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Prospect Capital Corporation PSEC

FINANCIAL SERVICES · ASSET MANAGEMENT
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Market dataready · fetched 2026-10-15T20:02:50.117Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:44.383119896Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:05.193991+00:00

Share price$1.64
1D+1.9%
AH$1.59$1.62$1.64$1.66$1.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSEC
Sold putSold callAH

Prospect Capital Corporation options

Live interpolated PSEC call and put midpoint premiums by absolute delta.Prospect Capital Corporation$0.00$0.32$0.64$0.95$1.27$0.15$0.59$1.02$1.45$1.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $1.64OPTION PRICELive PSEC spot · $1.64PSEC PRICE$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.08$0.16$0.23$0.30$0.37$0.45$0.52$0.59$0.73$0.88$1.03$1.18
PutsExpensive7.97×
CallsCheap-16.79×
SkewBearish+2137.27 pp
Implied moveBearish±$0.47
TiltBearish90.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.53167.6%4.9%1.46271.5%12.5%
25Δ0.84-116.6%47.5%1.55286.5%10.5%
30Δ0.14-400.9%90.0%1.61358.9%11.1%
35Δ-0.56-685.2%132.6%1.68431.3%11.7%
40Δ-1.26-969.5%175.2%1.74503.7%12.3%
45Δ-1.96-1253.7%217.7%1.80576.1%12.8%
50Δ-2.65-1538.0%260.3%1.87648.5%13.4%
55Δ-3.35-1822.3%302.8%1.93720.9%14.0%
60Δ-4.05-2106.5%345.4%1.99793.2%14.6%
65Δ-4.75-2390.8%387.9%2.16800.0%13.2%
70Δ-5.44-2675.1%430.5%2.33800.0%11.6%
75Δ-6.14-2959.4%473.0%2.51800.0%10.0%
80Δ-6.84-3243.6%515.6%2.68800.0%8.4%

20Δ

Calls
Pseudo strike
1.53
IV
167.6%
B/E move
4.9%
Puts
Pseudo strike
1.46
IV
271.5%
B/E move
12.5%

25Δ

Calls
Pseudo strike
0.84
IV
-116.6%
B/E move
47.5%
Puts
Pseudo strike
1.55
IV
286.5%
B/E move
10.5%

30Δ

Calls
Pseudo strike
0.14
IV
-400.9%
B/E move
90.0%
Puts
Pseudo strike
1.61
IV
358.9%
B/E move
11.1%

35Δ

Calls
Pseudo strike
-0.56
IV
-685.2%
B/E move
132.6%
Puts
Pseudo strike
1.68
IV
431.3%
B/E move
11.7%

40Δ

Calls
Pseudo strike
-1.26
IV
-969.5%
B/E move
175.2%
Puts
Pseudo strike
1.74
IV
503.7%
B/E move
12.3%

45Δ

Calls
Pseudo strike
-1.96
IV
-1253.7%
B/E move
217.7%
Puts
Pseudo strike
1.80
IV
576.1%
B/E move
12.8%

50Δ

Calls
Pseudo strike
-2.65
IV
-1538.0%
B/E move
260.3%
Puts
Pseudo strike
1.87
IV
648.5%
B/E move
13.4%

55Δ

Calls
Pseudo strike
-3.35
IV
-1822.3%
B/E move
302.8%
Puts
Pseudo strike
1.93
IV
720.9%
B/E move
14.0%

60Δ

Calls
Pseudo strike
-4.05
IV
-2106.5%
B/E move
345.4%
Puts
Pseudo strike
1.99
IV
793.2%
B/E move
14.6%

65Δ

Calls
Pseudo strike
-4.75
IV
-2390.8%
B/E move
387.9%
Puts
Pseudo strike
2.16
IV
800.0%
B/E move
13.2%

70Δ

Calls
Pseudo strike
-5.44
IV
-2675.1%
B/E move
430.5%
Puts
Pseudo strike
2.33
IV
800.0%
B/E move
11.6%

75Δ

Calls
Pseudo strike
-6.14
IV
-2959.4%
B/E move
473.0%
Puts
Pseudo strike
2.51
IV
800.0%
B/E move
10.0%

80Δ

Calls
Pseudo strike
-6.84
IV
-3243.6%
B/E move
515.6%
Puts
Pseudo strike
2.68
IV
800.0%
B/E move
8.4%