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Blackstone Secured Lending Fund BXSL

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-12T16:04:09.137Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T16:03:43.891510314Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:04:07.878405+00:00

Share price$23.78
1D-0.5%
$23.74$23.79$23.83$23.87$23.915:30 AM6:30 AM9:00 AM1:00 PMBXSL
Sold putSold call

Blackstone Secured Lending Fund options

Live interpolated BXSL call and put midpoint premiums by absolute delta.Blackstone Secured Lending Fund$0.07$0.79$1.51$2.24$2.96$21.91$23.04$24.17$25.30$26.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BXSL spot · $23.78BXSL PRICE$0.51$0.69$0.88$1.07$1.25$1.44$1.63$1.82$2.00$2.19$2.38$2.56$2.75$0.15$0.18$0.21$0.24$0.27$0.30$0.34$0.37$0.40
Puts——
CallsExpensive1.52×
Skew——
Implied moveBullish±$1.96
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.2346.8%8.2%21.1157.1%11.9%
25Δ24.9149.4%7.7%21.4752.6%10.5%
30Δ24.5951.9%7.1%21.8348.0%9.1%
35Δ24.2854.4%6.6%22.1943.5%7.7%
40Δ23.9657.0%6.0%22.5538.9%6.3%
45Δ23.6459.5%5.5%22.9134.4%5.0%
50Δ23.3262.0%4.9%23.2629.8%3.6%
55Δ23.0164.6%4.4%23.6225.3%2.2%
60Δ22.6967.1%3.8%23.9820.7%0.8%
65Δ22.3769.6%3.3%
70Δ22.0572.2%2.7%
75Δ21.7474.7%2.2%
80Δ21.4277.2%1.6%

20Δ

Calls
Pseudo strike
25.23
IV
46.8%
B/E move
8.2%
Puts
Pseudo strike
21.11
IV
57.1%
B/E move
11.9%

25Δ

Calls
Pseudo strike
24.91
IV
49.4%
B/E move
7.7%
Puts
Pseudo strike
21.47
IV
52.6%
B/E move
10.5%

30Δ

Calls
Pseudo strike
24.59
IV
51.9%
B/E move
7.1%
Puts
Pseudo strike
21.83
IV
48.0%
B/E move
9.1%

35Δ

Calls
Pseudo strike
24.28
IV
54.4%
B/E move
6.6%
Puts
Pseudo strike
22.19
IV
43.5%
B/E move
7.7%

40Δ

Calls
Pseudo strike
23.96
IV
57.0%
B/E move
6.0%
Puts
Pseudo strike
22.55
IV
38.9%
B/E move
6.3%

45Δ

Calls
Pseudo strike
23.64
IV
59.5%
B/E move
5.5%
Puts
Pseudo strike
22.91
IV
34.4%
B/E move
5.0%

50Δ

Calls
Pseudo strike
23.32
IV
62.0%
B/E move
4.9%
Puts
Pseudo strike
23.26
IV
29.8%
B/E move
3.6%

55Δ

Calls
Pseudo strike
23.01
IV
64.6%
B/E move
4.4%
Puts
Pseudo strike
23.62
IV
25.3%
B/E move
2.2%

60Δ

Calls
Pseudo strike
22.69
IV
67.1%
B/E move
3.8%
Puts
Pseudo strike
23.98
IV
20.7%
B/E move
0.8%

65Δ

Calls
Pseudo strike
22.37
IV
69.6%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
22.05
IV
72.2%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
21.74
IV
74.7%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.42
IV
77.2%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.78%
Daily EOD
BXSL21.5%25.8%30.0%2026-10-19: 22.10%2026-10-20: 24.70%2026-10-21: 22.25%2026-10-22: 22.50%2026-10-23: 25.99%2026-10-26: 24.86%2026-10-27: 24.82%2026-10-28: 29.43%2026-10-30: 24.78%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.10%
24.70%
22.25%
22.50%
25.99%
24.86%
24.82%
29.43%
24.78%