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Prospect Capital Corporation Common Stock PSEC

i

Market datapartial · fetched 2026-11-06T14:59:26.013Z

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 · 2026-11-06T14:59:22.893135197Z

FundamentalsAlpha Vantage · unavailable

Share price$1.34
1D-5.3%
$1.31$1.34$1.36$1.39$1.425:30 AM6:30 AM9:00 AM1:00 PMPSEC
Sold putSold call

Prospect Capital Corporation Common Stock options

Live interpolated PSEC call and put midpoint premiums by absolute delta.Prospect Capital Corporation Common Stock$0.01$0.14$0.27$0.39$0.52$0.99$1.21$1.43$1.65$1.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSEC spot · $1.33PSEC PRICE$0.03$0.04$0.07$0.11$0.15$0.19$0.23$0.27$0.30$0.34$0.38$0.42$0.48$0.04$0.05$0.06$0.07$0.08$0.09$0.10$0.11$0.12$0.13$0.15$0.16$0.17
PutsFair0.98×
CallsExpensive1.69×
SkewBullish-76.25 pp
Implied moveBullish±$0.33
TiltBullish38.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.68104.1%27.4%1.06132.4%24.1%
25Δ1.4978.4%14.1%1.09126.4%22.3%
30Δ1.4496.3%13.6%1.12120.4%20.4%
35Δ1.40114.3%13.1%1.16114.4%18.6%
40Δ1.35132.2%12.6%1.19108.5%16.8%
45Δ1.31150.1%12.1%1.23102.5%15.0%
50Δ1.26168.1%11.6%1.2696.5%13.2%
55Δ1.22186.0%11.1%1.3090.6%11.4%
60Δ1.17204.0%10.5%1.3384.6%9.6%
65Δ1.13221.9%10.0%1.3778.6%7.8%
70Δ1.08239.8%9.5%1.4072.7%6.0%
75Δ1.04257.8%9.0%1.4366.7%4.2%
80Δ0.97293.3%8.5%1.4760.7%2.4%

20Δ

Calls
Pseudo strike
1.68
IV
104.1%
B/E move
27.4%
Puts
Pseudo strike
1.06
IV
132.4%
B/E move
24.1%

25Δ

Calls
Pseudo strike
1.49
IV
78.4%
B/E move
14.1%
Puts
Pseudo strike
1.09
IV
126.4%
B/E move
22.3%

30Δ

Calls
Pseudo strike
1.44
IV
96.3%
B/E move
13.6%
Puts
Pseudo strike
1.12
IV
120.4%
B/E move
20.4%

35Δ

Calls
Pseudo strike
1.40
IV
114.3%
B/E move
13.1%
Puts
Pseudo strike
1.16
IV
114.4%
B/E move
18.6%

40Δ

Calls
Pseudo strike
1.35
IV
132.2%
B/E move
12.6%
Puts
Pseudo strike
1.19
IV
108.5%
B/E move
16.8%

45Δ

Calls
Pseudo strike
1.31
IV
150.1%
B/E move
12.1%
Puts
Pseudo strike
1.23
IV
102.5%
B/E move
15.0%

50Δ

Calls
Pseudo strike
1.26
IV
168.1%
B/E move
11.6%
Puts
Pseudo strike
1.26
IV
96.5%
B/E move
13.2%

55Δ

Calls
Pseudo strike
1.22
IV
186.0%
B/E move
11.1%
Puts
Pseudo strike
1.30
IV
90.6%
B/E move
11.4%

60Δ

Calls
Pseudo strike
1.17
IV
204.0%
B/E move
10.5%
Puts
Pseudo strike
1.33
IV
84.6%
B/E move
9.6%

65Δ

Calls
Pseudo strike
1.13
IV
221.9%
B/E move
10.0%
Puts
Pseudo strike
1.37
IV
78.6%
B/E move
7.8%

70Δ

Calls
Pseudo strike
1.08
IV
239.8%
B/E move
9.5%
Puts
Pseudo strike
1.40
IV
72.7%
B/E move
6.0%

75Δ

Calls
Pseudo strike
1.04
IV
257.8%
B/E move
9.0%
Puts
Pseudo strike
1.43
IV
66.7%
B/E move
4.2%

80Δ

Calls
Pseudo strike
0.97
IV
293.3%
B/E move
8.5%
Puts
Pseudo strike
1.47
IV
60.7%
B/E move
2.4%

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%