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Runway Growth Finance Corp. Common Stock RWAY

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Market datapartial · fetched 2026-10-22T23:47:28.523Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.416787038Z

FundamentalsAlpha Vantage · unavailable

Share price$6.49
1D+3.2%
AH$6.27$6.34$6.40$6.47$6.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRWAY
Sold putSold callAH

Runway Growth Finance Corp. Common Stock options

Live interpolated RWAY call and put midpoint premiums by absolute delta.Runway Growth Finance Corp. Common Stock$0.16$1.12$2.09$3.05$4.02$3.91$4.97$6.04$7.10$8.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RWAY spot · $6.49RWAY PRICE$0.26$0.37$0.47$0.58$0.68$0.79$0.89$1.00$1.10$1.21$1.31$1.42$1.52$0.42$0.57$0.72$0.87$1.02$1.17$1.33$1.48$2.14$3.74
PutsExpensive3.46×
CallsExpensive2.22×
SkewBearish+49.74 pp
Implied moveBearish±$2.22
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.1444.8%14.0%5.6085.3%20.1%
25Δ6.9748.9%13.1%5.8591.0%18.6%
30Δ6.8152.9%12.2%6.1096.7%17.1%
35Δ6.6557.0%11.4%6.35102.4%15.6%
40Δ6.4961.1%10.5%6.60108.2%14.1%
45Δ6.3365.2%9.6%6.84113.9%12.6%
50Δ6.1769.2%8.8%7.09119.6%11.2%
55Δ6.0173.3%7.9%7.34125.3%9.7%
60Δ5.8477.4%7.0%8.06147.6%8.9%
65Δ5.6881.5%6.1%9.62199.9%9.4%
70Δ5.5285.5%5.3%
75Δ5.3689.6%4.4%
80Δ5.2093.7%3.5%

20Δ

Calls
Pseudo strike
7.14
IV
44.8%
B/E move
14.0%
Puts
Pseudo strike
5.60
IV
85.3%
B/E move
20.1%

25Δ

Calls
Pseudo strike
6.97
IV
48.9%
B/E move
13.1%
Puts
Pseudo strike
5.85
IV
91.0%
B/E move
18.6%

30Δ

Calls
Pseudo strike
6.81
IV
52.9%
B/E move
12.2%
Puts
Pseudo strike
6.10
IV
96.7%
B/E move
17.1%

35Δ

Calls
Pseudo strike
6.65
IV
57.0%
B/E move
11.4%
Puts
Pseudo strike
6.35
IV
102.4%
B/E move
15.6%

40Δ

Calls
Pseudo strike
6.49
IV
61.1%
B/E move
10.5%
Puts
Pseudo strike
6.60
IV
108.2%
B/E move
14.1%

45Δ

Calls
Pseudo strike
6.33
IV
65.2%
B/E move
9.6%
Puts
Pseudo strike
6.84
IV
113.9%
B/E move
12.6%

50Δ

Calls
Pseudo strike
6.17
IV
69.2%
B/E move
8.8%
Puts
Pseudo strike
7.09
IV
119.6%
B/E move
11.2%

55Δ

Calls
Pseudo strike
6.01
IV
73.3%
B/E move
7.9%
Puts
Pseudo strike
7.34
IV
125.3%
B/E move
9.7%

60Δ

Calls
Pseudo strike
5.84
IV
77.4%
B/E move
7.0%
Puts
Pseudo strike
8.06
IV
147.6%
B/E move
8.9%

65Δ

Calls
Pseudo strike
5.68
IV
81.5%
B/E move
6.1%
Puts
Pseudo strike
9.62
IV
199.9%
B/E move
9.4%

70Δ

Calls
Pseudo strike
5.52
IV
85.5%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.36
IV
89.6%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.20
IV
93.7%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations