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Fidus Investment Corporation Common Stock FDUS

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Market datapartial · fetched 2026-10-23T16:47:14.026Z

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 · 2026-10-23T16:46:53.71647825Z

FundamentalsAlpha Vantage · unavailable

Share price$18.44
1D-0.4%
$18.33$18.41$18.49$18.56$18.645:30 AM6:30 AM9:00 AM1:00 PMFDUS
Sold putSold call

Fidus Investment Corporation Common Stock options

Live interpolated FDUS call and put midpoint premiums by absolute delta.Fidus Investment Corporation Common Stock$0.07$1.03$1.99$2.95$3.92$16.16$18.04$19.93$21.82$23.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDUS spot · $18.44FDUS PRICE$0.59$0.71$0.82$0.94$1.05$1.17$1.29$1.40$1.52$1.63$2.15$2.90$3.64$0.17$0.28$0.42$0.56$0.69$0.83$0.97$1.11$1.25$1.38$1.52$1.66
PutsExpensive1.09×
CallsExpensive3.16×
SkewBullish-58.22 pp
Implied moveBullish±$2.26
TiltBullish29.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.79132.8%59.3%17.3130.0%7.1%
25Δ27.58124.6%53.4%17.7125.9%5.5%
30Δ26.37116.4%47.5%17.9326.8%5.1%
35Δ25.17108.2%41.6%18.1527.7%4.6%
40Δ23.96100.0%35.7%18.3628.6%4.2%
45Δ22.7691.8%29.8%18.5829.5%3.7%
50Δ21.5583.6%23.8%18.8030.4%3.3%
55Δ20.3575.4%17.9%19.0231.3%2.9%
60Δ19.1467.2%12.0%19.2432.2%2.4%
65Δ17.9358.9%6.1%19.4633.1%2.0%
70Δ16.9659.2%3.6%19.6834.0%1.5%
75Δ16.1164.2%3.0%19.9034.9%1.1%
80Δ15.2669.2%2.5%

20Δ

Calls
Pseudo strike
28.79
IV
132.8%
B/E move
59.3%
Puts
Pseudo strike
17.31
IV
30.0%
B/E move
7.1%

25Δ

Calls
Pseudo strike
27.58
IV
124.6%
B/E move
53.4%
Puts
Pseudo strike
17.71
IV
25.9%
B/E move
5.5%

30Δ

Calls
Pseudo strike
26.37
IV
116.4%
B/E move
47.5%
Puts
Pseudo strike
17.93
IV
26.8%
B/E move
5.1%

35Δ

Calls
Pseudo strike
25.17
IV
108.2%
B/E move
41.6%
Puts
Pseudo strike
18.15
IV
27.7%
B/E move
4.6%

40Δ

Calls
Pseudo strike
23.96
IV
100.0%
B/E move
35.7%
Puts
Pseudo strike
18.36
IV
28.6%
B/E move
4.2%

45Δ

Calls
Pseudo strike
22.76
IV
91.8%
B/E move
29.8%
Puts
Pseudo strike
18.58
IV
29.5%
B/E move
3.7%

50Δ

Calls
Pseudo strike
21.55
IV
83.6%
B/E move
23.8%
Puts
Pseudo strike
18.80
IV
30.4%
B/E move
3.3%

55Δ

Calls
Pseudo strike
20.35
IV
75.4%
B/E move
17.9%
Puts
Pseudo strike
19.02
IV
31.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
19.14
IV
67.2%
B/E move
12.0%
Puts
Pseudo strike
19.24
IV
32.2%
B/E move
2.4%

65Δ

Calls
Pseudo strike
17.93
IV
58.9%
B/E move
6.1%
Puts
Pseudo strike
19.46
IV
33.1%
B/E move
2.0%

70Δ

Calls
Pseudo strike
16.96
IV
59.2%
B/E move
3.6%
Puts
Pseudo strike
19.68
IV
34.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
16.11
IV
64.2%
B/E move
3.0%
Puts
Pseudo strike
19.90
IV
34.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
15.26
IV
69.2%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

FDUS36.8636.8936.932026-10-21: 36.89%Oct 21Oct 21
Table
DateIV
36.89%