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MidCap Financial Investment Corporation MFIC

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-22T22:50:41.691Z

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 · 2026-10-22T20:03:32.362492289Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:50:41.186243+00:00

Share price$8.44
1D+2.7%
AH$8.20$8.27$8.33$8.39$8.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMFIC
Sold putSold callAH

MidCap Financial Investment Corporation options

Live interpolated MFIC call and put midpoint premiums by absolute delta.MidCap Financial Investment Corporation$0.00$1.76$3.51$5.27$7.03$6.31$7.11$7.92$8.73$9.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MFIC spot · $8.44MFIC PRICE$0.11$0.16$0.21$0.26$0.31$0.36$0.41$0.46$0.51$0.56$0.69$1.06$0.11$0.14$0.21$0.32$0.42$0.53$0.63$0.74$0.85$2.04$5.72$6.52
PutsExpensive1.95×
CallsFair0.98×
SkewBearish+44.34 pp
Implied moveBearish±$0.99
TiltBearish56.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.6242.1%11.0%
25Δ8.9426.8%7.2%7.8937.9%8.2%
30Δ8.8427.6%6.6%8.0938.1%6.7%
35Δ8.7528.3%6.1%8.2341.3%6.2%
40Δ8.6529.1%5.5%8.3844.5%5.8%
45Δ8.5529.8%5.0%8.5247.7%5.3%
50Δ8.4630.5%4.5%8.6751.0%4.8%
55Δ8.3631.3%3.9%8.8154.2%4.3%
60Δ8.2732.0%3.4%8.9657.4%3.9%
65Δ8.1732.8%2.8%9.99108.7%5.8%
70Δ8.0733.5%2.3%13.51202.8%7.7%
75Δ7.9137.0%1.9%14.47194.4%5.7%
80Δ7.5249.3%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.62
IV
42.1%
B/E move
11.0%

25Δ

Calls
Pseudo strike
8.94
IV
26.8%
B/E move
7.2%
Puts
Pseudo strike
7.89
IV
37.9%
B/E move
8.2%

30Δ

Calls
Pseudo strike
8.84
IV
27.6%
B/E move
6.6%
Puts
Pseudo strike
8.09
IV
38.1%
B/E move
6.7%

35Δ

Calls
Pseudo strike
8.75
IV
28.3%
B/E move
6.1%
Puts
Pseudo strike
8.23
IV
41.3%
B/E move
6.2%

40Δ

Calls
Pseudo strike
8.65
IV
29.1%
B/E move
5.5%
Puts
Pseudo strike
8.38
IV
44.5%
B/E move
5.8%

45Δ

Calls
Pseudo strike
8.55
IV
29.8%
B/E move
5.0%
Puts
Pseudo strike
8.52
IV
47.7%
B/E move
5.3%

50Δ

Calls
Pseudo strike
8.46
IV
30.5%
B/E move
4.5%
Puts
Pseudo strike
8.67
IV
51.0%
B/E move
4.8%

55Δ

Calls
Pseudo strike
8.36
IV
31.3%
B/E move
3.9%
Puts
Pseudo strike
8.81
IV
54.2%
B/E move
4.3%

60Δ

Calls
Pseudo strike
8.27
IV
32.0%
B/E move
3.4%
Puts
Pseudo strike
8.96
IV
57.4%
B/E move
3.9%

65Δ

Calls
Pseudo strike
8.17
IV
32.8%
B/E move
2.8%
Puts
Pseudo strike
9.99
IV
108.7%
B/E move
5.8%

70Δ

Calls
Pseudo strike
8.07
IV
33.5%
B/E move
2.3%
Puts
Pseudo strike
13.51
IV
202.8%
B/E move
7.7%

75Δ

Calls
Pseudo strike
7.91
IV
37.0%
B/E move
1.9%
Puts
Pseudo strike
14.47
IV
194.4%
B/E move
5.7%

80Δ

Calls
Pseudo strike
7.52
IV
49.3%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations