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ACRES Commercial Realty Corp. ACR

i

Market dataready · fetched 2026-11-06T21:58:33.323Z

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 · 2026-11-06T21:22:51.288958269Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-06T21:58:32.928551+00:00

Share price$12.10
1D-9.0%
AH$11.85$12.24$12.63$13.01$13.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACR
Sold putSold callAH

ACRES Commercial Realty Corp. options

Live interpolated ACR call and put midpoint premiums by absolute delta.ACRES Commercial Realty Corp.$0.63$1.17$1.72$2.27$2.81$9.36$10.72$12.07$13.43$14.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive ACR spot · $12.10ACR PRICE$0.69$0.82$0.95$1.09$1.38$1.70$2.02$2.34$2.65$0.88$0.89$0.90$0.91$0.93$0.94$0.95
Puts——
Calls——
Skew——
Implied moveBullish±$2.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ10.02201.8%24.4%
30Δ10.43181.2%21.1%
35Δ14.03135.1%21.6%10.85160.5%17.8%
40Δ13.54134.7%18.7%11.26139.9%14.5%
45Δ13.04134.4%15.7%11.67119.3%11.2%
50Δ12.55134.0%12.7%12.0898.6%7.9%
55Δ12.08140.7%11.2%12.5078.0%4.6%
60Δ11.60148.1%10.0%
65Δ11.13155.6%8.7%
70Δ10.65163.1%7.4%
75Δ10.18170.6%6.1%
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
10.02
IV
201.8%
B/E move
24.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.43
IV
181.2%
B/E move
21.1%

35Δ

Calls
Pseudo strike
14.03
IV
135.1%
B/E move
21.6%
Puts
Pseudo strike
10.85
IV
160.5%
B/E move
17.8%

40Δ

Calls
Pseudo strike
13.54
IV
134.7%
B/E move
18.7%
Puts
Pseudo strike
11.26
IV
139.9%
B/E move
14.5%

45Δ

Calls
Pseudo strike
13.04
IV
134.4%
B/E move
15.7%
Puts
Pseudo strike
11.67
IV
119.3%
B/E move
11.2%

50Δ

Calls
Pseudo strike
12.55
IV
134.0%
B/E move
12.7%
Puts
Pseudo strike
12.08
IV
98.6%
B/E move
7.9%

55Δ

Calls
Pseudo strike
12.08
IV
140.7%
B/E move
11.2%
Puts
Pseudo strike
12.50
IV
78.0%
B/E move
4.6%

60Δ

Calls
Pseudo strike
11.60
IV
148.1%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
11.13
IV
155.6%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.65
IV
163.1%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.18
IV
170.6%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend89.64%
Daily close
ACR58.1%115.9%173.6%2026-08-14: 112.99%2026-08-17: 110.00%2026-08-18: 138.99%2026-08-19: 136.10%2026-08-20: 113.85%2026-08-21: 76.48%2026-08-24: 78.60%2026-08-26: 82.34%2026-09-01: 102.23%2026-09-02: 83.09%2026-09-03: 81.43%2026-09-04: 81.09%2026-09-08: 66.11%2026-09-10: 100.72%2026-09-18: 72.68%2026-09-22: 77.75%2026-09-23: 75.46%2026-09-29: 97.61%2026-09-30: 96.51%2026-10-01: 99.60%2026-10-02: 102.23%2026-10-06: 112.50%2026-10-09: 122.82%2026-10-12: 141.83%2026-10-13: 151.66%2026-10-14: 165.61%2026-10-19: 89.90%2026-10-20: 90.85%2026-10-21: 101.83%2026-10-22: 104.80%2026-10-23: 95.93%2026-10-26: 99.21%2026-10-27: 92.86%2026-10-28: 89.36%2026-10-29: 88.47%2026-10-30: 89.64%Aug 14Sep 29Oct 30
36 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
112.99%
110.00%
138.99%
136.10%
113.85%
76.48%
78.60%
82.34%
102.23%
83.09%
81.43%
81.09%
66.11%
100.72%
72.68%
77.75%
75.46%
97.61%
96.51%
99.60%
102.23%
112.50%
122.82%
141.83%
151.66%
165.61%
89.90%
90.85%
101.83%
104.80%
95.93%
99.21%
92.86%
89.36%
88.47%
89.64%