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Fidus Investment Corporation Common Stock FDUS

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-13T00:47:25.611Z

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 · 2026-11-12T21:31:09.922845366Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T00:42:02.115934+00:00

Share price$19.32
1D-1.2%
AH$19.29$19.36$19.43$19.50$19.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDUS
Sold putSold callAH

Fidus Investment Corporation Common Stock options

Live interpolated FDUS call and put midpoint premiums by absolute delta.Fidus Investment Corporation Common Stock$0.79$1.66$2.52$3.39$4.26$18.41$18.84$19.27$19.70$20.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ 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 FDUS spot · $19.32FDUS PRICE$1.07$0.88$1.17$1.46$1.74$2.03$2.32$2.90$4.01$1.07$1.11$1.14$1.17$1.20$1.24$1.27$1.30
Puts——
Calls——
Skew——
Implied moveBearish±$2.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.91277.2%28.4%
25Δ29.55316.5%58.5%15.63249.5%24.8%
30Δ16.28224.6%21.6%
35Δ16.93199.8%18.4%
40Δ17.59175.0%15.2%
45Δ19.8194.1%7.1%18.24150.2%12.0%
50Δ19.40100.2%6.5%18.89125.4%8.8%
55Δ18.99106.3%5.8%19.55100.6%5.6%
60Δ18.58112.4%5.2%
65Δ18.17118.5%4.6%
70Δ17.76124.7%3.9%
75Δ17.09141.3%3.4%
80Δ15.93176.9%3.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.91
IV
277.2%
B/E move
28.4%

25Δ

Calls
Pseudo strike
29.55
IV
316.5%
B/E move
58.5%
Puts
Pseudo strike
15.63
IV
249.5%
B/E move
24.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.28
IV
224.6%
B/E move
21.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.93
IV
199.8%
B/E move
18.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.59
IV
175.0%
B/E move
15.2%

45Δ

Calls
Pseudo strike
19.81
IV
94.1%
B/E move
7.1%
Puts
Pseudo strike
18.24
IV
150.2%
B/E move
12.0%

50Δ

Calls
Pseudo strike
19.40
IV
100.2%
B/E move
6.5%
Puts
Pseudo strike
18.89
IV
125.4%
B/E move
8.8%

55Δ

Calls
Pseudo strike
18.99
IV
106.3%
B/E move
5.8%
Puts
Pseudo strike
19.55
IV
100.6%
B/E move
5.6%

60Δ

Calls
Pseudo strike
18.58
IV
112.4%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
18.17
IV
118.5%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
17.76
IV
124.7%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
17.09
IV
141.3%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.93
IV
176.9%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend34.50%
Daily close
FDUS21.5%61.6%101.6%2026-08-20: 70.48%2026-08-21: 32.09%2026-08-24: 37.11%2026-08-25: 27.06%2026-08-26: 33.53%2026-08-27: 34.05%2026-08-28: 31.08%2026-09-01: 32.04%2026-09-02: 36.84%2026-09-03: 37.85%2026-09-04: 34.53%2026-09-09: 43.41%2026-09-15: 84.97%2026-09-17: 96.04%2026-09-18: 41.54%2026-10-21: 36.89%2026-10-22: 50.42%2026-10-26: 49.03%2026-10-28: 44.97%2026-10-30: 34.50%Aug 20Sep 3Oct 30
20 observations2026-08-20 — 2026-10-30
Table
DateIV (%)
70.48%
32.09%
37.11%
27.06%
33.53%
34.05%
31.08%
32.04%
36.84%
37.85%
34.53%
43.41%
84.97%
96.04%
41.54%
36.89%
50.42%
49.03%
44.97%
34.50%