IntraAlpha
Create free account Start free

Carlyle Secured Lending, Inc. Common Stock CGBD

i

Market datapartial · fetched 2026-10-23T05:09:25.844Z

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 · 2026-10-22T21:47:23.661723288Z

FundamentalsAlpha Vantage · unavailable

Share price$10.32
1D+2.2%
AH$10.04$10.11$10.19$10.26$10.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCGBD
Sold putSold callAH

Carlyle Secured Lending, Inc. Common Stock options

Live interpolated CGBD call and put midpoint premiums by absolute delta.Carlyle Secured Lending, Inc. Common Stock$0.00$3.13$6.26$9.39$12.52$6.02$8.38$10.74$13.09$15.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CGBD spot · $10.32CGBD PRICE$0.70$0.90$1.07$1.01$0.94$0.86$0.79$0.72$0.64$0.57$0.54$1.06$1.57$0.74$0.56$0.37$0.32$0.70$1.08$1.46$1.85$2.23$2.61$3.65$5.09$11.61
PutsExpensive2.49×
CallsExpensive3.48×
SkewBullish-28.78 pp
Implied moveBearish±$2.25
TiltBearish47.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.80211.1%98.6%6.95249.5%39.9%
25Δ21.25253.9%114.6%8.06170.9%27.3%
30Δ21.28279.4%116.6%9.1792.3%14.7%
35Δ18.90240.7%92.9%10.0936.5%5.3%
40Δ17.61209.7%79.8%10.4748.7%5.3%
45Δ16.33178.7%66.6%10.8560.9%5.4%
50Δ15.04147.7%53.4%11.2373.2%5.4%
55Δ13.76116.8%40.3%11.6085.4%5.4%
60Δ12.4785.8%27.1%11.9897.7%5.5%
65Δ11.1954.8%13.9%12.36109.9%5.5%
70Δ9.9627.0%1.7%13.44127.3%5.2%
75Δ9.4339.7%1.6%14.94147.8%4.6%
80Δ8.8952.3%1.4%21.45223.3%4.6%

20Δ

Calls
Pseudo strike
19.80
IV
211.1%
B/E move
98.6%
Puts
Pseudo strike
6.95
IV
249.5%
B/E move
39.9%

25Δ

Calls
Pseudo strike
21.25
IV
253.9%
B/E move
114.6%
Puts
Pseudo strike
8.06
IV
170.9%
B/E move
27.3%

30Δ

Calls
Pseudo strike
21.28
IV
279.4%
B/E move
116.6%
Puts
Pseudo strike
9.17
IV
92.3%
B/E move
14.7%

35Δ

Calls
Pseudo strike
18.90
IV
240.7%
B/E move
92.9%
Puts
Pseudo strike
10.09
IV
36.5%
B/E move
5.3%

40Δ

Calls
Pseudo strike
17.61
IV
209.7%
B/E move
79.8%
Puts
Pseudo strike
10.47
IV
48.7%
B/E move
5.3%

45Δ

Calls
Pseudo strike
16.33
IV
178.7%
B/E move
66.6%
Puts
Pseudo strike
10.85
IV
60.9%
B/E move
5.4%

50Δ

Calls
Pseudo strike
15.04
IV
147.7%
B/E move
53.4%
Puts
Pseudo strike
11.23
IV
73.2%
B/E move
5.4%

55Δ

Calls
Pseudo strike
13.76
IV
116.8%
B/E move
40.3%
Puts
Pseudo strike
11.60
IV
85.4%
B/E move
5.4%

60Δ

Calls
Pseudo strike
12.47
IV
85.8%
B/E move
27.1%
Puts
Pseudo strike
11.98
IV
97.7%
B/E move
5.5%

65Δ

Calls
Pseudo strike
11.19
IV
54.8%
B/E move
13.9%
Puts
Pseudo strike
12.36
IV
109.9%
B/E move
5.5%

70Δ

Calls
Pseudo strike
9.96
IV
27.0%
B/E move
1.7%
Puts
Pseudo strike
13.44
IV
127.3%
B/E move
5.2%

75Δ

Calls
Pseudo strike
9.43
IV
39.7%
B/E move
1.6%
Puts
Pseudo strike
14.94
IV
147.8%
B/E move
4.6%

80Δ

Calls
Pseudo strike
8.89
IV
52.3%
B/E move
1.4%
Puts
Pseudo strike
21.45
IV
223.3%
B/E move
4.6%

Options history

CGBD51.3252.1853.042026-10-20: 51.43%2026-10-21: 52.92%Oct 20Oct 21
Table
DateIV
51.43%
52.92%