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Horizon Technology Finance Corporation Common Stock HRZN

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Market datapartial · fetched 2026-11-13T18:52:05.824Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-13T18:49:47.197332705Z

FundamentalsAlpha Vantage · unavailable

Share price$3.74
1D-1.7%
$3.72$3.74$3.76$3.78$3.815:30 AM6:30 AM9:00 AM1:00 PMHRZN
Sold putSold call

Horizon Technology Finance Corporation Common Stock options

Live interpolated HRZN call and put midpoint premiums by absolute delta.Horizon Technology Finance Corporation Common Stock$0.13$0.38$0.64$0.89$1.15$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICEHRZN PRICE$0.15$0.23$0.31$0.38$0.46$0.54$0.62$0.69$0.77$0.85$0.92$1.00$1.08
Puts——
CallsCheap0.81×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.7935.2%32.3%
25Δ4.6336.0%30.2%
30Δ4.4736.8%28.0%
35Δ4.3237.6%25.9%
40Δ4.1638.4%23.7%
45Δ4.0039.2%21.6%
50Δ3.8540.0%19.5%
55Δ3.6940.8%17.3%
60Δ3.5341.6%15.2%
65Δ3.3842.3%13.0%
70Δ3.2243.1%10.9%
75Δ3.0643.9%8.8%
80Δ2.9144.7%6.6%

20Δ

Calls
Pseudo strike
4.79
IV
35.2%
B/E move
32.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.63
IV
36.0%
B/E move
30.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.47
IV
36.8%
B/E move
28.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.32
IV
37.6%
B/E move
25.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.16
IV
38.4%
B/E move
23.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.00
IV
39.2%
B/E move
21.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.85
IV
40.0%
B/E move
19.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.69
IV
40.8%
B/E move
17.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.53
IV
41.6%
B/E move
15.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.38
IV
42.3%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.22
IV
43.1%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.06
IV
43.9%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.91
IV
44.7%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations