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BlackRock TCP Capital Corp. Common Stock TCPC

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-12T00:48:03.330Z

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 · 2026-11-12T00:42:58.294525384Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:46:20.704762+00:00

Share price$4.15
1D+0.2%
AH$4.10$4.13$4.17$4.20$4.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTCPC
Sold putSold callAH

BlackRock TCP Capital Corp. Common Stock options

Live interpolated TCPC call and put midpoint premiums by absolute delta.BlackRock TCP Capital Corp. Common Stock$0.14$0.87$1.60$2.34$3.07$2.49$3.20$3.91$4.62$5.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TCPC spot · $4.15TCPC PRICE$0.22$0.31$0.41$0.51$0.60$0.70$0.79$0.89$0.98$1.08$1.17$1.27$1.37$0.62$0.81$0.99$1.18$1.36$1.55$1.74$1.92$2.11$2.30$2.48$2.67$2.86
PutsExpensive3.56×
CallsExpensive2.99×
SkewBearish+73.25 pp
Implied moveBearish±$2.53
TiltBearish37.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.71101.1%18.7%3.39209.1%33.3%
25Δ4.56107.7%17.5%3.66209.9%31.1%
30Δ4.42114.3%16.3%3.94210.7%28.9%
35Δ4.27120.9%15.1%4.22211.5%26.7%
40Δ4.13127.5%13.9%4.50212.3%24.5%
45Δ3.98134.1%12.8%4.78213.1%22.2%
50Δ3.84140.7%11.6%5.06213.9%20.0%
55Δ3.69147.3%10.4%5.33214.7%17.8%
60Δ3.55153.9%9.2%5.61215.5%15.6%
65Δ3.40160.5%8.0%5.89216.3%13.4%
70Δ3.26167.1%6.8%6.17217.1%11.2%
75Δ3.11173.7%5.6%6.45217.9%9.0%
80Δ2.97180.2%4.4%6.73218.7%6.8%

20Δ

Calls
Pseudo strike
4.71
IV
101.1%
B/E move
18.7%
Puts
Pseudo strike
3.39
IV
209.1%
B/E move
33.3%

25Δ

Calls
Pseudo strike
4.56
IV
107.7%
B/E move
17.5%
Puts
Pseudo strike
3.66
IV
209.9%
B/E move
31.1%

30Δ

Calls
Pseudo strike
4.42
IV
114.3%
B/E move
16.3%
Puts
Pseudo strike
3.94
IV
210.7%
B/E move
28.9%

35Δ

Calls
Pseudo strike
4.27
IV
120.9%
B/E move
15.1%
Puts
Pseudo strike
4.22
IV
211.5%
B/E move
26.7%

40Δ

Calls
Pseudo strike
4.13
IV
127.5%
B/E move
13.9%
Puts
Pseudo strike
4.50
IV
212.3%
B/E move
24.5%

45Δ

Calls
Pseudo strike
3.98
IV
134.1%
B/E move
12.8%
Puts
Pseudo strike
4.78
IV
213.1%
B/E move
22.2%

50Δ

Calls
Pseudo strike
3.84
IV
140.7%
B/E move
11.6%
Puts
Pseudo strike
5.06
IV
213.9%
B/E move
20.0%

55Δ

Calls
Pseudo strike
3.69
IV
147.3%
B/E move
10.4%
Puts
Pseudo strike
5.33
IV
214.7%
B/E move
17.8%

60Δ

Calls
Pseudo strike
3.55
IV
153.9%
B/E move
9.2%
Puts
Pseudo strike
5.61
IV
215.5%
B/E move
15.6%

65Δ

Calls
Pseudo strike
3.40
IV
160.5%
B/E move
8.0%
Puts
Pseudo strike
5.89
IV
216.3%
B/E move
13.4%

70Δ

Calls
Pseudo strike
3.26
IV
167.1%
B/E move
6.8%
Puts
Pseudo strike
6.17
IV
217.1%
B/E move
11.2%

75Δ

Calls
Pseudo strike
3.11
IV
173.7%
B/E move
5.6%
Puts
Pseudo strike
6.45
IV
217.9%
B/E move
9.0%

80Δ

Calls
Pseudo strike
2.97
IV
180.2%
B/E move
4.4%
Puts
Pseudo strike
6.73
IV
218.7%
B/E move
6.8%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations