IntraAlpha
Create free account Start free

PennantPark Floating Rate Capital Ltd PFLT

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-23T00:24:53.947Z

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 · 2026-10-22T23:00:00.002111521Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:24:51.953754+00:00

Share price$6.42
1D+2.7%
AH$6.24$6.29$6.34$6.40$6.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPFLT
Sold putSold callAH

PennantPark Floating Rate Capital Ltd options

Live interpolated PFLT call and put midpoint premiums by absolute delta.PennantPark Floating Rate Capital Ltd$0.27$1.56$2.85$4.14$5.42$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEPFLT PRICE$0.41$3.20$5.05
PutsExpensive4.10×
CallsExpensive6.13×
SkewBullish-101.04 pp
Implied move——
TiltBearish90.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.08260.8%156.9%
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ9.34143.5%4.4%
80Δ11.23176.1%3.8%

20Δ

Calls
Pseudo strike
16.08
IV
260.8%
B/E move
156.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.34
IV
143.5%
B/E move
4.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.23
IV
176.1%
B/E move
3.8%

Options history

No recorded observations