IntraAlpha
Create free account Start free

MidCap Financial Investment Corporation Common Stock MFIC

i

Market datapartial · fetched 2026-11-12T14:59:34.947Z

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 · 2026-11-12T14:59:02.270299116Z

FundamentalsAlpha Vantage · unavailable

Share price$10.25
1D-0.4%
$10.25$10.27$10.28$10.29$10.315:30 AM6:30 AM9:00 AM1:00 PMMFIC
Sold putSold call

MidCap Financial Investment Corporation Common Stock options

Live interpolated MFIC call and put midpoint premiums by absolute delta.MidCap Financial Investment Corporation Common Stock$0.00$0.62$1.24$1.87$2.49$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ 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 —OPTION PRICEMFIC PRICE$0.20$0.29$0.37$0.46$0.54$0.63$0.72$0.80$0.89$0.98$1.06$1.15$1.23$0.05$1.44$1.58$1.72$1.86$2.31
Puts——
CallsExpensive2.83×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.7441.6%6.7%9.5541.4%7.3%
25Δ10.6144.7%6.3%
30Δ10.4847.8%5.8%
35Δ10.3550.9%5.4%
40Δ10.2254.0%5.0%
45Δ10.0957.1%4.6%
50Δ9.9660.3%4.1%
55Δ9.8363.4%3.7%
60Δ9.7066.5%3.3%11.11147.8%5.6%
65Δ9.5769.6%2.8%11.36140.6%4.6%
70Δ9.4372.7%2.4%11.60133.4%3.6%
75Δ9.3075.8%2.0%11.84126.2%2.6%
80Δ9.1778.9%1.5%12.37131.2%1.9%

20Δ

Calls
Pseudo strike
10.74
IV
41.6%
B/E move
6.7%
Puts
Pseudo strike
9.55
IV
41.4%
B/E move
7.3%

25Δ

Calls
Pseudo strike
10.61
IV
44.7%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
10.48
IV
47.8%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
10.35
IV
50.9%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
10.22
IV
54.0%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
10.09
IV
57.1%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
9.96
IV
60.3%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
9.83
IV
63.4%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
9.70
IV
66.5%
B/E move
3.3%
Puts
Pseudo strike
11.11
IV
147.8%
B/E move
5.6%

65Δ

Calls
Pseudo strike
9.57
IV
69.6%
B/E move
2.8%
Puts
Pseudo strike
11.36
IV
140.6%
B/E move
4.6%

70Δ

Calls
Pseudo strike
9.43
IV
72.7%
B/E move
2.4%
Puts
Pseudo strike
11.60
IV
133.4%
B/E move
3.6%

75Δ

Calls
Pseudo strike
9.30
IV
75.8%
B/E move
2.0%
Puts
Pseudo strike
11.84
IV
126.2%
B/E move
2.6%

80Δ

Calls
Pseudo strike
9.17
IV
78.9%
B/E move
1.5%
Puts
Pseudo strike
12.37
IV
131.2%
B/E move
1.9%

Options history

IV · four-Friday blend46.19%
Daily EOD
MFIC39.0%43.7%48.5%2026-10-20: 39.67%2026-10-21: 47.83%2026-10-23: 41.63%2026-10-26: 46.19%Oct 20Oct 21Oct 26
4 observations2026-10-20 — 2026-10-26
Table
DateIV (%)
39.67%
47.83%
41.63%
46.19%