IntraAlpha
Create free account Start free

Barings BDC, Inc. BBDC

i

Market datapartial · fetched 2026-10-22T18:01:27.059Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-10-22T17:59:15.152463797Z

FundamentalsAlpha Vantage · unavailable

Share price$8.36
1D+1.8%
$8.18$8.23$8.28$8.33$8.385:30 AM6:30 AM9:00 AM1:00 PMBBDC
Sold putSold call

Barings BDC, Inc. options

Live interpolated BBDC call and put midpoint premiums by absolute delta.Barings BDC, Inc.$0.50$1.68$2.86$4.04$5.22$4.09$6.92$9.75$12.58$15.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBDC spot · $8.36BBDC PRICE$0.63$1.03$1.46$1.88$2.31$2.74$3.17$3.60$4.02$4.45$4.88$0.64$0.93$1.23$1.52$1.81$2.11$3.03$4.38
PutsExpensive2.10×
CallsExpensive3.87×
SkewBullish-41.26 pp
Implied moveBullish±$4.12
TiltBullish31.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ12.7262.0%59.7%7.8035.9%14.3%
35Δ11.7866.0%53.3%8.2038.4%13.0%
40Δ11.0171.5%49.2%8.6141.0%11.6%
45Δ10.2477.1%45.1%9.0243.6%10.2%
50Δ9.4882.6%41.1%9.4346.2%8.9%
55Δ8.7188.2%37.0%9.8448.8%7.5%
60Δ7.9493.7%32.9%10.8556.0%6.4%
65Δ7.1799.2%28.9%12.2766.4%5.6%
70Δ6.40104.8%24.8%
75Δ5.64110.3%20.7%
80Δ4.87115.9%16.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
12.72
IV
62.0%
B/E move
59.7%
Puts
Pseudo strike
7.80
IV
35.9%
B/E move
14.3%

35Δ

Calls
Pseudo strike
11.78
IV
66.0%
B/E move
53.3%
Puts
Pseudo strike
8.20
IV
38.4%
B/E move
13.0%

40Δ

Calls
Pseudo strike
11.01
IV
71.5%
B/E move
49.2%
Puts
Pseudo strike
8.61
IV
41.0%
B/E move
11.6%

45Δ

Calls
Pseudo strike
10.24
IV
77.1%
B/E move
45.1%
Puts
Pseudo strike
9.02
IV
43.6%
B/E move
10.2%

50Δ

Calls
Pseudo strike
9.48
IV
82.6%
B/E move
41.1%
Puts
Pseudo strike
9.43
IV
46.2%
B/E move
8.9%

55Δ

Calls
Pseudo strike
8.71
IV
88.2%
B/E move
37.0%
Puts
Pseudo strike
9.84
IV
48.8%
B/E move
7.5%

60Δ

Calls
Pseudo strike
7.94
IV
93.7%
B/E move
32.9%
Puts
Pseudo strike
10.85
IV
56.0%
B/E move
6.4%

65Δ

Calls
Pseudo strike
7.17
IV
99.2%
B/E move
28.9%
Puts
Pseudo strike
12.27
IV
66.4%
B/E move
5.6%

70Δ

Calls
Pseudo strike
6.40
IV
104.8%
B/E move
24.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.64
IV
110.3%
B/E move
20.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.87
IV
115.9%
B/E move
16.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations