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STELLUS CAPITAL INVESTMENT CORPORATION SCM

i

Market datapartial · fetched 2026-11-12T14:56:13.874Z

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 · 2026-11-12T14:56:08.504193582Z

FundamentalsAlpha Vantage · unavailable

Share price$6.74
1D-2.3%
$6.69$6.73$6.78$6.82$6.875:30 AM6:30 AM9:00 AM1:00 PMSCM
Sold putSold call

STELLUS CAPITAL INVESTMENT CORPORATION options

Live interpolated SCM call and put midpoint premiums by absolute delta.STELLUS CAPITAL INVESTMENT CORPORATION$0.27$0.80$1.32$1.85$2.38$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESCM PRICE$0.75$0.75$0.75$0.32$0.39$0.46$0.54$0.61$0.68$0.75$0.82$0.89$0.96$1.21$1.72$2.23
PutsExpensive2.48×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.17246.8%28.1%
25Δ5.41234.2%25.5%
30Δ5.65221.7%23.0%
35Δ11.60452.7%83.4%5.90209.1%20.4%
40Δ9.84368.7%57.3%6.14196.6%17.8%
45Δ8.09284.7%31.2%6.38184.0%15.3%
50Δ6.63171.5%12.7%
55Δ6.87158.9%10.1%
60Δ7.12146.4%7.5%
65Δ7.36133.8%5.0%
70Δ7.73131.4%3.3%
75Δ8.28142.9%2.7%
80Δ8.82154.5%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.17
IV
246.8%
B/E move
28.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.41
IV
234.2%
B/E move
25.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.65
IV
221.7%
B/E move
23.0%

35Δ

Calls
Pseudo strike
11.60
IV
452.7%
B/E move
83.4%
Puts
Pseudo strike
5.90
IV
209.1%
B/E move
20.4%

40Δ

Calls
Pseudo strike
9.84
IV
368.7%
B/E move
57.3%
Puts
Pseudo strike
6.14
IV
196.6%
B/E move
17.8%

45Δ

Calls
Pseudo strike
8.09
IV
284.7%
B/E move
31.2%
Puts
Pseudo strike
6.38
IV
184.0%
B/E move
15.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.63
IV
171.5%
B/E move
12.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.87
IV
158.9%
B/E move
10.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.12
IV
146.4%
B/E move
7.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.36
IV
133.8%
B/E move
5.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.73
IV
131.4%
B/E move
3.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.28
IV
142.9%
B/E move
2.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.82
IV
154.5%
B/E move
2.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations