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Ares Capital Corporation Common Stock ARCC

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-11T14:06:10.720Z

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 · 2026-11-11T13:29:59.797080083Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:06:09.526396+00:00

Share price$19.42
1D
Price history unavailable.

Ares Capital Corporation Common Stock options

Live interpolated ARCC call and put midpoint premiums by absolute delta.Ares Capital Corporation Common Stock$0.00$0.70$1.41$2.11$2.82$17.59$18.40$19.21$20.02$20.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ARCC spot · $19.42ARCC PRICE$0.07$0.11$0.14$0.18$0.22$0.25$0.29$0.32$0.36$0.39$0.43$2.62$0.08$0.11$0.23$0.35$0.48$0.60$0.72$0.85$0.97$1.42$1.96$2.26$2.55
PutsExpensive1.38×
Calls——
Skew——
Implied moveBearish±$1.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.9518.2%3.1%18.7524.3%3.9%
25Δ19.8718.1%2.9%19.0122.1%2.7%
30Δ19.7918.1%2.7%19.1426.7%2.6%
35Δ19.7118.1%2.4%19.2831.3%2.5%
40Δ19.6318.0%2.2%19.4235.9%2.5%
45Δ19.5518.0%2.0%19.5640.5%2.4%
50Δ19.4717.9%1.8%19.6945.1%2.3%
55Δ19.3917.9%1.5%19.8349.7%2.3%
60Δ19.3117.9%1.3%19.9754.3%2.2%
65Δ19.2417.8%1.1%20.4266.6%2.2%
70Δ19.1617.8%0.9%20.9681.2%2.2%
75Δ21.3580.0%1.7%
80Δ17.19101.4%2.0%21.7377.7%1.2%

20Δ

Calls
Pseudo strike
19.95
IV
18.2%
B/E move
3.1%
Puts
Pseudo strike
18.75
IV
24.3%
B/E move
3.9%

25Δ

Calls
Pseudo strike
19.87
IV
18.1%
B/E move
2.9%
Puts
Pseudo strike
19.01
IV
22.1%
B/E move
2.7%

30Δ

Calls
Pseudo strike
19.79
IV
18.1%
B/E move
2.7%
Puts
Pseudo strike
19.14
IV
26.7%
B/E move
2.6%

35Δ

Calls
Pseudo strike
19.71
IV
18.1%
B/E move
2.4%
Puts
Pseudo strike
19.28
IV
31.3%
B/E move
2.5%

40Δ

Calls
Pseudo strike
19.63
IV
18.0%
B/E move
2.2%
Puts
Pseudo strike
19.42
IV
35.9%
B/E move
2.5%

45Δ

Calls
Pseudo strike
19.55
IV
18.0%
B/E move
2.0%
Puts
Pseudo strike
19.56
IV
40.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
19.47
IV
17.9%
B/E move
1.8%
Puts
Pseudo strike
19.69
IV
45.1%
B/E move
2.3%

55Δ

Calls
Pseudo strike
19.39
IV
17.9%
B/E move
1.5%
Puts
Pseudo strike
19.83
IV
49.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
19.31
IV
17.9%
B/E move
1.3%
Puts
Pseudo strike
19.97
IV
54.3%
B/E move
2.2%

65Δ

Calls
Pseudo strike
19.24
IV
17.8%
B/E move
1.1%
Puts
Pseudo strike
20.42
IV
66.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
19.16
IV
17.8%
B/E move
0.9%
Puts
Pseudo strike
20.96
IV
81.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.35
IV
80.0%
B/E move
1.7%

80Δ

Calls
Pseudo strike
17.19
IV
101.4%
B/E move
2.0%
Puts
Pseudo strike
21.73
IV
77.7%
B/E move
1.2%

Options history

IV · four-Friday blend25.64%
Daily close
ARCC19.1%23.0%26.9%2026-08-21: 19.61%2026-08-25: 19.95%2026-08-26: 20.88%2026-08-27: 22.32%2026-08-28: 20.54%2026-09-01: 20.60%2026-09-02: 23.48%2026-09-03: 23.28%2026-09-04: 22.13%2026-09-18: 20.90%2026-09-23: 23.54%2026-09-24: 21.90%2026-09-25: 23.19%2026-09-28: 24.85%2026-09-30: 23.04%2026-10-01: 25.06%2026-10-02: 21.44%2026-10-16: 22.37%2026-10-19: 22.97%2026-10-20: 20.15%2026-10-21: 21.45%2026-10-22: 22.79%2026-10-23: 23.16%2026-10-26: 23.89%2026-10-27: 20.99%2026-10-28: 22.56%2026-10-29: 26.34%2026-10-30: 25.64%Aug 21Sep 28Oct 30
28 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
19.61%
19.95%
20.88%
22.32%
20.54%
20.60%
23.48%
23.28%
22.13%
20.90%
23.54%
21.90%
23.19%
24.85%
23.04%
25.06%
21.44%
22.37%
22.97%
20.15%
21.45%
22.79%
23.16%
23.89%
20.99%
22.56%
26.34%
25.64%