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Prospect Capital Corporation PSEC

FINANCIAL SERVICES · ASSET MANAGEMENT
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Market dataready · fetched 2026-10-15T20:33:43.108Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:33:18.521345697Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:42.304371+00:00

Share price$1.63
1D+1.2%
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$0.31$0.62$0.94$1.25$0.11$0.55$0.99$1.44$1.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $1.63OPTION PRICELive PSEC spot · $1.63PSEC 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$0.07$0.14$0.22$0.29$0.36$0.44$0.51$0.58$0.71$0.86$1.01$1.16
PutsExpensive7.56×
CallsCheap-17.60×
SkewBearish+2191.35 pp
Implied moveBearish±$0.46
TiltBearish90.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.50162.4%6.7%1.44292.3%13.5%
25Δ0.78-131.3%50.6%1.54269.7%9.9%
30Δ0.07-424.9%94.4%1.60342.7%10.5%
35Δ-0.65-718.6%138.3%1.67415.7%11.0%
40Δ-1.36-1012.2%182.2%1.73488.7%11.6%
45Δ-2.08-1305.9%226.1%1.79561.7%12.2%
50Δ-2.80-1599.5%270.0%1.86634.7%12.8%
55Δ-3.51-1893.2%313.8%1.92707.7%13.4%
60Δ-4.23-2186.8%357.7%1.98780.7%14.0%
65Δ-4.94-2480.5%401.6%2.13800.0%12.9%
70Δ-5.66-2774.1%445.5%2.31800.0%11.3%
75Δ-6.37-3067.8%489.4%2.48800.0%9.7%
80Δ-7.09-3361.4%533.2%2.66800.0%8.1%

20Δ

Calls
Pseudo strike
1.50
IV
162.4%
B/E move
6.7%
Puts
Pseudo strike
1.44
IV
292.3%
B/E move
13.5%

25Δ

Calls
Pseudo strike
0.78
IV
-131.3%
B/E move
50.6%
Puts
Pseudo strike
1.54
IV
269.7%
B/E move
9.9%

30Δ

Calls
Pseudo strike
0.07
IV
-424.9%
B/E move
94.4%
Puts
Pseudo strike
1.60
IV
342.7%
B/E move
10.5%

35Δ

Calls
Pseudo strike
-0.65
IV
-718.6%
B/E move
138.3%
Puts
Pseudo strike
1.67
IV
415.7%
B/E move
11.0%

40Δ

Calls
Pseudo strike
-1.36
IV
-1012.2%
B/E move
182.2%
Puts
Pseudo strike
1.73
IV
488.7%
B/E move
11.6%

45Δ

Calls
Pseudo strike
-2.08
IV
-1305.9%
B/E move
226.1%
Puts
Pseudo strike
1.79
IV
561.7%
B/E move
12.2%

50Δ

Calls
Pseudo strike
-2.80
IV
-1599.5%
B/E move
270.0%
Puts
Pseudo strike
1.86
IV
634.7%
B/E move
12.8%

55Δ

Calls
Pseudo strike
-3.51
IV
-1893.2%
B/E move
313.8%
Puts
Pseudo strike
1.92
IV
707.7%
B/E move
13.4%

60Δ

Calls
Pseudo strike
-4.23
IV
-2186.8%
B/E move
357.7%
Puts
Pseudo strike
1.98
IV
780.7%
B/E move
14.0%

65Δ

Calls
Pseudo strike
-4.94
IV
-2480.5%
B/E move
401.6%
Puts
Pseudo strike
2.13
IV
800.0%
B/E move
12.9%

70Δ

Calls
Pseudo strike
-5.66
IV
-2774.1%
B/E move
445.5%
Puts
Pseudo strike
2.31
IV
800.0%
B/E move
11.3%

75Δ

Calls
Pseudo strike
-6.37
IV
-3067.8%
B/E move
489.4%
Puts
Pseudo strike
2.48
IV
800.0%
B/E move
9.7%

80Δ

Calls
Pseudo strike
-7.09
IV
-3361.4%
B/E move
533.2%
Puts
Pseudo strike
2.66
IV
800.0%
B/E move
8.1%