Share price$1.31
1D+0.2%
Sold putSold call
Oxford Square Capital Corp. Common Stock OXSQ
i
Market datapartial · fetched 2026-10-22T18:28:39.746Z
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 · 2026-10-22T18:27:41.335171154Z
FundamentalsAlpha Vantage · unavailable
Oxford Square Capital Corp. Common Stock options
PutsExpensive2.05×
CallsExpensive3.35×
SkewBullish-110.44 pp
Implied move——
TiltBearish29.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | 1.59 | 137.5% | 8.4% | |||
| 65Δ | 1.85 | 176.4% | 8.4% | |||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | 0.92 | 267.4% | 14.1% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.59
- IV
- 137.5%
- B/E move
- 8.4%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.85
- IV
- 176.4%
- B/E move
- 8.4%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 0.92
- IV
- 267.4%
- B/E move
- 14.1%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations