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Prospect Capital Corporation Common Stock PSEC

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-07T10:13:18.294Z

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: 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 · 2026-11-07T00:55:55.854381834Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T10:13:17.206198+00:00

Share price$1.42
1D-0.7%
AH$1.31$1.34$1.37$1.41$1.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSEC
Sold putSold callAH

Prospect Capital Corporation Common Stock options

Live interpolated PSEC call and put midpoint premiums by absolute delta.Prospect Capital Corporation Common Stock$0.00$0.32$0.65$0.97$1.30$1.07$1.25$1.44$1.62$1.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PSEC spot · $1.42PSEC PRICE$0.03$0.04$0.04$0.05$0.06$0.10$0.14$0.18$0.22$0.26$0.30$0.34$0.38$0.04$0.04$0.05$0.06$0.06$0.07$0.07$0.08$0.09$0.09$1.02$1.20
Puts——
CallsExpensive1.17×
Skew——
Implied moveBullish±$0.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.88127.6%34.3%1.08145.9%26.5%
25Δ1.77113.0%27.4%1.12136.3%24.0%
30Δ1.6798.4%20.5%1.16126.6%21.6%
35Δ1.5783.8%13.6%1.20116.9%19.1%
40Δ1.4877.9%8.9%1.25107.3%16.7%
45Δ1.4387.4%8.2%1.2997.6%14.2%
50Δ1.3897.0%7.5%1.3387.9%11.7%
55Δ1.34106.5%6.8%1.3778.3%9.3%
60Δ1.29116.1%6.1%1.4168.6%6.8%
65Δ1.24125.6%5.4%1.4558.9%4.4%
70Δ1.19135.1%4.8%
75Δ1.14144.7%4.1%2.35257.7%6.0%
80Δ1.09154.2%3.4%2.56255.2%4.5%

20Δ

Calls
Pseudo strike
1.88
IV
127.6%
B/E move
34.3%
Puts
Pseudo strike
1.08
IV
145.9%
B/E move
26.5%

25Δ

Calls
Pseudo strike
1.77
IV
113.0%
B/E move
27.4%
Puts
Pseudo strike
1.12
IV
136.3%
B/E move
24.0%

30Δ

Calls
Pseudo strike
1.67
IV
98.4%
B/E move
20.5%
Puts
Pseudo strike
1.16
IV
126.6%
B/E move
21.6%

35Δ

Calls
Pseudo strike
1.57
IV
83.8%
B/E move
13.6%
Puts
Pseudo strike
1.20
IV
116.9%
B/E move
19.1%

40Δ

Calls
Pseudo strike
1.48
IV
77.9%
B/E move
8.9%
Puts
Pseudo strike
1.25
IV
107.3%
B/E move
16.7%

45Δ

Calls
Pseudo strike
1.43
IV
87.4%
B/E move
8.2%
Puts
Pseudo strike
1.29
IV
97.6%
B/E move
14.2%

50Δ

Calls
Pseudo strike
1.38
IV
97.0%
B/E move
7.5%
Puts
Pseudo strike
1.33
IV
87.9%
B/E move
11.7%

55Δ

Calls
Pseudo strike
1.34
IV
106.5%
B/E move
6.8%
Puts
Pseudo strike
1.37
IV
78.3%
B/E move
9.3%

60Δ

Calls
Pseudo strike
1.29
IV
116.1%
B/E move
6.1%
Puts
Pseudo strike
1.41
IV
68.6%
B/E move
6.8%

65Δ

Calls
Pseudo strike
1.24
IV
125.6%
B/E move
5.4%
Puts
Pseudo strike
1.45
IV
58.9%
B/E move
4.4%

70Δ

Calls
Pseudo strike
1.19
IV
135.1%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.14
IV
144.7%
B/E move
4.1%
Puts
Pseudo strike
2.35
IV
257.7%
B/E move
6.0%

80Δ

Calls
Pseudo strike
1.09
IV
154.2%
B/E move
3.4%
Puts
Pseudo strike
2.56
IV
255.2%
B/E move
4.5%

Options history

IV · four-Friday blend108.14%
Daily EOD
PSEC66.3%89.1%111.9%2026-10-20: 79.39%2026-10-21: 108.78%2026-10-22: 99.36%2026-10-23: 104.83%2026-10-26: 69.42%2026-10-28: 108.14%Oct 20Oct 22Oct 28
6 observations2026-10-20 — 2026-10-28
Table
DateIV (%)
79.39%
108.78%
99.36%
104.83%
69.42%
108.14%