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Fidus Investment Corp FDUS

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-23T17:42:55.682Z

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 · 2026-10-23T17:41:42.140857583Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T17:37:37.263356+00:00

Share price$18.36
1D-0.9%
$18.32$18.40$18.48$18.56$18.645:30 AM6:30 AM9:00 AM1:00 PMFDUS
Sold putSold call

Fidus Investment Corp options

Live interpolated FDUS call and put midpoint premiums by absolute delta.Fidus Investment Corp$0.15$0.98$1.80$2.63$3.45$16.18$18.05$19.93$21.80$23.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDUS spot · $18.36FDUS PRICE$0.60$0.71$0.83$0.95$1.07$1.19$1.31$1.43$1.55$1.67$2.16$2.69$3.21$0.24$0.25$0.38$0.51$0.64$0.77$0.89$1.02$1.15$1.28$1.41$1.54$1.67
PutsFair1.03×
CallsExpensive3.22×
SkewBullish-61.58 pp
Implied moveBullish±$2.20
TiltBullish24.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.75133.7%59.8%16.8142.2%9.8%
25Δ27.51125.5%53.7%17.6624.3%5.2%
30Δ26.27117.2%47.6%17.8624.9%4.8%
35Δ25.03108.9%41.5%18.0725.5%4.4%
40Δ23.79100.7%35.4%18.2726.1%3.9%
45Δ22.5592.4%29.3%18.4826.6%3.5%
50Δ21.3084.2%23.2%18.6827.2%3.1%
55Δ20.0675.9%17.1%18.8927.8%2.7%
60Δ18.8267.6%11.0%19.0928.3%2.3%
65Δ17.5859.4%4.9%19.3028.9%1.9%
70Δ16.9163.7%3.9%19.5029.5%1.5%
75Δ16.2868.9%3.3%19.7130.0%1.1%
80Δ15.6574.2%2.7%19.9130.6%0.6%

20Δ

Calls
Pseudo strike
28.75
IV
133.7%
B/E move
59.8%
Puts
Pseudo strike
16.81
IV
42.2%
B/E move
9.8%

25Δ

Calls
Pseudo strike
27.51
IV
125.5%
B/E move
53.7%
Puts
Pseudo strike
17.66
IV
24.3%
B/E move
5.2%

30Δ

Calls
Pseudo strike
26.27
IV
117.2%
B/E move
47.6%
Puts
Pseudo strike
17.86
IV
24.9%
B/E move
4.8%

35Δ

Calls
Pseudo strike
25.03
IV
108.9%
B/E move
41.5%
Puts
Pseudo strike
18.07
IV
25.5%
B/E move
4.4%

40Δ

Calls
Pseudo strike
23.79
IV
100.7%
B/E move
35.4%
Puts
Pseudo strike
18.27
IV
26.1%
B/E move
3.9%

45Δ

Calls
Pseudo strike
22.55
IV
92.4%
B/E move
29.3%
Puts
Pseudo strike
18.48
IV
26.6%
B/E move
3.5%

50Δ

Calls
Pseudo strike
21.30
IV
84.2%
B/E move
23.2%
Puts
Pseudo strike
18.68
IV
27.2%
B/E move
3.1%

55Δ

Calls
Pseudo strike
20.06
IV
75.9%
B/E move
17.1%
Puts
Pseudo strike
18.89
IV
27.8%
B/E move
2.7%

60Δ

Calls
Pseudo strike
18.82
IV
67.6%
B/E move
11.0%
Puts
Pseudo strike
19.09
IV
28.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
17.58
IV
59.4%
B/E move
4.9%
Puts
Pseudo strike
19.30
IV
28.9%
B/E move
1.9%

70Δ

Calls
Pseudo strike
16.91
IV
63.7%
B/E move
3.9%
Puts
Pseudo strike
19.50
IV
29.5%
B/E move
1.5%

75Δ

Calls
Pseudo strike
16.28
IV
68.9%
B/E move
3.3%
Puts
Pseudo strike
19.71
IV
30.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
15.65
IV
74.2%
B/E move
2.7%
Puts
Pseudo strike
19.91
IV
30.6%
B/E move
0.6%

Options history

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