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Ares Capital Corporation Common Stock ARCC

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Market datapartial · fetched 2026-10-23T06:57:24.178Z

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 · 2026-10-22T22:24:57.352093501Z

FundamentalsAlpha Vantage · unavailable

Share price$18.75
1D+1.9%
AH$18.30$18.43$18.56$18.70$18.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARCC
Sold putSold callAH

Ares Capital Corporation Common Stock options

Live interpolated ARCC call and put midpoint premiums by absolute delta.Ares Capital Corporation Common Stock$0.09$0.97$1.84$2.71$3.59$16.50$17.66$18.83$19.99$21.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARCC spot · $18.75ARCC PRICE$0.37$0.37$0.36$0.36$0.35$0.37$0.46$0.56$0.66$0.75$0.85$0.95$2.16$0.38$0.19$0.25$0.31$0.37$0.42$0.48$0.54$1.05$1.62$2.19$2.76$3.34
PutsExpensive1.28×
CallsExpensive1.42×
SkewBullish-3.03 pp
Implied moveBearish±$0.95
TiltBearish23.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.2382.8%31.2%15.9278.2%17.1%
25Δ23.1570.0%25.4%18.0423.2%4.8%
30Δ22.0757.3%19.6%18.1922.9%4.3%
35Δ20.9944.6%13.9%18.3522.7%3.8%
40Δ19.9131.8%8.1%18.5122.4%3.2%
45Δ18.9821.2%3.2%18.6722.1%2.7%
50Δ18.8221.5%2.8%18.8221.8%2.2%
55Δ18.6621.8%2.5%18.9821.5%1.7%
60Δ18.5122.1%2.2%19.5127.8%1.5%
65Δ18.3522.4%1.9%20.1035.0%1.5%
70Δ18.2022.7%1.6%20.6842.3%1.4%
75Δ18.0423.0%1.3%21.2749.5%1.3%
80Δ16.8544.7%1.4%21.8656.8%1.2%

20Δ

Calls
Pseudo strike
24.23
IV
82.8%
B/E move
31.2%
Puts
Pseudo strike
15.92
IV
78.2%
B/E move
17.1%

25Δ

Calls
Pseudo strike
23.15
IV
70.0%
B/E move
25.4%
Puts
Pseudo strike
18.04
IV
23.2%
B/E move
4.8%

30Δ

Calls
Pseudo strike
22.07
IV
57.3%
B/E move
19.6%
Puts
Pseudo strike
18.19
IV
22.9%
B/E move
4.3%

35Δ

Calls
Pseudo strike
20.99
IV
44.6%
B/E move
13.9%
Puts
Pseudo strike
18.35
IV
22.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
19.91
IV
31.8%
B/E move
8.1%
Puts
Pseudo strike
18.51
IV
22.4%
B/E move
3.2%

45Δ

Calls
Pseudo strike
18.98
IV
21.2%
B/E move
3.2%
Puts
Pseudo strike
18.67
IV
22.1%
B/E move
2.7%

50Δ

Calls
Pseudo strike
18.82
IV
21.5%
B/E move
2.8%
Puts
Pseudo strike
18.82
IV
21.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
18.66
IV
21.8%
B/E move
2.5%
Puts
Pseudo strike
18.98
IV
21.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
18.51
IV
22.1%
B/E move
2.2%
Puts
Pseudo strike
19.51
IV
27.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
18.35
IV
22.4%
B/E move
1.9%
Puts
Pseudo strike
20.10
IV
35.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
18.20
IV
22.7%
B/E move
1.6%
Puts
Pseudo strike
20.68
IV
42.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
18.04
IV
23.0%
B/E move
1.3%
Puts
Pseudo strike
21.27
IV
49.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
16.85
IV
44.7%
B/E move
1.4%
Puts
Pseudo strike
21.86
IV
56.8%
B/E move
1.2%

Options history

ARCC20.0820.8321.582026-10-20: 20.18%2026-10-21: 21.47%Oct 20Oct 21
Table
DateIV
20.18%
21.47%