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Prospect Capital Corporation PSEC

FINANCIAL SERVICES · ASSET MANAGEMENT
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Market dataready · fetched 2026-10-16T00:14:55.195Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:54:05.7576473Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:54.525801+00:00

Share price$1.66
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$0.48$0.96$1.44$1.92$0.54$1.02$1.50$1.97$2.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSEC spot · $1.66PSEC PRICE$0.03$0.04$0.05$0.06$0.07$0.08$0.09$0.11$0.12$0.13$0.14$0.15$0.16$0.31$0.32$0.32$0.33$0.34$0.35$0.36$0.37$0.38$0.39$0.40$1.78$1.62
PutsExpensive2.78×
CallsCheap0.75×
SkewBearish+135.53 pp
Implied moveBearish±$0.45
TiltBearish71.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.9855.3%21.2%1.15324.1%49.5%
25Δ1.9453.4%19.7%1.30272.7%40.5%
30Δ1.9151.5%18.2%1.46221.3%31.5%
35Δ1.8749.7%16.7%1.55196.5%26.8%
40Δ1.8447.8%15.2%1.61181.0%23.7%
45Δ1.8045.9%13.7%1.67165.5%20.5%
50Δ1.7744.1%12.2%1.73150.0%17.3%
55Δ1.7342.2%10.7%1.79134.5%14.1%
60Δ1.7040.4%9.2%1.86119.0%11.0%
65Δ1.6638.5%7.7%1.92103.5%7.8%
70Δ1.6336.6%6.2%1.9888.0%4.6%
75Δ1.5934.8%4.7%3.35195.6%5.6%
80Δ1.5532.9%3.2%3.21183.3%4.2%

20Δ

Calls
Pseudo strike
1.98
IV
55.3%
B/E move
21.2%
Puts
Pseudo strike
1.15
IV
324.1%
B/E move
49.5%

25Δ

Calls
Pseudo strike
1.94
IV
53.4%
B/E move
19.7%
Puts
Pseudo strike
1.30
IV
272.7%
B/E move
40.5%

30Δ

Calls
Pseudo strike
1.91
IV
51.5%
B/E move
18.2%
Puts
Pseudo strike
1.46
IV
221.3%
B/E move
31.5%

35Δ

Calls
Pseudo strike
1.87
IV
49.7%
B/E move
16.7%
Puts
Pseudo strike
1.55
IV
196.5%
B/E move
26.8%

40Δ

Calls
Pseudo strike
1.84
IV
47.8%
B/E move
15.2%
Puts
Pseudo strike
1.61
IV
181.0%
B/E move
23.7%

45Δ

Calls
Pseudo strike
1.80
IV
45.9%
B/E move
13.7%
Puts
Pseudo strike
1.67
IV
165.5%
B/E move
20.5%

50Δ

Calls
Pseudo strike
1.77
IV
44.1%
B/E move
12.2%
Puts
Pseudo strike
1.73
IV
150.0%
B/E move
17.3%

55Δ

Calls
Pseudo strike
1.73
IV
42.2%
B/E move
10.7%
Puts
Pseudo strike
1.79
IV
134.5%
B/E move
14.1%

60Δ

Calls
Pseudo strike
1.70
IV
40.4%
B/E move
9.2%
Puts
Pseudo strike
1.86
IV
119.0%
B/E move
11.0%

65Δ

Calls
Pseudo strike
1.66
IV
38.5%
B/E move
7.7%
Puts
Pseudo strike
1.92
IV
103.5%
B/E move
7.8%

70Δ

Calls
Pseudo strike
1.63
IV
36.6%
B/E move
6.2%
Puts
Pseudo strike
1.98
IV
88.0%
B/E move
4.6%

75Δ

Calls
Pseudo strike
1.59
IV
34.8%
B/E move
4.7%
Puts
Pseudo strike
3.35
IV
195.6%
B/E move
5.6%

80Δ

Calls
Pseudo strike
1.55
IV
32.9%
B/E move
3.2%
Puts
Pseudo strike
3.21
IV
183.3%
B/E move
4.2%