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Blackstone Secured Lending Fund BXSL

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-23T06:52:57.147Z

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 · 2026-10-22T23:00:00.002287535Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:52:56.601886+00:00

Share price$23.91
1D+2.3%
AH$23.33$23.51$23.69$23.86$24.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBXSL
Sold putSold callAH

Blackstone Secured Lending Fund options

Live interpolated BXSL call and put midpoint premiums by absolute delta.Blackstone Secured Lending Fund$0.07$1.61$3.15$4.69$6.23$20.61$22.54$24.46$26.38$28.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BXSL spot · $23.91BXSL PRICE$0.93$1.07$1.00$0.88$0.77$0.65$0.54$0.65$0.80$0.94$1.09$1.24$1.38$0.24$0.30$0.38$0.46$0.53$0.61$0.79$1.36$1.93$2.51$1.85$3.92$5.78
PutsExpensive1.13×
CallsExpensive1.78×
SkewBullish-16.45 pp
Implied moveBearish±$1.32
TiltBearish26.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.77146.4%57.7%22.3731.3%7.4%
25Δ32.51127.3%40.5%22.7528.3%6.1%
30Δ30.00102.4%29.6%23.0127.7%5.3%
35Δ28.5482.4%23.1%23.2727.0%4.6%
40Δ27.0862.5%16.5%23.5326.4%3.8%
45Δ25.6342.5%9.9%23.7925.7%3.1%
50Δ24.1722.5%3.3%24.1126.8%2.5%
55Δ23.8220.3%2.3%24.6635.4%2.6%
60Δ23.6120.5%2.1%25.2143.9%2.6%
65Δ23.4020.6%1.8%25.7752.4%2.7%
70Δ23.1920.8%1.6%25.4434.5%1.3%
75Δ22.9821.0%1.3%27.3661.8%2.0%
80Δ22.7821.1%1.0%29.2875.2%1.7%

20Δ

Calls
Pseudo strike
36.77
IV
146.4%
B/E move
57.7%
Puts
Pseudo strike
22.37
IV
31.3%
B/E move
7.4%

25Δ

Calls
Pseudo strike
32.51
IV
127.3%
B/E move
40.5%
Puts
Pseudo strike
22.75
IV
28.3%
B/E move
6.1%

30Δ

Calls
Pseudo strike
30.00
IV
102.4%
B/E move
29.6%
Puts
Pseudo strike
23.01
IV
27.7%
B/E move
5.3%

35Δ

Calls
Pseudo strike
28.54
IV
82.4%
B/E move
23.1%
Puts
Pseudo strike
23.27
IV
27.0%
B/E move
4.6%

40Δ

Calls
Pseudo strike
27.08
IV
62.5%
B/E move
16.5%
Puts
Pseudo strike
23.53
IV
26.4%
B/E move
3.8%

45Δ

Calls
Pseudo strike
25.63
IV
42.5%
B/E move
9.9%
Puts
Pseudo strike
23.79
IV
25.7%
B/E move
3.1%

50Δ

Calls
Pseudo strike
24.17
IV
22.5%
B/E move
3.3%
Puts
Pseudo strike
24.11
IV
26.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
23.82
IV
20.3%
B/E move
2.3%
Puts
Pseudo strike
24.66
IV
35.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
23.61
IV
20.5%
B/E move
2.1%
Puts
Pseudo strike
25.21
IV
43.9%
B/E move
2.6%

65Δ

Calls
Pseudo strike
23.40
IV
20.6%
B/E move
1.8%
Puts
Pseudo strike
25.77
IV
52.4%
B/E move
2.7%

70Δ

Calls
Pseudo strike
23.19
IV
20.8%
B/E move
1.6%
Puts
Pseudo strike
25.44
IV
34.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
22.98
IV
21.0%
B/E move
1.3%
Puts
Pseudo strike
27.36
IV
61.8%
B/E move
2.0%

80Δ

Calls
Pseudo strike
22.78
IV
21.1%
B/E move
1.0%
Puts
Pseudo strike
29.28
IV
75.2%
B/E move
1.7%

Options history

BXSL22.0623.4824.902026-10-20: 24.70%2026-10-21: 22.25%Oct 20Oct 21
Table
DateIV
24.70%
22.25%