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Barings BDC, Inc. BBDC

FINANCIAL SERVICES · ASSET MANAGEMENT

i

Share price$8.78

1D+0.0%

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Barings BDC, Inc. options

EXP

PutsExpensive2.68×

CallsExpensive1.67×

SkewBearish+43.32 pp

Implied moveBullish±$1.49

TiltBullish7.1% CALL

Table

Values and derived Greeks for the plotted delta buckets
Delta	Calls			Puts
Delta	Pseudo strike	IV	B/E move	Pseudo strike	IV	B/E move
20Δ	9.59	63.8%	12.1%	6.81	228.7%	26.8%
25Δ	9.43	67.5%	11.3%	7.55	167.0%	18.5%
30Δ	9.27	71.1%	10.5%	7.73	158.6%	17.1%
35Δ	9.10	74.7%	9.7%	7.90	150.2%	15.8%
40Δ	8.94	78.4%	8.9%	8.08	141.8%	14.5%
45Δ	8.78	82.0%	8.1%	8.25	133.3%	13.2%
50Δ	8.61	85.7%	7.2%	8.43	124.9%	11.9%
55Δ	8.45	89.3%	6.4%	8.60	116.5%	10.5%
60Δ	8.29	93.0%	5.6%	8.78	108.1%	9.2%
65Δ	8.12	96.6%	4.8%	8.96	99.6%	7.9%
70Δ	7.96	100.3%	4.0%	9.13	91.2%	6.6%
75Δ	7.80	103.9%	3.1%	9.31	82.8%	5.3%
80Δ	7.63	107.6%	2.3%	9.48	74.4%	4.0%

20Δ

Calls

Pseudo strike: 9.59
IV: 63.8%
B/E move: 12.1%

Puts

Pseudo strike: 6.81
IV: 228.7%
B/E move: 26.8%

25Δ

Calls

Pseudo strike: 9.43
IV: 67.5%
B/E move: 11.3%

Puts

Pseudo strike: 7.55
IV: 167.0%
B/E move: 18.5%

30Δ

Calls

Pseudo strike: 9.27
IV: 71.1%
B/E move: 10.5%

Puts

Pseudo strike: 7.73
IV: 158.6%
B/E move: 17.1%

35Δ

Calls

Pseudo strike: 9.10
IV: 74.7%
B/E move: 9.7%

Puts

Pseudo strike: 7.90
IV: 150.2%
B/E move: 15.8%

40Δ

Calls

Pseudo strike: 8.94
IV: 78.4%
B/E move: 8.9%

Puts

Pseudo strike: 8.08
IV: 141.8%
B/E move: 14.5%

45Δ

Calls

Pseudo strike: 8.78
IV: 82.0%
B/E move: 8.1%

Puts

Pseudo strike: 8.25
IV: 133.3%
B/E move: 13.2%

50Δ

Calls

Pseudo strike: 8.61
IV: 85.7%
B/E move: 7.2%

Puts

Pseudo strike: 8.43
IV: 124.9%
B/E move: 11.9%

55Δ

Calls

Pseudo strike: 8.45
IV: 89.3%
B/E move: 6.4%

Puts

Pseudo strike: 8.60
IV: 116.5%
B/E move: 10.5%

60Δ

Calls

Pseudo strike: 8.29
IV: 93.0%
B/E move: 5.6%

Puts

Pseudo strike: 8.78
IV: 108.1%
B/E move: 9.2%

65Δ

Calls

Pseudo strike: 8.12
IV: 96.6%
B/E move: 4.8%

Puts

Pseudo strike: 8.96
IV: 99.6%
B/E move: 7.9%

70Δ

Calls

Pseudo strike: 7.96
IV: 100.3%
B/E move: 4.0%

Puts

Pseudo strike: 9.13
IV: 91.2%
B/E move: 6.6%

75Δ

Calls

Pseudo strike: 7.80
IV: 103.9%
B/E move: 3.1%

Puts

Pseudo strike: 9.31
IV: 82.8%
B/E move: 5.3%

80Δ

Calls

Pseudo strike: 7.63
IV: 107.6%
B/E move: 2.3%

Puts

Pseudo strike: 9.48
IV: 74.4%
B/E move: 4.0%

Options history

IV · four-Friday blend—

—Daily EOD

No recorded observations

0 observations