Share price$6.64
1D-1.2%
Sold putSold call
New Mountain Finance Corporation Common Stock NMFC
i
Market datapartial · fetched 2026-10-23T16:43:11.587Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T16:42:28.598658909Z
FundamentalsAlpha Vantage · unavailable
New Mountain Finance Corporation Common Stock options
Puts——
CallsExpensive4.74×
Skew——
Implied move——
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.29 | 169.3% | 74.5% | |||
| 25Δ | 12.15 | 205.1% | 89.6% | |||
| 30Δ | 11.61 | 195.9% | 82.9% | |||
| 35Δ | 11.07 | 186.7% | 76.2% | |||
| 40Δ | 10.53 | 177.6% | 69.5% | |||
| 45Δ | 9.99 | 168.4% | 62.9% | |||
| 50Δ | 9.45 | 159.3% | 56.2% | |||
| 55Δ | 8.91 | 150.1% | 49.5% | |||
| 60Δ | 8.37 | 141.0% | 42.8% | |||
| 65Δ | 7.82 | 131.8% | 36.2% | |||
| 70Δ | 7.28 | 122.7% | 29.5% | |||
| 75Δ | 6.74 | 113.5% | 22.8% | |||
| 80Δ | 6.20 | 104.4% | 16.1% | |||
20Δ
- Pseudo strike
- 11.29
- IV
- 169.3%
- B/E move
- 74.5%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 12.15
- IV
- 205.1%
- B/E move
- 89.6%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 11.61
- IV
- 195.9%
- B/E move
- 82.9%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 11.07
- IV
- 186.7%
- B/E move
- 76.2%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 10.53
- IV
- 177.6%
- B/E move
- 69.5%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 9.99
- IV
- 168.4%
- B/E move
- 62.9%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 9.45
- IV
- 159.3%
- B/E move
- 56.2%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 8.91
- IV
- 150.1%
- B/E move
- 49.5%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 8.37
- IV
- 141.0%
- B/E move
- 42.8%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 7.82
- IV
- 131.8%
- B/E move
- 36.2%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 7.28
- IV
- 122.7%
- B/E move
- 29.5%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 6.74
- IV
- 113.5%
- B/E move
- 22.8%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 6.20
- IV
- 104.4%
- B/E move
- 16.1%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations