IntraAlpha
Create free account Start free

Crescent Capital BDC, Inc. Common stock CCAP

i

Market datapartial · fetched 2026-11-12T15:07:02.022Z

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 · 2026-11-12T15:05:59.628693675Z

FundamentalsAlpha Vantage · unavailable

Share price$10.15
1D-2.3%
$10.13$10.19$10.26$10.33$10.405:30 AM6:30 AM9:00 AM1:00 PMCCAP
Sold putSold call

Crescent Capital BDC, Inc. Common stock options

Live interpolated CCAP call and put midpoint premiums by absolute delta.Crescent Capital BDC, Inc. Common stock$0.10$0.81$1.53$2.25$2.97$8.67$9.56$10.44$11.33$12.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ 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 CCAP spot · $10.14CCAP PRICE$0.17$0.21$0.25$0.29$0.33$0.37$0.41$0.45$0.61$0.98$1.35$1.71$2.08$0.61$1.04$1.47$1.90$2.33$2.76
Puts——
CallsExpensive1.25×
Skew——
Implied moveBearish±$1.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.33158.8%52.8%
25Δ14.63146.7%46.3%
30Δ13.93134.5%39.8%
35Δ13.23122.4%33.3%
40Δ12.53110.2%26.8%
45Δ11.8398.1%20.3%10.2486.1%5.1%
50Δ11.1385.9%13.8%10.68108.1%5.0%
55Δ10.4473.8%7.3%11.12130.0%4.9%
60Δ9.8572.8%3.1%11.56152.0%4.8%
65Δ9.4690.4%2.9%12.00174.0%4.7%
70Δ9.06107.9%2.6%12.44196.0%4.6%
75Δ8.67125.5%2.3%
80Δ8.27143.0%2.1%

20Δ

Calls
Pseudo strike
15.33
IV
158.8%
B/E move
52.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
14.63
IV
146.7%
B/E move
46.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
13.93
IV
134.5%
B/E move
39.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
13.23
IV
122.4%
B/E move
33.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
12.53
IV
110.2%
B/E move
26.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
11.83
IV
98.1%
B/E move
20.3%
Puts
Pseudo strike
10.24
IV
86.1%
B/E move
5.1%

50Δ

Calls
Pseudo strike
11.13
IV
85.9%
B/E move
13.8%
Puts
Pseudo strike
10.68
IV
108.1%
B/E move
5.0%

55Δ

Calls
Pseudo strike
10.44
IV
73.8%
B/E move
7.3%
Puts
Pseudo strike
11.12
IV
130.0%
B/E move
4.9%

60Δ

Calls
Pseudo strike
9.85
IV
72.8%
B/E move
3.1%
Puts
Pseudo strike
11.56
IV
152.0%
B/E move
4.8%

65Δ

Calls
Pseudo strike
9.46
IV
90.4%
B/E move
2.9%
Puts
Pseudo strike
12.00
IV
174.0%
B/E move
4.7%

70Δ

Calls
Pseudo strike
9.06
IV
107.9%
B/E move
2.6%
Puts
Pseudo strike
12.44
IV
196.0%
B/E move
4.6%

75Δ

Calls
Pseudo strike
8.67
IV
125.5%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.27
IV
143.0%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations