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ACRES Commercial Realty Corp. ACR

i

Market dataready · fetched 2026-11-07T07:34:55.358Z

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 · 2026-11-07T00:00:00.003268453Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-07T07:34:54.921729+00:00

Share price$12.05
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$1.19$1.75$2.30$2.86$9.32$10.68$12.05$13.42$14.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 · $12.05ACR PRICE$0.69$0.83$0.96$1.10$1.41$1.74$2.06$2.38$2.70$0.88$0.89$0.90$0.91$0.92$0.93$0.95
Puts——
Calls——
Skew——
Implied moveBullish±$2.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ10.00204.2%24.3%
30Δ10.40183.9%21.1%
35Δ14.00139.1%22.0%10.79163.6%17.9%
40Δ13.51138.9%19.0%11.19143.3%14.7%
45Δ13.01138.8%15.9%11.58123.0%11.5%
50Δ12.51138.6%12.9%11.98102.7%8.3%
55Δ12.03147.4%11.6%12.3782.4%5.2%
60Δ11.55156.4%10.3%
65Δ11.07165.4%9.0%
70Δ10.59174.4%7.6%
75Δ10.11183.4%6.3%
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
10.00
IV
204.2%
B/E move
24.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.40
IV
183.9%
B/E move
21.1%

35Δ

Calls
Pseudo strike
14.00
IV
139.1%
B/E move
22.0%
Puts
Pseudo strike
10.79
IV
163.6%
B/E move
17.9%

40Δ

Calls
Pseudo strike
13.51
IV
138.9%
B/E move
19.0%
Puts
Pseudo strike
11.19
IV
143.3%
B/E move
14.7%

45Δ

Calls
Pseudo strike
13.01
IV
138.8%
B/E move
15.9%
Puts
Pseudo strike
11.58
IV
123.0%
B/E move
11.5%

50Δ

Calls
Pseudo strike
12.51
IV
138.6%
B/E move
12.9%
Puts
Pseudo strike
11.98
IV
102.7%
B/E move
8.3%

55Δ

Calls
Pseudo strike
12.03
IV
147.4%
B/E move
11.6%
Puts
Pseudo strike
12.37
IV
82.4%
B/E move
5.2%

60Δ

Calls
Pseudo strike
11.55
IV
156.4%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
11.07
IV
165.4%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.59
IV
174.4%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.11
IV
183.4%
B/E move
6.3%
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%