IntraAlpha
Create free account Start free

SLR Investment Corp. Common Stock SLRC

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-12T01:01:06.541Z

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 · 2026-11-11T21:27:02.607929651Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:52:15.623455+00:00

Share price$11.75
1D+0.3%
AH$11.68$11.72$11.75$11.78$11.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLRC
Sold putSold callAH

SLR Investment Corp. Common Stock options

Live interpolated SLRC call and put midpoint premiums by absolute delta.SLR Investment Corp. Common Stock$0.31$0.69$1.06$1.44$1.82$9.24$10.17$11.10$12.02$12.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —OPTION PRICELive SLRC spot · $11.75SLRC PRICE$0.35$0.50$0.65$0.80$0.95$1.10$1.26$1.41$1.56$1.71$0.49$0.51$0.53$0.56$0.58$0.61$0.63$0.66$0.68$0.71$0.73$0.76$0.78
PutsExpensive3.99×
Calls——
Skew——
Implied moveBullish±$1.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.24220.9%25.6%
25Δ10.07171.3%18.6%
30Δ10.28160.0%17.0%
35Δ12.4280.2%8.7%10.49148.6%15.5%
40Δ12.1982.3%8.0%10.70137.3%13.9%
45Δ11.9584.4%7.3%10.91125.9%12.4%
50Δ11.7186.5%6.5%11.11114.6%10.8%
55Δ11.4888.7%5.8%11.32103.2%9.2%
60Δ11.2490.8%5.1%11.5391.9%7.7%
65Δ11.0192.9%4.4%11.7480.5%6.1%
70Δ10.7795.0%3.6%11.9569.1%4.6%
75Δ10.5397.1%2.9%12.1557.8%3.0%
80Δ10.3099.2%2.2%12.3646.4%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.24
IV
220.9%
B/E move
25.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.07
IV
171.3%
B/E move
18.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.28
IV
160.0%
B/E move
17.0%

35Δ

Calls
Pseudo strike
12.42
IV
80.2%
B/E move
8.7%
Puts
Pseudo strike
10.49
IV
148.6%
B/E move
15.5%

40Δ

Calls
Pseudo strike
12.19
IV
82.3%
B/E move
8.0%
Puts
Pseudo strike
10.70
IV
137.3%
B/E move
13.9%

45Δ

Calls
Pseudo strike
11.95
IV
84.4%
B/E move
7.3%
Puts
Pseudo strike
10.91
IV
125.9%
B/E move
12.4%

50Δ

Calls
Pseudo strike
11.71
IV
86.5%
B/E move
6.5%
Puts
Pseudo strike
11.11
IV
114.6%
B/E move
10.8%

55Δ

Calls
Pseudo strike
11.48
IV
88.7%
B/E move
5.8%
Puts
Pseudo strike
11.32
IV
103.2%
B/E move
9.2%

60Δ

Calls
Pseudo strike
11.24
IV
90.8%
B/E move
5.1%
Puts
Pseudo strike
11.53
IV
91.9%
B/E move
7.7%

65Δ

Calls
Pseudo strike
11.01
IV
92.9%
B/E move
4.4%
Puts
Pseudo strike
11.74
IV
80.5%
B/E move
6.1%

70Δ

Calls
Pseudo strike
10.77
IV
95.0%
B/E move
3.6%
Puts
Pseudo strike
11.95
IV
69.1%
B/E move
4.6%

75Δ

Calls
Pseudo strike
10.53
IV
97.1%
B/E move
2.9%
Puts
Pseudo strike
12.15
IV
57.8%
B/E move
3.0%

80Δ

Calls
Pseudo strike
10.30
IV
99.2%
B/E move
2.2%
Puts
Pseudo strike
12.36
IV
46.4%
B/E move
1.5%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations