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OFS Capital Corporation Common Stock OFS

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Market datapartial · fetched 2026-10-22T21:55:17.975Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:55:19.603028569Z

FundamentalsAlpha Vantage · unavailable

Share price$3.90
1D-2.9%
AH$3.80$3.86$3.92$3.97$4.035:30 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$0.08$0.74$1.39$2.05$2.70$1.54$2.54$3.53$4.53$5.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OFS spot · $3.90OFS PRICE$0.15$0.24$0.32$0.40$0.48$0.56$0.65$0.73$0.81$0.89$0.97$1.06$1.14$0.43$0.51$0.59$0.67$0.74$0.82$0.90$0.98$1.06$1.13$1.21$1.67$2.51
PutsExpensive1.78×
CallsCheap0.69×
SkewBearish+72.27 pp
Implied moveBearish±$1.54
TiltBearish22.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.8151.9%27.3%2.66182.3%42.8%
25Δ4.6652.5%25.6%2.88172.6%39.1%
30Δ4.5153.2%23.9%3.11163.0%35.4%
35Δ4.3653.8%22.1%3.33153.3%31.7%
40Δ4.2254.5%20.4%3.55143.7%28.0%
45Δ4.0755.1%18.7%3.77134.0%24.3%
50Δ3.9255.7%17.0%4.00124.4%20.6%
55Δ3.7756.4%15.3%4.22114.7%16.8%
60Δ3.6257.0%13.6%4.44105.0%13.1%
65Δ3.4757.6%11.8%4.6795.4%9.4%
70Δ3.3258.3%10.1%4.8985.7%5.7%
75Δ3.1758.9%8.4%5.4487.9%3.4%
80Δ3.0259.6%6.7%6.32102.0%2.5%

20Δ

Calls
Pseudo strike
4.81
IV
51.9%
B/E move
27.3%
Puts
Pseudo strike
2.66
IV
182.3%
B/E move
42.8%

25Δ

Calls
Pseudo strike
4.66
IV
52.5%
B/E move
25.6%
Puts
Pseudo strike
2.88
IV
172.6%
B/E move
39.1%

30Δ

Calls
Pseudo strike
4.51
IV
53.2%
B/E move
23.9%
Puts
Pseudo strike
3.11
IV
163.0%
B/E move
35.4%

35Δ

Calls
Pseudo strike
4.36
IV
53.8%
B/E move
22.1%
Puts
Pseudo strike
3.33
IV
153.3%
B/E move
31.7%

40Δ

Calls
Pseudo strike
4.22
IV
54.5%
B/E move
20.4%
Puts
Pseudo strike
3.55
IV
143.7%
B/E move
28.0%

45Δ

Calls
Pseudo strike
4.07
IV
55.1%
B/E move
18.7%
Puts
Pseudo strike
3.77
IV
134.0%
B/E move
24.3%

50Δ

Calls
Pseudo strike
3.92
IV
55.7%
B/E move
17.0%
Puts
Pseudo strike
4.00
IV
124.4%
B/E move
20.6%

55Δ

Calls
Pseudo strike
3.77
IV
56.4%
B/E move
15.3%
Puts
Pseudo strike
4.22
IV
114.7%
B/E move
16.8%

60Δ

Calls
Pseudo strike
3.62
IV
57.0%
B/E move
13.6%
Puts
Pseudo strike
4.44
IV
105.0%
B/E move
13.1%

65Δ

Calls
Pseudo strike
3.47
IV
57.6%
B/E move
11.8%
Puts
Pseudo strike
4.67
IV
95.4%
B/E move
9.4%

70Δ

Calls
Pseudo strike
3.32
IV
58.3%
B/E move
10.1%
Puts
Pseudo strike
4.89
IV
85.7%
B/E move
5.7%

75Δ

Calls
Pseudo strike
3.17
IV
58.9%
B/E move
8.4%
Puts
Pseudo strike
5.44
IV
87.9%
B/E move
3.4%

80Δ

Calls
Pseudo strike
3.02
IV
59.6%
B/E move
6.7%
Puts
Pseudo strike
6.32
IV
102.0%
B/E move
2.5%

Options history

No recorded observations