Ares Commercial Real Estate Corp (ACRE) Historical Volatility

Tracking ACRE historical volatility helps you see how much Ares Commercial Real Estate Corp's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Ares Commercial Real Estate Corp's HV tells you what really happened. Use our scanner to monitor ACRE 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The ACRE 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Ares Commercial Real Estate Corp's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Ares Commercial Real Estate Corporation, a specialty finance company, originates and invests in commercial real estate (CRE) loans and related investments in the United States. The company provides a range of financing solutions for the owners, operators, and sponsors of CRE properties. It originates senior mortgage loans, subordinate debt products, mezzanine loans, real estate preferred equity investments, and other CRE investments, including commercial mortgage backed securities. The company has elected and qualified to be taxed as a real estate investment trust for the United States federal income tax purposes under the Internal Revenue Code of 1986.

Ares Commercial Real Estate Management LLC operates as the manager of the company. The company was incorporated in 2011 and is based in New York, New York.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Ares Commercial Real Estate Corp's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where ACRE HV is running hot, cold, or in line. Make the ACRE 30 day historical volatility — and every other window — work for your edge instead of against it.