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Main Street Capital Corporation MAIN

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Market datapartial · fetched 2026-10-22T21:21:23.442Z

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 · 2026-10-22T20:51:09.57896474Z

FundamentalsAlpha Vantage · unavailable

Share price$54.00
1D+1.1%
AH$53.34$53.59$53.85$54.10$54.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMAIN
Sold putSold callAH

Main Street Capital Corporation options

Live interpolated MAIN call and put midpoint premiums by absolute delta.Main Street Capital Corporation$0.21$3.30$6.40$9.49$12.59$47.58$50.86$54.14$57.43$60.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MAIN spot · $54.00MAIN PRICE$1.04$1.01$0.98$0.95$0.92$0.99$1.36$1.73$2.10$2.47$2.84$3.20$3.57$0.54$0.73$0.91$1.10$1.28$1.46$1.65$2.02$3.33$4.63$5.93$8.15$11.69
PutsFair1.04×
CallsExpensive1.12×
SkewBullish-1.89 pp
Implied moveBearish±$3.01
TiltBearish30.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.7793.0%40.4%50.7125.8%7.1%
25Δ70.5477.4%32.5%51.3025.7%6.4%
30Δ66.3161.7%24.6%51.8825.6%5.6%
35Δ62.0846.1%16.7%52.4725.4%4.9%
40Δ57.8530.4%8.8%53.0525.3%4.1%
45Δ54.5718.8%2.9%53.6325.2%3.4%
50Δ54.0719.0%2.6%54.2225.0%2.7%
55Δ53.5619.2%2.4%54.9326.1%2.0%
60Δ53.0619.4%2.1%56.2632.9%2.0%
65Δ52.5519.6%1.9%57.5939.7%1.9%
70Δ52.0519.8%1.6%58.9146.5%1.9%
75Δ51.5420.1%1.4%61.2254.2%1.7%
80Δ51.0420.3%1.1%64.9663.1%1.4%

20Δ

Calls
Pseudo strike
74.77
IV
93.0%
B/E move
40.4%
Puts
Pseudo strike
50.71
IV
25.8%
B/E move
7.1%

25Δ

Calls
Pseudo strike
70.54
IV
77.4%
B/E move
32.5%
Puts
Pseudo strike
51.30
IV
25.7%
B/E move
6.4%

30Δ

Calls
Pseudo strike
66.31
IV
61.7%
B/E move
24.6%
Puts
Pseudo strike
51.88
IV
25.6%
B/E move
5.6%

35Δ

Calls
Pseudo strike
62.08
IV
46.1%
B/E move
16.7%
Puts
Pseudo strike
52.47
IV
25.4%
B/E move
4.9%

40Δ

Calls
Pseudo strike
57.85
IV
30.4%
B/E move
8.8%
Puts
Pseudo strike
53.05
IV
25.3%
B/E move
4.1%

45Δ

Calls
Pseudo strike
54.57
IV
18.8%
B/E move
2.9%
Puts
Pseudo strike
53.63
IV
25.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
54.07
IV
19.0%
B/E move
2.6%
Puts
Pseudo strike
54.22
IV
25.0%
B/E move
2.7%

55Δ

Calls
Pseudo strike
53.56
IV
19.2%
B/E move
2.4%
Puts
Pseudo strike
54.93
IV
26.1%
B/E move
2.0%

60Δ

Calls
Pseudo strike
53.06
IV
19.4%
B/E move
2.1%
Puts
Pseudo strike
56.26
IV
32.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
52.55
IV
19.6%
B/E move
1.9%
Puts
Pseudo strike
57.59
IV
39.7%
B/E move
1.9%

70Δ

Calls
Pseudo strike
52.05
IV
19.8%
B/E move
1.6%
Puts
Pseudo strike
58.91
IV
46.5%
B/E move
1.9%

75Δ

Calls
Pseudo strike
51.54
IV
20.1%
B/E move
1.4%
Puts
Pseudo strike
61.22
IV
54.2%
B/E move
1.7%

80Δ

Calls
Pseudo strike
51.04
IV
20.3%
B/E move
1.1%
Puts
Pseudo strike
64.96
IV
63.1%
B/E move
1.4%

Options history

No recorded observations