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PennantPark Investment Corporation PNNT

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-23T00:21:38.332Z

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 · 2026-10-22T23:00:00.004104894Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:21:36.508824+00:00

Share price$2.89
1D+1.9%
AH$2.82$2.85$2.88$2.90$2.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPNNT
Sold putSold callAH

PennantPark Investment Corporation options

Live interpolated PNNT call and put midpoint premiums by absolute delta.PennantPark Investment Corporation$0.00$0.96$1.92$2.89$3.85$1.64$2.16$2.69$3.22$3.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PNNT spot · $2.89PNNT PRICE$0.09$0.12$0.14$0.17$0.19$0.22$0.24$0.26$0.29$0.31$0.34$0.36$0.39$0.43$0.74$1.06$1.37$1.69$2.00$2.31$2.63$2.94$3.26$3.57
PutsExpensive2.81×
CallsExpensive1.91×
SkewBearish+48.89 pp
Implied moveBearish±$1.93
TiltBearish75.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.59105.7%61.9%
25Δ4.43101.5%57.4%
30Δ4.2897.3%52.9%2.81107.0%17.5%
35Δ4.1293.1%48.4%3.17111.5%16.1%
40Δ3.9788.9%43.9%3.52116.0%14.8%
45Δ3.8184.7%39.3%3.87120.5%13.5%
50Δ3.6680.5%34.8%4.23124.9%12.1%
55Δ3.5076.3%30.3%4.58129.4%10.8%
60Δ3.3572.1%25.8%4.93133.9%9.4%
65Δ3.1967.9%21.3%5.28138.3%8.1%
70Δ3.0363.7%16.8%5.64142.8%6.7%
75Δ2.8859.5%12.2%5.99147.3%5.4%
80Δ2.7255.3%7.7%6.34151.7%4.1%

20Δ

Calls
Pseudo strike
4.59
IV
105.7%
B/E move
61.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.43
IV
101.5%
B/E move
57.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.28
IV
97.3%
B/E move
52.9%
Puts
Pseudo strike
2.81
IV
107.0%
B/E move
17.5%

35Δ

Calls
Pseudo strike
4.12
IV
93.1%
B/E move
48.4%
Puts
Pseudo strike
3.17
IV
111.5%
B/E move
16.1%

40Δ

Calls
Pseudo strike
3.97
IV
88.9%
B/E move
43.9%
Puts
Pseudo strike
3.52
IV
116.0%
B/E move
14.8%

45Δ

Calls
Pseudo strike
3.81
IV
84.7%
B/E move
39.3%
Puts
Pseudo strike
3.87
IV
120.5%
B/E move
13.5%

50Δ

Calls
Pseudo strike
3.66
IV
80.5%
B/E move
34.8%
Puts
Pseudo strike
4.23
IV
124.9%
B/E move
12.1%

55Δ

Calls
Pseudo strike
3.50
IV
76.3%
B/E move
30.3%
Puts
Pseudo strike
4.58
IV
129.4%
B/E move
10.8%

60Δ

Calls
Pseudo strike
3.35
IV
72.1%
B/E move
25.8%
Puts
Pseudo strike
4.93
IV
133.9%
B/E move
9.4%

65Δ

Calls
Pseudo strike
3.19
IV
67.9%
B/E move
21.3%
Puts
Pseudo strike
5.28
IV
138.3%
B/E move
8.1%

70Δ

Calls
Pseudo strike
3.03
IV
63.7%
B/E move
16.8%
Puts
Pseudo strike
5.64
IV
142.8%
B/E move
6.7%

75Δ

Calls
Pseudo strike
2.88
IV
59.5%
B/E move
12.2%
Puts
Pseudo strike
5.99
IV
147.3%
B/E move
5.4%

80Δ

Calls
Pseudo strike
2.72
IV
55.3%
B/E move
7.7%
Puts
Pseudo strike
6.34
IV
151.7%
B/E move
4.1%

Options history

No recorded observations