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STELLUS CAPITAL INVESTMENT CORPORATION SCM

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Market datapartial · fetched 2026-10-23T03:01:15.150Z

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 · 2026-10-22T23:00:00.003393518Z

FundamentalsAlpha Vantage · unavailable

Share price$6.79
1D+0.6%
AH$6.72$6.78$6.84$6.90$6.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCM
Sold putSold callAH

STELLUS CAPITAL INVESTMENT CORPORATION options

Live interpolated SCM call and put midpoint premiums by absolute delta.STELLUS CAPITAL INVESTMENT CORPORATION$0.09$1.62$3.16$4.69$6.22$3.30$5.45$7.59$9.74$11.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCM spot · $6.79SCM PRICE$0.25$0.59$0.92$1.10$1.22$1.34$1.46$1.58$1.70$1.82$1.94$2.06$0.39$0.56$0.72$0.88$1.04$1.20$1.37$1.65$2.06$2.47$2.88$3.29$5.78
PutsExpensive3.52×
CallsExpensive5.85×
SkewBullish-84.52 pp
Implied moveBalanced±$2.71
TiltBearish20.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.30134.1%27.8%
25Δ8.6589.5%31.2%5.64134.2%25.2%
30Δ11.15191.9%72.8%5.97134.2%22.6%
35Δ13.65294.2%114.5%6.31134.3%20.0%
40Δ12.48311.0%100.0%6.65134.4%17.4%
45Δ11.60292.0%88.9%6.99134.4%14.8%
50Δ10.73273.0%77.8%7.33134.5%12.2%
55Δ9.86254.0%66.7%7.75135.5%10.2%
60Δ8.99235.0%55.7%8.25137.3%8.8%
65Δ8.12216.0%44.6%8.76139.2%7.4%
70Δ7.25197.0%33.5%9.26141.1%6.0%
75Δ6.37178.0%22.4%9.77143.0%4.5%
80Δ5.50159.0%11.3%12.32179.7%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.30
IV
134.1%
B/E move
27.8%

25Δ

Calls
Pseudo strike
8.65
IV
89.5%
B/E move
31.2%
Puts
Pseudo strike
5.64
IV
134.2%
B/E move
25.2%

30Δ

Calls
Pseudo strike
11.15
IV
191.9%
B/E move
72.8%
Puts
Pseudo strike
5.97
IV
134.2%
B/E move
22.6%

35Δ

Calls
Pseudo strike
13.65
IV
294.2%
B/E move
114.5%
Puts
Pseudo strike
6.31
IV
134.3%
B/E move
20.0%

40Δ

Calls
Pseudo strike
12.48
IV
311.0%
B/E move
100.0%
Puts
Pseudo strike
6.65
IV
134.4%
B/E move
17.4%

45Δ

Calls
Pseudo strike
11.60
IV
292.0%
B/E move
88.9%
Puts
Pseudo strike
6.99
IV
134.4%
B/E move
14.8%

50Δ

Calls
Pseudo strike
10.73
IV
273.0%
B/E move
77.8%
Puts
Pseudo strike
7.33
IV
134.5%
B/E move
12.2%

55Δ

Calls
Pseudo strike
9.86
IV
254.0%
B/E move
66.7%
Puts
Pseudo strike
7.75
IV
135.5%
B/E move
10.2%

60Δ

Calls
Pseudo strike
8.99
IV
235.0%
B/E move
55.7%
Puts
Pseudo strike
8.25
IV
137.3%
B/E move
8.8%

65Δ

Calls
Pseudo strike
8.12
IV
216.0%
B/E move
44.6%
Puts
Pseudo strike
8.76
IV
139.2%
B/E move
7.4%

70Δ

Calls
Pseudo strike
7.25
IV
197.0%
B/E move
33.5%
Puts
Pseudo strike
9.26
IV
141.1%
B/E move
6.0%

75Δ

Calls
Pseudo strike
6.37
IV
178.0%
B/E move
22.4%
Puts
Pseudo strike
9.77
IV
143.0%
B/E move
4.5%

80Δ

Calls
Pseudo strike
5.50
IV
159.0%
B/E move
11.3%
Puts
Pseudo strike
12.32
IV
179.7%
B/E move
3.7%

Options history

No recorded observations