IntraAlpha
Create free account Start free

FS KKR Capital Corp FSK

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-22T13:05:52.703Z

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 · 2026-10-22T13:02:57.18683862Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T13:05:49.498752+00:00

Share price$10.03
1D-0.5%
$10.02$10.04$10.06$10.07$10.095:30 AM6:30 AM9:00 AM1:00 PMFSK
Sold putSold call

FS KKR Capital Corp options

Live interpolated FSK call and put midpoint premiums by absolute delta.FS KKR Capital Corp$0.00$2.56$5.12$7.69$10.25$6.91$8.67$10.42$12.18$13.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FSK spot · $10.03FSK PRICE$0.36$0.37$0.38$0.39$0.40$0.41$0.42$0.50$1.17$1.84$2.51$3.18$3.85$0.18$0.20$0.22$0.25$0.27$0.30$1.52$2.85$4.18$5.51$6.84$8.17$9.50
PutsExpensive2.21×
CallsExpensive3.19×
SkewBullish-27.59 pp
Implied moveBearish±$1.94
TiltBearish43.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.78185.6%110.8%8.2370.8%19.7%
25Δ19.22163.7%95.3%8.5862.7%16.5%
30Δ17.65141.8%79.8%8.9254.5%13.3%
35Δ16.09120.0%64.2%9.2746.3%10.0%
40Δ14.5298.1%48.7%9.6238.2%6.8%
45Δ12.9576.3%33.2%9.9730.0%3.6%
50Δ11.3954.4%17.7%11.2249.7%3.3%
55Δ9.9238.1%3.9%12.5572.0%3.3%
60Δ9.2565.3%3.9%13.8894.2%3.3%
65Δ8.5892.5%3.9%15.21116.4%3.3%
70Δ7.90119.6%3.8%16.54138.7%3.3%
75Δ7.23146.8%3.8%17.87160.9%3.3%
80Δ6.56174.0%3.8%19.20183.1%3.3%

20Δ

Calls
Pseudo strike
20.78
IV
185.6%
B/E move
110.8%
Puts
Pseudo strike
8.23
IV
70.8%
B/E move
19.7%

25Δ

Calls
Pseudo strike
19.22
IV
163.7%
B/E move
95.3%
Puts
Pseudo strike
8.58
IV
62.7%
B/E move
16.5%

30Δ

Calls
Pseudo strike
17.65
IV
141.8%
B/E move
79.8%
Puts
Pseudo strike
8.92
IV
54.5%
B/E move
13.3%

35Δ

Calls
Pseudo strike
16.09
IV
120.0%
B/E move
64.2%
Puts
Pseudo strike
9.27
IV
46.3%
B/E move
10.0%

40Δ

Calls
Pseudo strike
14.52
IV
98.1%
B/E move
48.7%
Puts
Pseudo strike
9.62
IV
38.2%
B/E move
6.8%

45Δ

Calls
Pseudo strike
12.95
IV
76.3%
B/E move
33.2%
Puts
Pseudo strike
9.97
IV
30.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
11.39
IV
54.4%
B/E move
17.7%
Puts
Pseudo strike
11.22
IV
49.7%
B/E move
3.3%

55Δ

Calls
Pseudo strike
9.92
IV
38.1%
B/E move
3.9%
Puts
Pseudo strike
12.55
IV
72.0%
B/E move
3.3%

60Δ

Calls
Pseudo strike
9.25
IV
65.3%
B/E move
3.9%
Puts
Pseudo strike
13.88
IV
94.2%
B/E move
3.3%

65Δ

Calls
Pseudo strike
8.58
IV
92.5%
B/E move
3.9%
Puts
Pseudo strike
15.21
IV
116.4%
B/E move
3.3%

70Δ

Calls
Pseudo strike
7.90
IV
119.6%
B/E move
3.8%
Puts
Pseudo strike
16.54
IV
138.7%
B/E move
3.3%

75Δ

Calls
Pseudo strike
7.23
IV
146.8%
B/E move
3.8%
Puts
Pseudo strike
17.87
IV
160.9%
B/E move
3.3%

80Δ

Calls
Pseudo strike
6.56
IV
174.0%
B/E move
3.8%
Puts
Pseudo strike
19.20
IV
183.1%
B/E move
3.3%

Options history

No recorded observations