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Erasca, Inc. Common Stock ERAS

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Market datapartial · fetched 2026-10-22T16:15:57.005Z

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 · 2026-10-22T16:15:40.635410369Z

FundamentalsAlpha Vantage · unavailable

Share price$14.11
1D-2.3%
$13.86$14.05$14.25$14.44$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$0.28$1.65$3.01$4.38$5.75$7.83$10.91$14.00$17.09$20.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ERAS spot · $14.11ERAS PRICE$0.43$0.57$0.71$0.89$1.06$1.23$1.50$1.94$2.38$2.82$3.24$3.54$3.84$1.04$1.61$2.19$2.76$3.19$3.55$3.91$4.27$4.63$4.99$5.35
PutsExpensive1.52×
CallsExpensive1.46×
SkewBearish+5.46 pp
Implied moveBearish±$4.69
TiltBearish21.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.31108.5%39.9%
25Δ18.37108.9%34.2%
30Δ17.45109.3%28.7%12.73107.9%17.2%
35Δ16.78108.6%25.2%13.41122.0%16.4%
40Δ16.11108.0%21.7%14.09136.0%15.6%
45Δ15.44107.3%18.2%14.78150.0%14.9%
50Δ14.80110.7%15.5%15.40149.5%13.5%
55Δ14.20121.9%14.4%15.99141.9%11.9%
60Δ13.61133.2%13.3%16.58134.4%10.2%
65Δ13.01144.5%12.2%17.17126.8%8.6%
70Δ12.41152.6%10.9%17.76119.3%7.0%
75Δ11.79142.3%8.7%18.35111.7%5.3%
80Δ11.17132.1%6.4%18.94104.2%3.7%

20Δ

Calls
Pseudo strike
19.31
IV
108.5%
B/E move
39.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
18.37
IV
108.9%
B/E move
34.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
17.45
IV
109.3%
B/E move
28.7%
Puts
Pseudo strike
12.73
IV
107.9%
B/E move
17.2%

35Δ

Calls
Pseudo strike
16.78
IV
108.6%
B/E move
25.2%
Puts
Pseudo strike
13.41
IV
122.0%
B/E move
16.4%

40Δ

Calls
Pseudo strike
16.11
IV
108.0%
B/E move
21.7%
Puts
Pseudo strike
14.09
IV
136.0%
B/E move
15.6%

45Δ

Calls
Pseudo strike
15.44
IV
107.3%
B/E move
18.2%
Puts
Pseudo strike
14.78
IV
150.0%
B/E move
14.9%

50Δ

Calls
Pseudo strike
14.80
IV
110.7%
B/E move
15.5%
Puts
Pseudo strike
15.40
IV
149.5%
B/E move
13.5%

55Δ

Calls
Pseudo strike
14.20
IV
121.9%
B/E move
14.4%
Puts
Pseudo strike
15.99
IV
141.9%
B/E move
11.9%

60Δ

Calls
Pseudo strike
13.61
IV
133.2%
B/E move
13.3%
Puts
Pseudo strike
16.58
IV
134.4%
B/E move
10.2%

65Δ

Calls
Pseudo strike
13.01
IV
144.5%
B/E move
12.2%
Puts
Pseudo strike
17.17
IV
126.8%
B/E move
8.6%

70Δ

Calls
Pseudo strike
12.41
IV
152.6%
B/E move
10.9%
Puts
Pseudo strike
17.76
IV
119.3%
B/E move
7.0%

75Δ

Calls
Pseudo strike
11.79
IV
142.3%
B/E move
8.7%
Puts
Pseudo strike
18.35
IV
111.7%
B/E move
5.3%

80Δ

Calls
Pseudo strike
11.17
IV
132.1%
B/E move
6.4%
Puts
Pseudo strike
18.94
IV
104.2%
B/E move
3.7%

Options history

No recorded observations