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Carlyle Secured Lending, Inc. Common Stock CGBD

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-13T19:13:25.805Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21

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 · 2026-11-13T19:09:43.253717355Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T19:13:24.125931+00:00

Share price$11.05
1D-1.6%
$10.95$11.04$11.13$11.22$11.305:30 AM6:30 AM9:00 AM1:00 PMCGBD
Sold putSold call

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$1.83$3.66$5.49$7.32$8.17$9.60$11.03$12.47$13.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CGBD spot · $11.05CGBD PRICE$0.14$0.25$0.36$0.47$0.58$0.69$0.80$0.91$1.02$1.13$1.24$1.36$1.47$0.49$0.57$0.72$0.98$1.24$1.50$1.75$2.01$2.59$3.34$4.09$6.79
Puts——
CallsCheap0.64×
Skew——
Implied moveBearish±$2.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.4815.4%14.2%8.7050.6%25.8%
25Δ12.2715.9%13.3%9.5043.3%19.3%
30Δ12.0716.4%12.5%10.1639.0%14.6%
35Δ11.8617.0%11.6%10.6039.8%12.9%
40Δ11.6617.5%10.7%11.0440.6%11.3%
45Δ11.4518.1%9.9%11.4841.4%9.7%
50Δ11.2518.6%9.0%11.9142.2%8.1%
55Δ11.0419.1%8.2%12.3543.0%6.4%
60Δ10.8419.7%7.3%13.0745.4%5.2%
65Δ10.6320.2%6.5%13.9448.7%4.1%
70Δ10.4320.7%5.6%14.8152.0%3.0%
75Δ10.2221.3%4.8%17.5967.1%2.2%
80Δ10.0221.8%3.9%

20Δ

Calls
Pseudo strike
12.48
IV
15.4%
B/E move
14.2%
Puts
Pseudo strike
8.70
IV
50.6%
B/E move
25.8%

25Δ

Calls
Pseudo strike
12.27
IV
15.9%
B/E move
13.3%
Puts
Pseudo strike
9.50
IV
43.3%
B/E move
19.3%

30Δ

Calls
Pseudo strike
12.07
IV
16.4%
B/E move
12.5%
Puts
Pseudo strike
10.16
IV
39.0%
B/E move
14.6%

35Δ

Calls
Pseudo strike
11.86
IV
17.0%
B/E move
11.6%
Puts
Pseudo strike
10.60
IV
39.8%
B/E move
12.9%

40Δ

Calls
Pseudo strike
11.66
IV
17.5%
B/E move
10.7%
Puts
Pseudo strike
11.04
IV
40.6%
B/E move
11.3%

45Δ

Calls
Pseudo strike
11.45
IV
18.1%
B/E move
9.9%
Puts
Pseudo strike
11.48
IV
41.4%
B/E move
9.7%

50Δ

Calls
Pseudo strike
11.25
IV
18.6%
B/E move
9.0%
Puts
Pseudo strike
11.91
IV
42.2%
B/E move
8.1%

55Δ

Calls
Pseudo strike
11.04
IV
19.1%
B/E move
8.2%
Puts
Pseudo strike
12.35
IV
43.0%
B/E move
6.4%

60Δ

Calls
Pseudo strike
10.84
IV
19.7%
B/E move
7.3%
Puts
Pseudo strike
13.07
IV
45.4%
B/E move
5.2%

65Δ

Calls
Pseudo strike
10.63
IV
20.2%
B/E move
6.5%
Puts
Pseudo strike
13.94
IV
48.7%
B/E move
4.1%

70Δ

Calls
Pseudo strike
10.43
IV
20.7%
B/E move
5.6%
Puts
Pseudo strike
14.81
IV
52.0%
B/E move
3.0%

75Δ

Calls
Pseudo strike
10.22
IV
21.3%
B/E move
4.8%
Puts
Pseudo strike
17.59
IV
67.1%
B/E move
2.2%

80Δ

Calls
Pseudo strike
10.02
IV
21.8%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend77.24%
Daily EOD
CGBD49.4%64.3%79.3%2026-10-20: 51.43%2026-10-21: 52.92%2026-10-22: 74.29%2026-10-23: 77.24%Oct 20Oct 21Oct 23
4 observations2026-10-20 — 2026-10-23
Table
DateIV (%)
51.43%
52.92%
74.29%
77.24%