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Barings BDC Inc BBDC

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-22T04:23:02.925Z

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 · 2026-10-21T23:00:00.002975262Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T04:23:02.105901+00:00

Share price$8.25
1D-0.3%
AH$8.23$8.26$8.29$8.32$8.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBDC
Sold putSold callAH

Barings BDC Inc options

Live interpolated BBDC call and put midpoint premiums by absolute delta.Barings BDC Inc$0.33$0.76$1.19$1.63$2.06$5.15$6.77$8.40$10.02$11.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBDC spot · $8.25BBDC PRICE$0.38$0.43$0.49$0.54$0.59$0.65$0.70$0.75$0.81$0.86$0.91$0.97$1.58$0.38$0.38$0.42$0.64$0.85$1.07$1.29$1.50$1.72$1.94
PutsExpensive3.53×
CallsExpensive3.76×
SkewBullish-12.51 pp
Implied moveBearish±$1.99
TiltBearish2.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.93184.1%85.6%5.61203.1%36.6%
25Δ14.27172.7%78.2%6.67132.9%23.7%
30Δ13.60161.2%70.8%7.5778.7%13.4%
35Δ12.94149.7%63.3%7.8881.8%12.3%
40Δ12.27138.3%55.9%8.1984.9%11.1%
45Δ11.61126.8%48.5%8.4988.0%10.0%
50Δ10.94115.4%41.1%8.8091.1%8.9%
55Δ10.27103.9%33.7%9.1194.2%7.8%
60Δ9.6192.4%26.2%9.4297.3%6.6%
65Δ8.9481.0%18.8%9.73100.4%5.5%
70Δ8.2869.5%11.4%
75Δ7.6158.1%4.0%
80Δ6.8877.5%2.5%

20Δ

Calls
Pseudo strike
14.93
IV
184.1%
B/E move
85.6%
Puts
Pseudo strike
5.61
IV
203.1%
B/E move
36.6%

25Δ

Calls
Pseudo strike
14.27
IV
172.7%
B/E move
78.2%
Puts
Pseudo strike
6.67
IV
132.9%
B/E move
23.7%

30Δ

Calls
Pseudo strike
13.60
IV
161.2%
B/E move
70.8%
Puts
Pseudo strike
7.57
IV
78.7%
B/E move
13.4%

35Δ

Calls
Pseudo strike
12.94
IV
149.7%
B/E move
63.3%
Puts
Pseudo strike
7.88
IV
81.8%
B/E move
12.3%

40Δ

Calls
Pseudo strike
12.27
IV
138.3%
B/E move
55.9%
Puts
Pseudo strike
8.19
IV
84.9%
B/E move
11.1%

45Δ

Calls
Pseudo strike
11.61
IV
126.8%
B/E move
48.5%
Puts
Pseudo strike
8.49
IV
88.0%
B/E move
10.0%

50Δ

Calls
Pseudo strike
10.94
IV
115.4%
B/E move
41.1%
Puts
Pseudo strike
8.80
IV
91.1%
B/E move
8.9%

55Δ

Calls
Pseudo strike
10.27
IV
103.9%
B/E move
33.7%
Puts
Pseudo strike
9.11
IV
94.2%
B/E move
7.8%

60Δ

Calls
Pseudo strike
9.61
IV
92.4%
B/E move
26.2%
Puts
Pseudo strike
9.42
IV
97.3%
B/E move
6.6%

65Δ

Calls
Pseudo strike
8.94
IV
81.0%
B/E move
18.8%
Puts
Pseudo strike
9.73
IV
100.4%
B/E move
5.5%

70Δ

Calls
Pseudo strike
8.28
IV
69.5%
B/E move
11.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
7.61
IV
58.1%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.88
IV
77.5%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations