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OFS Capital Corporation Common Stock OFS

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-12T00:50:12.873Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-12T00:01:06.671191966Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:41:31.775866+00:00

Share price$3.64
1D+3.4%
AH$3.55$3.60$3.65$3.70$3.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOFS
Sold putSold callAH

OFS Capital Corporation Common Stock options

Live interpolated OFS call and put midpoint premiums by absolute delta.OFS Capital Corporation Common Stock$0.07$0.79$1.51$2.23$2.95$1.87$2.73$3.60$4.46$5.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive OFS spot · $3.64OFS PRICE$0.15$0.22$0.29$0.35$0.42$0.49$0.56$0.62$0.69$0.76$0.83$0.89$0.96$0.30$0.42$0.54$0.67$0.79$0.91$1.04$1.16$1.29$1.41$1.53$2.74
Puts——
CallsCheap0.65×
Skew——
Implied moveBearish±$1.59
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.7857.6%35.3%2.72113.6%33.4%
25Δ4.6357.6%33.0%2.95112.0%30.6%
30Δ4.4857.5%30.8%3.17110.5%27.9%
35Δ4.3357.4%28.5%3.40108.9%25.1%
40Δ4.1857.3%26.2%3.62107.4%22.3%
45Δ4.0357.2%24.0%3.85105.8%19.5%
50Δ3.8857.1%21.7%4.07104.2%16.7%
55Δ3.7357.0%19.4%4.29102.7%14.0%
60Δ3.5857.0%17.2%4.52101.1%11.2%
65Δ3.4356.9%14.9%4.7499.6%8.4%
70Δ3.2856.8%12.6%4.9798.0%5.6%
75Δ3.1356.7%10.4%6.22122.6%4.6%
80Δ2.9756.6%8.1%

20Δ

Calls
Pseudo strike
4.78
IV
57.6%
B/E move
35.3%
Puts
Pseudo strike
2.72
IV
113.6%
B/E move
33.4%

25Δ

Calls
Pseudo strike
4.63
IV
57.6%
B/E move
33.0%
Puts
Pseudo strike
2.95
IV
112.0%
B/E move
30.6%

30Δ

Calls
Pseudo strike
4.48
IV
57.5%
B/E move
30.8%
Puts
Pseudo strike
3.17
IV
110.5%
B/E move
27.9%

35Δ

Calls
Pseudo strike
4.33
IV
57.4%
B/E move
28.5%
Puts
Pseudo strike
3.40
IV
108.9%
B/E move
25.1%

40Δ

Calls
Pseudo strike
4.18
IV
57.3%
B/E move
26.2%
Puts
Pseudo strike
3.62
IV
107.4%
B/E move
22.3%

45Δ

Calls
Pseudo strike
4.03
IV
57.2%
B/E move
24.0%
Puts
Pseudo strike
3.85
IV
105.8%
B/E move
19.5%

50Δ

Calls
Pseudo strike
3.88
IV
57.1%
B/E move
21.7%
Puts
Pseudo strike
4.07
IV
104.2%
B/E move
16.7%

55Δ

Calls
Pseudo strike
3.73
IV
57.0%
B/E move
19.4%
Puts
Pseudo strike
4.29
IV
102.7%
B/E move
14.0%

60Δ

Calls
Pseudo strike
3.58
IV
57.0%
B/E move
17.2%
Puts
Pseudo strike
4.52
IV
101.1%
B/E move
11.2%

65Δ

Calls
Pseudo strike
3.43
IV
56.9%
B/E move
14.9%
Puts
Pseudo strike
4.74
IV
99.6%
B/E move
8.4%

70Δ

Calls
Pseudo strike
3.28
IV
56.8%
B/E move
12.6%
Puts
Pseudo strike
4.97
IV
98.0%
B/E move
5.6%

75Δ

Calls
Pseudo strike
3.13
IV
56.7%
B/E move
10.4%
Puts
Pseudo strike
6.22
IV
122.6%
B/E move
4.6%

80Δ

Calls
Pseudo strike
2.97
IV
56.6%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations