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Oxford Square Capital Corp. Common Stock OXSQ

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Market datapartial · fetched 2026-11-12T06:54:13.563Z

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: 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 · 2026-11-12T00:15:42.839480061Z

FundamentalsAlpha Vantage · unavailable

Share price$0.80
1D-0.4%
AH$0.79$0.80$0.81$0.82$0.835:30 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$0.27$0.75$1.23$1.71$2.19$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEOXSQ PRICE$0.32$0.35$0.39$0.42$0.34$0.36$0.38$0.40$0.42$0.49$0.57$0.65$0.73$0.94$1.42$1.61$2.05
PutsExpensive2.84×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.65526.5%60.9%
25Δ0.73470.8%53.2%
30Δ0.82415.1%45.4%
35Δ0.90359.4%37.6%
40Δ0.98303.8%29.9%
45Δ1.08285.5%25.5%
50Δ1.19277.8%22.1%
55Δ1.30270.1%18.8%
60Δ1.41262.4%15.4%
65Δ0.66270.8%21.6%1.64271.0%12.5%
70Δ0.61293.6%20.8%2.13304.0%10.9%
75Δ0.57316.5%20.1%2.35294.7%8.2%
80Δ0.53339.3%19.3%2.81291.2%5.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.65
IV
526.5%
B/E move
60.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.73
IV
470.8%
B/E move
53.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.82
IV
415.1%
B/E move
45.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.90
IV
359.4%
B/E move
37.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.98
IV
303.8%
B/E move
29.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.08
IV
285.5%
B/E move
25.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.19
IV
277.8%
B/E move
22.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.30
IV
270.1%
B/E move
18.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.41
IV
262.4%
B/E move
15.4%

65Δ

Calls
Pseudo strike
0.66
IV
270.8%
B/E move
21.6%
Puts
Pseudo strike
1.64
IV
271.0%
B/E move
12.5%

70Δ

Calls
Pseudo strike
0.61
IV
293.6%
B/E move
20.8%
Puts
Pseudo strike
2.13
IV
304.0%
B/E move
10.9%

75Δ

Calls
Pseudo strike
0.57
IV
316.5%
B/E move
20.1%
Puts
Pseudo strike
2.35
IV
294.7%
B/E move
8.2%

80Δ

Calls
Pseudo strike
0.53
IV
339.3%
B/E move
19.3%
Puts
Pseudo strike
2.81
IV
291.2%
B/E move
5.5%

Options history

IV · four-Friday blend354.00%
Daily EOD
OXSQ215.3%289.8%364.3%2026-10-19: 225.60%2026-10-20: 264.54%2026-10-22: 253.91%2026-10-29: 354.00%Oct 19Oct 20Oct 29
4 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
225.60%
264.54%
253.91%
354.00%