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Main Street Capital Corporation MAIN

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Market datapartial · fetched 2026-10-22T14:49:52.309Z

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 · 2026-10-22T14:49:31.810783285Z

FundamentalsAlpha Vantage · unavailable

Share price$53.91
1D+0.9%
$53.36$53.53$53.71$53.88$54.055:30 AM6:30 AM9:00 AM1:00 PMMAIN
Sold putSold call

Main Street Capital Corporation options

Live interpolated MAIN call and put midpoint premiums by absolute delta.Main Street Capital Corporation$0.27$2.97$5.68$8.39$11.10$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMAIN PRICE$1.00$0.93$0.87$0.81$0.74$0.56$0.76$0.95$1.15$1.35$1.54$1.74$2.00$3.29$4.57$5.85$7.57$10.31
PutsFair1.01×
CallsExpensive1.71×
SkewBullish-21.89 pp
Implied move——
TiltBearish81.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.2990.7%39.7%50.6925.8%7.0%
25Δ69.6773.2%31.0%51.2625.8%6.3%
30Δ65.0455.6%22.3%51.8425.9%5.6%
35Δ60.4238.1%13.6%52.4226.0%4.9%
40Δ55.7920.6%4.9%53.0026.0%4.2%
45Δ53.5826.1%3.5%
50Δ54.1626.1%2.8%
55Δ54.7826.6%2.1%
60Δ56.1133.0%2.0%
65Δ57.4439.3%1.9%
70Δ58.7745.7%1.8%
75Δ60.5852.5%1.7%
80Δ63.4960.0%1.4%

20Δ

Calls
Pseudo strike
74.29
IV
90.7%
B/E move
39.7%
Puts
Pseudo strike
50.69
IV
25.8%
B/E move
7.0%

25Δ

Calls
Pseudo strike
69.67
IV
73.2%
B/E move
31.0%
Puts
Pseudo strike
51.26
IV
25.8%
B/E move
6.3%

30Δ

Calls
Pseudo strike
65.04
IV
55.6%
B/E move
22.3%
Puts
Pseudo strike
51.84
IV
25.9%
B/E move
5.6%

35Δ

Calls
Pseudo strike
60.42
IV
38.1%
B/E move
13.6%
Puts
Pseudo strike
52.42
IV
26.0%
B/E move
4.9%

40Δ

Calls
Pseudo strike
55.79
IV
20.6%
B/E move
4.9%
Puts
Pseudo strike
53.00
IV
26.0%
B/E move
4.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.58
IV
26.1%
B/E move
3.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.16
IV
26.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.78
IV
26.6%
B/E move
2.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.11
IV
33.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.44
IV
39.3%
B/E move
1.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.77
IV
45.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.58
IV
52.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.49
IV
60.0%
B/E move
1.4%

Options history

No recorded observations