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Oxford Square Capital Corp. Common Stock OXSQ

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Market datapartial · fetched 2026-10-23T00:22:07.334Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-10-22T21:52:56.520740216Z

FundamentalsAlpha Vantage · unavailable

Share price$1.31
1D+0.2%
AH$1.29$1.30$1.31$1.32$1.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOXSQ
Sold putSold callAH

Oxford Square Capital Corp. Common Stock options

Live interpolated OXSQ call and put midpoint premiums by absolute delta.Oxford Square Capital Corp. Common Stock$0.00$1.27$2.53$3.80$5.06$0.43$1.11$1.80$2.48$3.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OXSQ spot · $1.31OXSQ PRICE$0.12$0.17$0.22$0.26$0.31$0.36$0.39$0.42$0.44$0.47$0.49$0.52$0.57$0.07$0.10$0.13$0.16$0.19$0.22$0.25$0.28$0.39$0.65$3.71$4.69
PutsExpensive2.16×
CallsExpensive5.45×
SkewBullish-264.92 pp
Implied moveBullish±$0.64
TiltBearish39.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.81280.6%199.5%1.08100.6%22.8%
25Δ4.51347.6%257.0%1.14103.6%20.9%
30Δ5.22414.5%314.6%1.19106.6%19.0%
35Δ5.92481.5%372.1%1.25109.5%17.1%
40Δ6.63548.4%429.7%1.30112.5%15.2%
45Δ7.33615.4%487.3%1.36115.5%13.4%
50Δ6.70587.7%441.5%1.41118.5%11.5%
55Δ5.65529.9%362.8%1.47121.5%9.6%
60Δ4.59472.1%284.2%1.59137.7%8.4%
65Δ3.54414.3%205.6%1.85176.9%8.4%
70Δ2.48356.5%127.0%4.87413.4%12.0%
75Δ1.43298.7%48.3%5.89387.7%8.4%
80Δ0.92267.5%14.1%

20Δ

Calls
Pseudo strike
3.81
IV
280.6%
B/E move
199.5%
Puts
Pseudo strike
1.08
IV
100.6%
B/E move
22.8%

25Δ

Calls
Pseudo strike
4.51
IV
347.6%
B/E move
257.0%
Puts
Pseudo strike
1.14
IV
103.6%
B/E move
20.9%

30Δ

Calls
Pseudo strike
5.22
IV
414.5%
B/E move
314.6%
Puts
Pseudo strike
1.19
IV
106.6%
B/E move
19.0%

35Δ

Calls
Pseudo strike
5.92
IV
481.5%
B/E move
372.1%
Puts
Pseudo strike
1.25
IV
109.5%
B/E move
17.1%

40Δ

Calls
Pseudo strike
6.63
IV
548.4%
B/E move
429.7%
Puts
Pseudo strike
1.30
IV
112.5%
B/E move
15.2%

45Δ

Calls
Pseudo strike
7.33
IV
615.4%
B/E move
487.3%
Puts
Pseudo strike
1.36
IV
115.5%
B/E move
13.4%

50Δ

Calls
Pseudo strike
6.70
IV
587.7%
B/E move
441.5%
Puts
Pseudo strike
1.41
IV
118.5%
B/E move
11.5%

55Δ

Calls
Pseudo strike
5.65
IV
529.9%
B/E move
362.8%
Puts
Pseudo strike
1.47
IV
121.5%
B/E move
9.6%

60Δ

Calls
Pseudo strike
4.59
IV
472.1%
B/E move
284.2%
Puts
Pseudo strike
1.59
IV
137.7%
B/E move
8.4%

65Δ

Calls
Pseudo strike
3.54
IV
414.3%
B/E move
205.6%
Puts
Pseudo strike
1.85
IV
176.9%
B/E move
8.4%

70Δ

Calls
Pseudo strike
2.48
IV
356.5%
B/E move
127.0%
Puts
Pseudo strike
4.87
IV
413.4%
B/E move
12.0%

75Δ

Calls
Pseudo strike
1.43
IV
298.7%
B/E move
48.3%
Puts
Pseudo strike
5.89
IV
387.7%
B/E move
8.4%

80Δ

Calls
Pseudo strike
0.92
IV
267.5%
B/E move
14.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations