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Barings BDC, Inc. BBDC

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Market datapartial · fetched 2026-10-23T02:35:44.972Z

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 · 2026-10-22T23:00:00.002796834Z

FundamentalsAlpha Vantage · unavailable

Share price$8.34
1D+1.6%
AH$8.18$8.23$8.28$8.33$8.385:30 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.$0.29$1.09$1.89$2.69$3.49$5.60$7.12$8.64$10.15$11.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBDC spot · $8.34BBDC PRICE$0.38$0.43$0.48$0.53$0.59$0.64$0.69$0.74$0.79$0.84$0.89$0.95$1.00$0.38$0.38$0.44$0.58$0.73$0.87$1.02$1.16$1.31$1.45$1.60$1.74$3.26
PutsExpensive2.77×
CallsExpensive3.49×
SkewBullish-25.34 pp
Implied moveBearish±$1.71
TiltBearish25.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.94184.4%83.7%5.77198.1%35.3%
25Δ14.32173.2%76.9%6.88123.6%22.0%
30Δ13.70162.1%70.1%7.6182.0%14.0%
35Δ13.09150.9%63.3%7.8681.0%12.8%
40Δ12.47139.7%56.6%8.1180.0%11.5%
45Δ11.85128.5%49.8%8.3679.0%10.2%
50Δ11.24117.3%43.0%8.6178.0%9.0%
55Δ10.62106.1%36.2%8.8677.1%7.7%
60Δ10.0095.0%29.4%9.1176.1%6.5%
65Δ9.3983.8%22.7%9.3575.1%5.2%
70Δ8.7772.6%15.9%9.6074.1%4.0%
75Δ8.1561.4%9.1%9.8573.1%2.7%
80Δ7.5450.2%2.3%11.4398.4%2.1%

20Δ

Calls
Pseudo strike
14.94
IV
184.4%
B/E move
83.7%
Puts
Pseudo strike
5.77
IV
198.1%
B/E move
35.3%

25Δ

Calls
Pseudo strike
14.32
IV
173.2%
B/E move
76.9%
Puts
Pseudo strike
6.88
IV
123.6%
B/E move
22.0%

30Δ

Calls
Pseudo strike
13.70
IV
162.1%
B/E move
70.1%
Puts
Pseudo strike
7.61
IV
82.0%
B/E move
14.0%

35Δ

Calls
Pseudo strike
13.09
IV
150.9%
B/E move
63.3%
Puts
Pseudo strike
7.86
IV
81.0%
B/E move
12.8%

40Δ

Calls
Pseudo strike
12.47
IV
139.7%
B/E move
56.6%
Puts
Pseudo strike
8.11
IV
80.0%
B/E move
11.5%

45Δ

Calls
Pseudo strike
11.85
IV
128.5%
B/E move
49.8%
Puts
Pseudo strike
8.36
IV
79.0%
B/E move
10.2%

50Δ

Calls
Pseudo strike
11.24
IV
117.3%
B/E move
43.0%
Puts
Pseudo strike
8.61
IV
78.0%
B/E move
9.0%

55Δ

Calls
Pseudo strike
10.62
IV
106.1%
B/E move
36.2%
Puts
Pseudo strike
8.86
IV
77.1%
B/E move
7.7%

60Δ

Calls
Pseudo strike
10.00
IV
95.0%
B/E move
29.4%
Puts
Pseudo strike
9.11
IV
76.1%
B/E move
6.5%

65Δ

Calls
Pseudo strike
9.39
IV
83.8%
B/E move
22.7%
Puts
Pseudo strike
9.35
IV
75.1%
B/E move
5.2%

70Δ

Calls
Pseudo strike
8.77
IV
72.6%
B/E move
15.9%
Puts
Pseudo strike
9.60
IV
74.1%
B/E move
4.0%

75Δ

Calls
Pseudo strike
8.15
IV
61.4%
B/E move
9.1%
Puts
Pseudo strike
9.85
IV
73.1%
B/E move
2.7%

80Δ

Calls
Pseudo strike
7.54
IV
50.2%
B/E move
2.3%
Puts
Pseudo strike
11.43
IV
98.4%
B/E move
2.1%

Options history

No recorded observations