ACRE · Expected Move
Ares Commercial Real Estate Corporation
The expected move for ACRE is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
ACRE straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current ACRE Expected Move
30-Day Straddle
$1.38
7-Day Straddle
$1.38
30-Day ATM IV
145.5%
IV Rank
56%
Implied one-standard-deviation move through the next 30 days. Compare to ACRE's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
ACRE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $1.38 | $1.38 | 145.5% | 56% |
| 20261023 | $5.90 | $5.90 | — | — |
| 20261022 | $1.10 | $1.10 | 158.2% | 62% |
| 20261021 | $1.18 | $1.18 | 137.7% | 52% |
| 20261020 | $8.38 | $8.38 | — | — |
| 20261019 | $1.12 | $1.12 | 148.9% | 57% |
| 20261016 | $11.07 | $1.25 | — | — |
| 20261015 | $8.30 | $1.10 | — | — |
| 20261014 | $11.05 | $1.10 | — | — |
| 20261013 | $1.40 | $1.12 | 157.1% | 61% |
| 20261012 | $8.57 | $1.10 | — | — |
| 20261009 | $1.52 | $1.50 | 136.5% | 52% |
| 20261008 | $1.20 | $1.20 | — | — |
| 20261007 | $3.08 | $1.30 | — | — |
| 20261006 | $10.93 | $1.35 | — | — |
| 20261005 | $1.50 | $1.40 | — | — |
| 20261002 | $3.67 | $3.67 | — | — |
| 20261001 | $1.50 | $1.50 | 130.2% | 49% |
| 20260930 | $8.72 | $8.72 | 77.4% | 25% |
| 20260929 | $3.02 | $3.02 | 64.8% | 19% |
| 20260928 | $1.07 | $1.07 | 57.6% | 16% |
| 20260925 | $2.40 | $2.40 | — | — |
| 20260924 | $1.00 | $1.00 | 86.5% | 29% |
| 20260923 | $0.93 | $0.93 | 64.8% | 19% |
| 20260922 | $0.75 | $0.75 | 69.1% | 21% |
| 20260921 | $0.78 | $0.78 | 63.2% | 18% |
| 20260918 | $0.83 | $2.70 | 69.2% | 21% |
| 20260917 | $1.15 | $2.45 | 63.5% | 18% |
| 20260916 | $0.90 | $2.48 | — | — |
| 20260915 | $0.83 | $1.20 | 62.1% | 18% |
| 20260914 | $0.85 | $8.05 | 65.2% | 19% |
| 20260911 | $10.82 | $10.65 | 63.9% | 18% |
| 20260910 | $0.80 | $1.83 | 57.1% | 15% |
| 20260909 | $2.00 | $0.40 | 89.8% | 30% |
| 20260908 | $2.58 | $2.40 | — | — |
| 20260904 | $0.67 | $1.75 | 43.9% | 9% |
| 20260903 | $0.67 | $0.38 | 48.0% | 11% |
| 20260902 | $0.53 | $0.53 | 51.2% | 13% |
| 20260901 | $0.38 | $0.38 | 53.5% | 14% |
| 20260831 | $3.15 | $3.15 | 69.5% | 21% |
| 20260828 | $0.40 | $0.40 | 73.8% | 23% |
| 20260827 | $0.28 | $0.28 | 73.1% | 23% |
| 20260826 | $8.38 | $8.38 | 36.8% | 6% |
| 20260825 | $0.42 | $0.42 | 78.0% | 25% |
| 20260824 | $1.17 | $1.17 | — | — |
| 20260821 | $0.42 | $0.28 | — | — |
| 20260820 | $0.42 | $7.53 | 86.6% | 29% |
| 20260819 | $0.38 | $0.40 | 87.7% | 29% |
| 20260818 | $2.88 | $0.45 | — | — |
| 20260817 | $0.38 | $2.85 | 45.5% | 10% |
| 20260814 | $0.75 | $0.62 | 38.9% | 7% |
| 20260813 | $2.58 | $2.20 | — | — |
| 20260812 | $2.42 | $3.25 | 62.6% | 18% |
| 20260811 | $7.92 | $7.78 | 35.9% | 6% |
| 20260810 | $2.02 | $0.40 | 63.8% | 18% |
| 20260806 | $9.50 | $2.30 | — | — |
| 20260805 | $0.40 | $0.40 | 36.7% | 6% |
| 20260804 | $0.35 | $0.35 | 36.1% | 6% |
| 20260803 | $8.30 | $8.30 | 65.1% | 19% |
| 20260731 | $0.80 | $0.80 | 66.6% | 20% |
More on ACRE
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.