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Hercules Capital, Inc. HTGC

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Market datapartial · fetched 2026-10-22T07:13:21.788Z

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 · 2026-10-21T23:35:13.67132295Z

FundamentalsAlpha Vantage · unavailable

Share price$16.24
1D-0.5%
AH$16.18$16.30$16.41$16.52$16.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHTGC
Sold putSold callAH

Hercules Capital, Inc. options

Live interpolated HTGC call and put midpoint premiums by absolute delta.Hercules Capital, Inc.$0.15$1.08$2.00$2.93$3.86$12.01$14.14$16.27$18.40$20.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HTGC spot · $16.24HTGC PRICE$0.25$0.80$1.06$0.99$0.92$0.84$0.77$0.70$0.62$0.76$0.99$1.23$1.46$1.05$0.88$0.72$0.56$0.41$0.94$1.46$1.99$2.51$1.34$2.02$2.69$3.59
PutsExpensive1.87×
CallsExpensive1.91×
SkewBullish-1.31 pp
Implied moveBearish±$2.23
TiltBearish27.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.9366.5%30.4%12.16165.4%31.6%
25Δ23.43136.9%49.2%13.13131.1%24.6%
30Δ22.83153.8%47.1%14.0996.9%17.6%
35Δ21.75133.3%40.0%15.0662.6%10.7%
40Δ20.66112.8%32.9%16.0129.7%3.9%
45Δ19.5892.3%25.8%16.4843.1%4.3%
50Δ18.5071.8%18.7%16.9556.4%4.7%
55Δ17.4251.3%11.6%17.4169.8%5.0%
60Δ16.3430.8%4.5%17.8883.1%5.4%
65Δ15.8226.6%2.1%17.2341.3%2.2%
70Δ15.5529.8%1.9%17.9350.3%2.0%
75Δ15.2933.0%1.7%18.6359.3%1.9%
80Δ15.0236.2%1.5%19.5768.8%1.6%

20Δ

Calls
Pseudo strike
20.93
IV
66.5%
B/E move
30.4%
Puts
Pseudo strike
12.16
IV
165.4%
B/E move
31.6%

25Δ

Calls
Pseudo strike
23.43
IV
136.9%
B/E move
49.2%
Puts
Pseudo strike
13.13
IV
131.1%
B/E move
24.6%

30Δ

Calls
Pseudo strike
22.83
IV
153.8%
B/E move
47.1%
Puts
Pseudo strike
14.09
IV
96.9%
B/E move
17.6%

35Δ

Calls
Pseudo strike
21.75
IV
133.3%
B/E move
40.0%
Puts
Pseudo strike
15.06
IV
62.6%
B/E move
10.7%

40Δ

Calls
Pseudo strike
20.66
IV
112.8%
B/E move
32.9%
Puts
Pseudo strike
16.01
IV
29.7%
B/E move
3.9%

45Δ

Calls
Pseudo strike
19.58
IV
92.3%
B/E move
25.8%
Puts
Pseudo strike
16.48
IV
43.1%
B/E move
4.3%

50Δ

Calls
Pseudo strike
18.50
IV
71.8%
B/E move
18.7%
Puts
Pseudo strike
16.95
IV
56.4%
B/E move
4.7%

55Δ

Calls
Pseudo strike
17.42
IV
51.3%
B/E move
11.6%
Puts
Pseudo strike
17.41
IV
69.8%
B/E move
5.0%

60Δ

Calls
Pseudo strike
16.34
IV
30.8%
B/E move
4.5%
Puts
Pseudo strike
17.88
IV
83.1%
B/E move
5.4%

65Δ

Calls
Pseudo strike
15.82
IV
26.6%
B/E move
2.1%
Puts
Pseudo strike
17.23
IV
41.3%
B/E move
2.2%

70Δ

Calls
Pseudo strike
15.55
IV
29.8%
B/E move
1.9%
Puts
Pseudo strike
17.93
IV
50.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
15.29
IV
33.0%
B/E move
1.7%
Puts
Pseudo strike
18.63
IV
59.3%
B/E move
1.9%

80Δ

Calls
Pseudo strike
15.02
IV
36.2%
B/E move
1.5%
Puts
Pseudo strike
19.57
IV
68.8%
B/E move
1.6%

Options history

No recorded observations