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New Mountain Finance Corporation Common Stock NMFC

i

Market datapartial · fetched 2026-11-14T01:11:11.906Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T21:00:07.051573766Z

FundamentalsAlpha Vantage · unavailable

Share price$6.70
1D+0.2%
AH$6.62$6.64$6.67$6.69$6.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNMFC
Sold putSold callAH

New Mountain Finance Corporation Common Stock options

Live interpolated NMFC call and put midpoint premiums by absolute delta.New Mountain Finance Corporation Common Stock$0.11$1.03$1.95$2.87$3.79$4.21$5.13$6.04$6.95$7.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NMFC spot · $6.70NMFC PRICE$0.38$0.21$0.33$0.46$0.59$0.71$0.84$0.96$1.09$1.21$1.34$1.46$0.39$0.46$0.53$0.59$0.66$0.73$0.79$0.86$0.93$0.99$1.52$2.51$3.52
PutsExpensive2.52×
Calls——
Skew——
Implied moveBearish±$1.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.07140.4%30.2%
25Δ10.36151.5%60.3%5.33132.3%27.3%
30Δ7.4856.5%14.8%5.58124.2%24.5%
35Δ7.2957.8%13.7%5.84116.2%21.7%
40Δ7.0959.1%12.6%6.09108.1%18.9%
45Δ6.8960.4%11.5%6.35100.0%16.1%
50Δ6.6961.6%10.4%6.6192.0%13.2%
55Δ6.4962.9%9.3%6.8683.9%10.4%
60Δ6.2964.2%8.2%7.1275.8%7.6%
65Δ6.0965.5%7.1%7.3767.7%4.8%
70Δ5.8966.7%6.0%8.0075.8%3.3%
75Δ5.6968.0%4.9%9.00100.1%3.1%
80Δ5.4969.3%3.8%10.02124.6%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.07
IV
140.4%
B/E move
30.2%

25Δ

Calls
Pseudo strike
10.36
IV
151.5%
B/E move
60.3%
Puts
Pseudo strike
5.33
IV
132.3%
B/E move
27.3%

30Δ

Calls
Pseudo strike
7.48
IV
56.5%
B/E move
14.8%
Puts
Pseudo strike
5.58
IV
124.2%
B/E move
24.5%

35Δ

Calls
Pseudo strike
7.29
IV
57.8%
B/E move
13.7%
Puts
Pseudo strike
5.84
IV
116.2%
B/E move
21.7%

40Δ

Calls
Pseudo strike
7.09
IV
59.1%
B/E move
12.6%
Puts
Pseudo strike
6.09
IV
108.1%
B/E move
18.9%

45Δ

Calls
Pseudo strike
6.89
IV
60.4%
B/E move
11.5%
Puts
Pseudo strike
6.35
IV
100.0%
B/E move
16.1%

50Δ

Calls
Pseudo strike
6.69
IV
61.6%
B/E move
10.4%
Puts
Pseudo strike
6.61
IV
92.0%
B/E move
13.2%

55Δ

Calls
Pseudo strike
6.49
IV
62.9%
B/E move
9.3%
Puts
Pseudo strike
6.86
IV
83.9%
B/E move
10.4%

60Δ

Calls
Pseudo strike
6.29
IV
64.2%
B/E move
8.2%
Puts
Pseudo strike
7.12
IV
75.8%
B/E move
7.6%

65Δ

Calls
Pseudo strike
6.09
IV
65.5%
B/E move
7.1%
Puts
Pseudo strike
7.37
IV
67.7%
B/E move
4.8%

70Δ

Calls
Pseudo strike
5.89
IV
66.7%
B/E move
6.0%
Puts
Pseudo strike
8.00
IV
75.8%
B/E move
3.3%

75Δ

Calls
Pseudo strike
5.69
IV
68.0%
B/E move
4.9%
Puts
Pseudo strike
9.00
IV
100.1%
B/E move
3.1%

80Δ

Calls
Pseudo strike
5.49
IV
69.3%
B/E move
3.8%
Puts
Pseudo strike
10.02
IV
124.6%
B/E move
3.0%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations