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Hercules Capital, Inc. HTGC

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-11T13:45:01.164Z

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 · 2026-11-11T13:34:41.862156746Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:45:00.600628+00:00

Share price$16.07
1D+0.0%
$16.07$16.07$16.07$16.08$16.085:30 AM6:30 AM9:00 AM1:00 PMHTGC
Sold putSold call

Hercules Capital, Inc. options

Live interpolated HTGC call and put midpoint premiums by absolute delta.Hercules Capital, Inc.$0.04$0.74$1.44$2.13$2.83$14.64$15.30$15.95$16.61$17.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive HTGC spot · $16.07HTGC PRICE$0.12$0.13$0.15$0.17$0.19$0.21$0.26$0.41$0.57$0.72$0.88$2.63
Puts——
Calls——
Skew——
Implied moveBearish±$0.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ16.6325.5%4.2%
35Δ16.5224.1%3.6%
40Δ16.4122.7%3.0%
45Δ16.3021.3%2.5%16.0427.6%1.8%
50Δ16.1920.0%1.9%16.2132.2%1.7%
55Δ16.0818.6%1.3%16.3836.9%1.6%
60Δ16.5541.5%1.5%
65Δ16.7346.2%1.4%
70Δ
75Δ18.30109.7%2.5%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
16.63
IV
25.5%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
16.52
IV
24.1%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
16.41
IV
22.7%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
16.30
IV
21.3%
B/E move
2.5%
Puts
Pseudo strike
16.04
IV
27.6%
B/E move
1.8%

50Δ

Calls
Pseudo strike
16.19
IV
20.0%
B/E move
1.9%
Puts
Pseudo strike
16.21
IV
32.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
16.08
IV
18.6%
B/E move
1.3%
Puts
Pseudo strike
16.38
IV
36.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.55
IV
41.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.73
IV
46.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.30
IV
109.7%
B/E move
2.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend30.80%
Daily EOD
HTGC26.1%33.5%41.0%2026-10-19: 27.12%2026-10-20: 34.56%2026-10-21: 39.97%2026-10-28: 32.87%2026-10-29: 30.80%Oct 19Oct 21Oct 29
5 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
27.12%
34.56%
39.97%
32.87%
30.80%