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Erasca, Inc. Common Stock ERAS

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Market datapartial · fetched 2026-10-22T21:15:16.564Z

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 · 2026-10-22T20:00:05.207417263Z

FundamentalsAlpha Vantage · unavailable

Share price$14.04
1D-2.7%
AH$13.77$13.99$14.20$14.42$14.635:30 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$0.27$1.59$2.91$4.23$5.56$8.11$11.40$14.69$17.98$21.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ERAS spot · $14.04ERAS PRICE$0.41$0.54$1.29$1.53$1.44$1.35$1.52$1.96$2.40$2.84$3.23$3.47$3.71$0.57$0.73$0.98$1.50$2.02$2.55$2.95$3.18$3.41$3.64$3.88$4.37$5.18
PutsExpensive1.43×
CallsExpensive1.81×
SkewBullish-32.66 pp
Implied moveBearish±$4.47
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.87102.2%37.3%11.23109.6%24.1%
25Δ17.95103.0%31.7%11.95105.2%20.1%
30Δ26.14236.1%95.4%12.66104.6%16.8%
35Δ26.46250.6%99.4%13.31116.2%15.9%
40Δ21.89192.8%66.1%13.97127.8%14.9%
45Δ17.31135.0%32.9%14.62139.5%14.0%
50Δ14.71111.6%15.6%15.21142.5%12.6%
55Δ14.12123.3%14.5%15.72133.8%10.7%
60Δ13.54135.1%13.5%16.22125.1%8.8%
65Δ12.95146.8%12.4%16.73116.4%6.8%
70Δ12.37152.9%11.1%17.23107.6%4.9%
75Δ11.81140.4%8.9%17.93102.7%3.4%
80Δ11.26127.9%6.6%18.87102.1%2.5%

20Δ

Calls
Pseudo strike
18.87
IV
102.2%
B/E move
37.3%
Puts
Pseudo strike
11.23
IV
109.6%
B/E move
24.1%

25Δ

Calls
Pseudo strike
17.95
IV
103.0%
B/E move
31.7%
Puts
Pseudo strike
11.95
IV
105.2%
B/E move
20.1%

30Δ

Calls
Pseudo strike
26.14
IV
236.1%
B/E move
95.4%
Puts
Pseudo strike
12.66
IV
104.6%
B/E move
16.8%

35Δ

Calls
Pseudo strike
26.46
IV
250.6%
B/E move
99.4%
Puts
Pseudo strike
13.31
IV
116.2%
B/E move
15.9%

40Δ

Calls
Pseudo strike
21.89
IV
192.8%
B/E move
66.1%
Puts
Pseudo strike
13.97
IV
127.8%
B/E move
14.9%

45Δ

Calls
Pseudo strike
17.31
IV
135.0%
B/E move
32.9%
Puts
Pseudo strike
14.62
IV
139.5%
B/E move
14.0%

50Δ

Calls
Pseudo strike
14.71
IV
111.6%
B/E move
15.6%
Puts
Pseudo strike
15.21
IV
142.5%
B/E move
12.6%

55Δ

Calls
Pseudo strike
14.12
IV
123.3%
B/E move
14.5%
Puts
Pseudo strike
15.72
IV
133.8%
B/E move
10.7%

60Δ

Calls
Pseudo strike
13.54
IV
135.1%
B/E move
13.5%
Puts
Pseudo strike
16.22
IV
125.1%
B/E move
8.8%

65Δ

Calls
Pseudo strike
12.95
IV
146.8%
B/E move
12.4%
Puts
Pseudo strike
16.73
IV
116.4%
B/E move
6.8%

70Δ

Calls
Pseudo strike
12.37
IV
152.9%
B/E move
11.1%
Puts
Pseudo strike
17.23
IV
107.6%
B/E move
4.9%

75Δ

Calls
Pseudo strike
11.81
IV
140.4%
B/E move
8.9%
Puts
Pseudo strike
17.93
IV
102.7%
B/E move
3.4%

80Δ

Calls
Pseudo strike
11.26
IV
127.9%
B/E move
6.6%
Puts
Pseudo strike
18.87
IV
102.1%
B/E move
2.5%

Options history

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