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FS KKR Capital Corp. Common Stock FSK

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-11T13:49:23.107Z

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 · 2026-11-11T09:11:59.800515368Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:49:22.726718+00:00

Share price$12.00
1D
Price history unavailable.

FS KKR Capital Corp. Common Stock options

Live interpolated FSK call and put midpoint premiums by absolute delta.FS KKR Capital Corp. Common Stock$0.33$0.69$1.05$1.40$1.76$10.70$11.44$12.18$12.92$13.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ 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 FSK spot · $12.00FSK PRICE$0.36$0.47$0.58$0.69$0.80$0.90$1.01$1.12$1.23$1.34$1.44$1.55$1.66$0.50$0.52$0.54$0.56$0.57$0.59$0.61$0.63$0.65$0.66
Puts——
CallsExpensive1.34×
Skew——
Implied moveBullish±$1.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.1575.8%21.0%8.20286.0%35.8%
25Δ13.8875.1%19.6%8.65261.4%32.3%
30Δ13.6174.3%18.3%9.10236.9%28.7%
35Δ13.3473.6%16.9%9.54212.3%25.1%
40Δ13.0772.9%15.6%9.99187.8%21.5%
45Δ12.8072.1%14.2%10.44163.2%18.0%
50Δ12.5371.4%12.9%10.88138.7%14.4%
55Δ12.2670.7%11.5%11.33114.1%10.8%
60Δ11.9969.9%10.2%11.7889.6%7.2%
65Δ11.7269.2%8.8%12.2265.0%3.7%
70Δ11.4568.5%7.5%
75Δ11.1867.7%6.1%
80Δ10.9167.0%4.8%

20Δ

Calls
Pseudo strike
14.15
IV
75.8%
B/E move
21.0%
Puts
Pseudo strike
8.20
IV
286.0%
B/E move
35.8%

25Δ

Calls
Pseudo strike
13.88
IV
75.1%
B/E move
19.6%
Puts
Pseudo strike
8.65
IV
261.4%
B/E move
32.3%

30Δ

Calls
Pseudo strike
13.61
IV
74.3%
B/E move
18.3%
Puts
Pseudo strike
9.10
IV
236.9%
B/E move
28.7%

35Δ

Calls
Pseudo strike
13.34
IV
73.6%
B/E move
16.9%
Puts
Pseudo strike
9.54
IV
212.3%
B/E move
25.1%

40Δ

Calls
Pseudo strike
13.07
IV
72.9%
B/E move
15.6%
Puts
Pseudo strike
9.99
IV
187.8%
B/E move
21.5%

45Δ

Calls
Pseudo strike
12.80
IV
72.1%
B/E move
14.2%
Puts
Pseudo strike
10.44
IV
163.2%
B/E move
18.0%

50Δ

Calls
Pseudo strike
12.53
IV
71.4%
B/E move
12.9%
Puts
Pseudo strike
10.88
IV
138.7%
B/E move
14.4%

55Δ

Calls
Pseudo strike
12.26
IV
70.7%
B/E move
11.5%
Puts
Pseudo strike
11.33
IV
114.1%
B/E move
10.8%

60Δ

Calls
Pseudo strike
11.99
IV
69.9%
B/E move
10.2%
Puts
Pseudo strike
11.78
IV
89.6%
B/E move
7.2%

65Δ

Calls
Pseudo strike
11.72
IV
69.2%
B/E move
8.8%
Puts
Pseudo strike
12.22
IV
65.0%
B/E move
3.7%

70Δ

Calls
Pseudo strike
11.45
IV
68.5%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
11.18
IV
67.7%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.91
IV
67.0%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend56.33%
Daily EOD
FSK54.9%57.3%59.7%2026-10-19: 59.36%2026-10-20: 55.24%2026-10-21: 56.33%Oct 19Oct 20Oct 21
3 observations2026-10-19 — 2026-10-21
Table
DateIV (%)
59.36%
55.24%
56.33%