Share price$6.72
1D+2.3%
Sold putSold callAH
New Mountain Finance Corporation Common Stock NMFC
i
Market datapartial · fetched 2026-10-22T23:57:49.024Z
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 · 2026-10-22T20:00:05.817284754Z
FundamentalsAlpha Vantage · unavailable
New Mountain Finance Corporation Common Stock options
PutsExpensive2.65×
CallsExpensive3.18×
SkewBullish-3.25 pp
Implied move——
TiltBearish95.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.43 | 103.9% | 43.1% | 5.06 | 154.3% | 30.4% |
| 25Δ | 5.27 | 144.9% | 27.9% | |||
| 30Δ | 5.48 | 135.5% | 25.4% | |||
| 35Δ | 5.68 | 126.2% | 22.9% | |||
| 40Δ | 5.89 | 116.8% | 20.4% | |||
| 45Δ | 6.10 | 107.4% | 18.0% | |||
| 50Δ | 6.30 | 98.0% | 15.5% | |||
| 55Δ | 6.51 | 88.6% | 13.0% | |||
| 60Δ | 6.72 | 79.3% | 10.5% | |||
| 65Δ | 6.92 | 69.9% | 8.0% | |||
| 70Δ | 7.13 | 60.5% | 5.5% | |||
| 75Δ | 7.34 | 51.1% | 3.0% | |||
| 80Δ | 8.43 | 75.4% | 1.6% | |||
20Δ
- Pseudo strike
- 9.43
- IV
- 103.9%
- B/E move
- 43.1%
- Pseudo strike
- 5.06
- IV
- 154.3%
- B/E move
- 30.4%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.27
- IV
- 144.9%
- B/E move
- 27.9%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.48
- IV
- 135.5%
- B/E move
- 25.4%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.68
- IV
- 126.2%
- B/E move
- 22.9%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.89
- IV
- 116.8%
- B/E move
- 20.4%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.10
- IV
- 107.4%
- B/E move
- 18.0%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.30
- IV
- 98.0%
- B/E move
- 15.5%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.51
- IV
- 88.6%
- B/E move
- 13.0%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.72
- IV
- 79.3%
- B/E move
- 10.5%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.92
- IV
- 69.9%
- B/E move
- 8.0%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.13
- IV
- 60.5%
- B/E move
- 5.5%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.34
- IV
- 51.1%
- B/E move
- 3.0%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.43
- IV
- 75.4%
- B/E move
- 1.6%
Options history
No recorded observations