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Crescent Capital BDC Inc CCAP

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-23T05:52:11.828Z

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 · 2026-10-22T21:39:25.955210995Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T05:52:11.445110+00:00

Share price$8.93
1D+3.2%
AH$8.51$8.59$8.67$8.75$8.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCAP
Sold putSold callAH

Crescent Capital BDC Inc options

Live interpolated CCAP call and put midpoint premiums by absolute delta.Crescent Capital BDC Inc$0.26$1.60$2.95$4.30$5.64$2.69$6.03$9.37$12.72$16.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCAP spot · $8.93CCAP PRICE$0.40$0.81$1.21$1.62$2.02$2.42$2.83$3.23$3.64$4.04$4.44$4.85$5.25$0.62$0.70$0.78$0.85$0.93$1.01$1.09$1.17$1.25$1.33$2.17$3.91
PutsExpensive5.92×
CallsExpensive7.23×
SkewBullish-35.57 pp
Implied moveBullish±$3.92
TiltBullish39.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.94169.4%71.9%4.31343.4%58.6%
25Δ14.13180.1%67.3%4.91314.8%52.8%
30Δ13.32190.9%62.7%5.50286.3%47.1%
35Δ12.51201.6%58.2%6.10257.8%41.3%
40Δ11.70212.3%53.6%6.70229.3%35.5%
45Δ10.89223.0%49.0%7.29200.8%29.7%
50Δ10.07233.7%44.5%7.89172.3%23.9%
55Δ9.26244.4%39.9%8.48143.7%18.1%
60Δ8.45255.1%35.4%9.08115.2%12.3%
65Δ7.64265.8%30.8%9.6886.7%6.6%
70Δ6.83276.5%26.2%10.7791.5%3.7%
75Δ6.02287.2%21.7%12.46135.7%4.2%
80Δ5.20297.9%17.1%

20Δ

Calls
Pseudo strike
14.94
IV
169.4%
B/E move
71.9%
Puts
Pseudo strike
4.31
IV
343.4%
B/E move
58.6%

25Δ

Calls
Pseudo strike
14.13
IV
180.1%
B/E move
67.3%
Puts
Pseudo strike
4.91
IV
314.8%
B/E move
52.8%

30Δ

Calls
Pseudo strike
13.32
IV
190.9%
B/E move
62.7%
Puts
Pseudo strike
5.50
IV
286.3%
B/E move
47.1%

35Δ

Calls
Pseudo strike
12.51
IV
201.6%
B/E move
58.2%
Puts
Pseudo strike
6.10
IV
257.8%
B/E move
41.3%

40Δ

Calls
Pseudo strike
11.70
IV
212.3%
B/E move
53.6%
Puts
Pseudo strike
6.70
IV
229.3%
B/E move
35.5%

45Δ

Calls
Pseudo strike
10.89
IV
223.0%
B/E move
49.0%
Puts
Pseudo strike
7.29
IV
200.8%
B/E move
29.7%

50Δ

Calls
Pseudo strike
10.07
IV
233.7%
B/E move
44.5%
Puts
Pseudo strike
7.89
IV
172.3%
B/E move
23.9%

55Δ

Calls
Pseudo strike
9.26
IV
244.4%
B/E move
39.9%
Puts
Pseudo strike
8.48
IV
143.7%
B/E move
18.1%

60Δ

Calls
Pseudo strike
8.45
IV
255.1%
B/E move
35.4%
Puts
Pseudo strike
9.08
IV
115.2%
B/E move
12.3%

65Δ

Calls
Pseudo strike
7.64
IV
265.8%
B/E move
30.8%
Puts
Pseudo strike
9.68
IV
86.7%
B/E move
6.6%

70Δ

Calls
Pseudo strike
6.83
IV
276.5%
B/E move
26.2%
Puts
Pseudo strike
10.77
IV
91.5%
B/E move
3.7%

75Δ

Calls
Pseudo strike
6.02
IV
287.2%
B/E move
21.7%
Puts
Pseudo strike
12.46
IV
135.7%
B/E move
4.2%

80Δ

Calls
Pseudo strike
5.20
IV
297.9%
B/E move
17.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations