106.64%
106.98%
109.83%
113.85%