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Ares Capital Corporation ARCC

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-22T04:22:15.388Z

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 · 2026-10-21T23:50:04.757284024Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T04:22:14.077996+00:00

Share price$18.38
1D-0.9%
AH$18.34$18.41$18.47$18.53$18.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARCC
Sold putSold callAH

Ares Capital Corporation options

Live interpolated ARCC call and put midpoint premiums by absolute delta.Ares Capital Corporation$0.08$0.81$1.54$2.28$3.01$16.58$17.53$18.48$19.43$20.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARCC spot · $18.38ARCC PRICE$0.41$0.29$0.18$0.25$0.32$0.38$0.45$0.51$0.58$0.65$0.92$1.33$2.12$0.15$0.20$0.24$0.29$0.35$0.42$0.49$0.55$0.62$0.69$0.79$1.80$2.80
PutsCheap0.92×
CallsExpensive1.22×
SkewBullish-6.00 pp
Implied moveBearish±$0.94
TiltBearish5.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.5391.1%35.7%17.3125.7%6.7%
25Δ21.5852.5%19.0%17.5624.6%5.6%
30Δ18.9818.8%4.3%17.8023.5%4.5%
35Δ18.8519.0%3.9%18.0222.5%3.5%
40Δ18.7219.3%3.6%18.1722.1%3.1%
45Δ18.5919.5%3.2%18.3121.6%2.7%
50Δ18.4519.8%2.8%18.4521.2%2.3%
55Δ18.3220.0%2.5%18.5920.8%1.9%
60Δ18.1920.3%2.1%18.7320.4%1.5%
65Δ18.0520.5%1.8%18.8719.9%1.1%
70Δ17.7624.8%1.6%19.0420.2%0.7%
75Δ17.3531.9%1.6%20.0135.1%0.9%
80Δ16.5947.9%1.8%20.9749.9%1.1%

20Δ

Calls
Pseudo strike
24.53
IV
91.1%
B/E move
35.7%
Puts
Pseudo strike
17.31
IV
25.7%
B/E move
6.7%

25Δ

Calls
Pseudo strike
21.58
IV
52.5%
B/E move
19.0%
Puts
Pseudo strike
17.56
IV
24.6%
B/E move
5.6%

30Δ

Calls
Pseudo strike
18.98
IV
18.8%
B/E move
4.3%
Puts
Pseudo strike
17.80
IV
23.5%
B/E move
4.5%

35Δ

Calls
Pseudo strike
18.85
IV
19.0%
B/E move
3.9%
Puts
Pseudo strike
18.02
IV
22.5%
B/E move
3.5%

40Δ

Calls
Pseudo strike
18.72
IV
19.3%
B/E move
3.6%
Puts
Pseudo strike
18.17
IV
22.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
18.59
IV
19.5%
B/E move
3.2%
Puts
Pseudo strike
18.31
IV
21.6%
B/E move
2.7%

50Δ

Calls
Pseudo strike
18.45
IV
19.8%
B/E move
2.8%
Puts
Pseudo strike
18.45
IV
21.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
18.32
IV
20.0%
B/E move
2.5%
Puts
Pseudo strike
18.59
IV
20.8%
B/E move
1.9%

60Δ

Calls
Pseudo strike
18.19
IV
20.3%
B/E move
2.1%
Puts
Pseudo strike
18.73
IV
20.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
18.05
IV
20.5%
B/E move
1.8%
Puts
Pseudo strike
18.87
IV
19.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
17.76
IV
24.8%
B/E move
1.6%
Puts
Pseudo strike
19.04
IV
20.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
17.35
IV
31.9%
B/E move
1.6%
Puts
Pseudo strike
20.01
IV
35.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
16.59
IV
47.9%
B/E move
1.8%
Puts
Pseudo strike
20.97
IV
49.9%
B/E move
1.1%

Options history

No recorded observations