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Erasca, Inc. Common Stock ERAS

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Market datapartial · fetched 2026-10-22T16:54:15.374Z

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 · 2026-10-22T16:54:12.162139596Z

FundamentalsAlpha Vantage · unavailable

Share price$13.94
1D-3.3%
$13.77$13.99$14.20$14.42$14.635:30 AM6:30 AM9:00 AM1:00 PMERAS
Sold putSold call

Erasca, Inc. Common Stock options

Live interpolated ERAS call and put midpoint premiums by absolute delta.Erasca, Inc. Common Stock$0.31$1.53$2.75$3.96$5.18$8.03$11.36$14.70$18.03$21.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ERAS spot · $13.94ERAS PRICE$0.44$0.55$1.24$1.59$1.49$1.40$1.57$2.01$2.45$2.89$3.26$3.50$3.73$0.56$0.71$0.91$1.44$1.98$2.52$2.97$3.22$3.46$3.71$3.96$4.32$4.83
PutsExpensive1.40×
CallsExpensive1.87×
SkewBullish-38.54 pp
Implied moveBearish±$4.55
TiltBearish14.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.99116.4%46.6%11.14110.0%24.2%
25Δ18.27108.9%35.0%11.86104.5%20.1%
30Δ25.14224.6%89.3%12.57100.9%16.3%
35Δ26.90261.2%104.3%13.22113.2%15.5%
40Δ22.11201.3%69.3%13.88125.4%14.6%
45Δ17.33141.3%34.4%14.53137.6%13.8%
50Δ14.69118.0%16.7%15.15143.8%12.6%
55Δ14.09129.7%15.5%15.66135.4%10.7%
60Δ13.49141.4%14.4%16.18126.9%8.8%
65Δ12.89153.1%13.2%16.69118.4%6.9%
70Δ12.30156.2%11.6%17.20110.0%5.0%
75Δ11.72143.5%9.1%17.77102.6%3.5%
80Δ11.14130.8%6.7%18.4296.7%2.6%

20Δ

Calls
Pseudo strike
19.99
IV
116.4%
B/E move
46.6%
Puts
Pseudo strike
11.14
IV
110.0%
B/E move
24.2%

25Δ

Calls
Pseudo strike
18.27
IV
108.9%
B/E move
35.0%
Puts
Pseudo strike
11.86
IV
104.5%
B/E move
20.1%

30Δ

Calls
Pseudo strike
25.14
IV
224.6%
B/E move
89.3%
Puts
Pseudo strike
12.57
IV
100.9%
B/E move
16.3%

35Δ

Calls
Pseudo strike
26.90
IV
261.2%
B/E move
104.3%
Puts
Pseudo strike
13.22
IV
113.2%
B/E move
15.5%

40Δ

Calls
Pseudo strike
22.11
IV
201.3%
B/E move
69.3%
Puts
Pseudo strike
13.88
IV
125.4%
B/E move
14.6%

45Δ

Calls
Pseudo strike
17.33
IV
141.3%
B/E move
34.4%
Puts
Pseudo strike
14.53
IV
137.6%
B/E move
13.8%

50Δ

Calls
Pseudo strike
14.69
IV
118.0%
B/E move
16.7%
Puts
Pseudo strike
15.15
IV
143.8%
B/E move
12.6%

55Δ

Calls
Pseudo strike
14.09
IV
129.7%
B/E move
15.5%
Puts
Pseudo strike
15.66
IV
135.4%
B/E move
10.7%

60Δ

Calls
Pseudo strike
13.49
IV
141.4%
B/E move
14.4%
Puts
Pseudo strike
16.18
IV
126.9%
B/E move
8.8%

65Δ

Calls
Pseudo strike
12.89
IV
153.1%
B/E move
13.2%
Puts
Pseudo strike
16.69
IV
118.4%
B/E move
6.9%

70Δ

Calls
Pseudo strike
12.30
IV
156.2%
B/E move
11.6%
Puts
Pseudo strike
17.20
IV
110.0%
B/E move
5.0%

75Δ

Calls
Pseudo strike
11.72
IV
143.5%
B/E move
9.1%
Puts
Pseudo strike
17.77
IV
102.6%
B/E move
3.5%

80Δ

Calls
Pseudo strike
11.14
IV
130.8%
B/E move
6.7%
Puts
Pseudo strike
18.42
IV
96.7%
B/E move
2.6%

Options history

ERAS101.79102.20102.612026-10-20: 101.89%2026-10-21: 102.51%Oct 20Oct 21
Table
DateIV
101.89%
102.51%