IntraAlpha
Create free account Start free

SLR Investment Corp SLRC

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-22T23:42:51.149Z

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 · 2026-10-22T20:34:58.925574303Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:42:50.768058+00:00

Share price$11.26
1D+1.4%
AH$11.09$11.15$11.21$11.27$11.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLRC
Sold putSold callAH

SLR Investment Corp options

Live interpolated SLRC call and put midpoint premiums by absolute delta.SLR Investment Corp$0.26$1.29$2.31$3.34$4.37$7.58$9.85$12.12$14.39$16.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLRC spot · $11.26SLRC PRICE$0.44$0.62$0.81$0.99$1.18$1.36$1.55$1.73$1.92$2.10$2.33$3.20$4.07$0.38$0.41$0.74$1.06$1.39$1.71$2.03$2.36$2.68$3.00$3.33$3.65$3.97
PutsExpensive4.30×
CallsExpensive6.80×
SkewBullish-54.39 pp
Implied moveBearish±$3.58
TiltBearish9.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.25140.7%57.1%9.08104.0%22.7%
25Δ16.52139.6%52.3%10.0573.9%14.4%
30Δ15.79138.6%47.4%10.5076.4%13.3%
35Δ15.06137.5%42.6%10.9578.8%12.2%
40Δ14.33136.5%37.7%11.3981.2%11.1%
45Δ13.60135.5%32.9%11.8483.7%10.0%
50Δ12.87134.4%28.1%12.2986.1%8.9%
55Δ12.14133.4%23.2%12.7388.5%7.8%
60Δ11.41132.3%18.4%13.1890.9%6.8%
65Δ10.68131.3%13.5%13.6393.4%5.7%
70Δ9.94132.4%9.0%14.0795.8%4.6%
75Δ9.03166.3%8.6%14.5298.2%3.5%
80Δ8.11200.2%8.2%14.97100.7%2.4%

20Δ

Calls
Pseudo strike
17.25
IV
140.7%
B/E move
57.1%
Puts
Pseudo strike
9.08
IV
104.0%
B/E move
22.7%

25Δ

Calls
Pseudo strike
16.52
IV
139.6%
B/E move
52.3%
Puts
Pseudo strike
10.05
IV
73.9%
B/E move
14.4%

30Δ

Calls
Pseudo strike
15.79
IV
138.6%
B/E move
47.4%
Puts
Pseudo strike
10.50
IV
76.4%
B/E move
13.3%

35Δ

Calls
Pseudo strike
15.06
IV
137.5%
B/E move
42.6%
Puts
Pseudo strike
10.95
IV
78.8%
B/E move
12.2%

40Δ

Calls
Pseudo strike
14.33
IV
136.5%
B/E move
37.7%
Puts
Pseudo strike
11.39
IV
81.2%
B/E move
11.1%

45Δ

Calls
Pseudo strike
13.60
IV
135.5%
B/E move
32.9%
Puts
Pseudo strike
11.84
IV
83.7%
B/E move
10.0%

50Δ

Calls
Pseudo strike
12.87
IV
134.4%
B/E move
28.1%
Puts
Pseudo strike
12.29
IV
86.1%
B/E move
8.9%

55Δ

Calls
Pseudo strike
12.14
IV
133.4%
B/E move
23.2%
Puts
Pseudo strike
12.73
IV
88.5%
B/E move
7.8%

60Δ

Calls
Pseudo strike
11.41
IV
132.3%
B/E move
18.4%
Puts
Pseudo strike
13.18
IV
90.9%
B/E move
6.8%

65Δ

Calls
Pseudo strike
10.68
IV
131.3%
B/E move
13.5%
Puts
Pseudo strike
13.63
IV
93.4%
B/E move
5.7%

70Δ

Calls
Pseudo strike
9.94
IV
132.4%
B/E move
9.0%
Puts
Pseudo strike
14.07
IV
95.8%
B/E move
4.6%

75Δ

Calls
Pseudo strike
9.03
IV
166.3%
B/E move
8.6%
Puts
Pseudo strike
14.52
IV
98.2%
B/E move
3.5%

80Δ

Calls
Pseudo strike
8.11
IV
200.2%
B/E move
8.2%
Puts
Pseudo strike
14.97
IV
100.7%
B/E move
2.4%

Options history

No recorded observations