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BlackRock TCP Capital Corp TCPC

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-22T23:26:42.527Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T20:00:00.069016828Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:20:39.750726+00:00

Share price$4.11
1D+0.5%
AH$4.06$4.08$4.10$4.12$4.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTCPC
Sold putSold callAH

BlackRock TCP Capital Corp options

Live interpolated TCPC call and put midpoint premiums by absolute delta.BlackRock TCP Capital Corp$0.16$1.07$1.98$2.89$3.80$0.81$2.12$3.44$4.75$6.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TCPC spot · $4.11TCPC PRICE$0.26$0.37$0.48$0.60$0.71$0.82$0.94$1.05$1.16$1.27$1.39$1.50$1.61$0.64$0.90$1.17$1.43$1.69$1.96$2.22$2.49$2.75$3.01$3.28$3.54
PutsExpensive4.36×
CallsExpensive2.55×
SkewBearish+82.93 pp
Implied moveBearish±$3.16
TiltBearish34.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.6848.9%20.0%2.91194.1%44.8%
25Δ4.5255.7%18.8%3.32190.1%41.2%
30Δ4.3662.4%17.7%3.73186.2%37.7%
35Δ4.2069.2%16.6%4.14182.2%34.2%
40Δ4.0475.9%15.5%4.54178.3%30.6%
45Δ3.8882.7%14.3%4.95174.4%27.1%
50Δ3.7289.5%13.2%5.36170.4%23.6%
55Δ3.5696.2%12.1%5.77166.5%20.0%
60Δ3.40103.0%11.0%6.18162.5%16.5%
65Δ3.24109.7%9.8%6.59158.6%13.0%
70Δ3.08116.5%8.7%7.00154.6%9.4%
75Δ2.92123.2%7.6%7.41150.7%5.9%
80Δ2.76130.0%6.5%

20Δ

Calls
Pseudo strike
4.68
IV
48.9%
B/E move
20.0%
Puts
Pseudo strike
2.91
IV
194.1%
B/E move
44.8%

25Δ

Calls
Pseudo strike
4.52
IV
55.7%
B/E move
18.8%
Puts
Pseudo strike
3.32
IV
190.1%
B/E move
41.2%

30Δ

Calls
Pseudo strike
4.36
IV
62.4%
B/E move
17.7%
Puts
Pseudo strike
3.73
IV
186.2%
B/E move
37.7%

35Δ

Calls
Pseudo strike
4.20
IV
69.2%
B/E move
16.6%
Puts
Pseudo strike
4.14
IV
182.2%
B/E move
34.2%

40Δ

Calls
Pseudo strike
4.04
IV
75.9%
B/E move
15.5%
Puts
Pseudo strike
4.54
IV
178.3%
B/E move
30.6%

45Δ

Calls
Pseudo strike
3.88
IV
82.7%
B/E move
14.3%
Puts
Pseudo strike
4.95
IV
174.4%
B/E move
27.1%

50Δ

Calls
Pseudo strike
3.72
IV
89.5%
B/E move
13.2%
Puts
Pseudo strike
5.36
IV
170.4%
B/E move
23.6%

55Δ

Calls
Pseudo strike
3.56
IV
96.2%
B/E move
12.1%
Puts
Pseudo strike
5.77
IV
166.5%
B/E move
20.0%

60Δ

Calls
Pseudo strike
3.40
IV
103.0%
B/E move
11.0%
Puts
Pseudo strike
6.18
IV
162.5%
B/E move
16.5%

65Δ

Calls
Pseudo strike
3.24
IV
109.7%
B/E move
9.8%
Puts
Pseudo strike
6.59
IV
158.6%
B/E move
13.0%

70Δ

Calls
Pseudo strike
3.08
IV
116.5%
B/E move
8.7%
Puts
Pseudo strike
7.00
IV
154.6%
B/E move
9.4%

75Δ

Calls
Pseudo strike
2.92
IV
123.2%
B/E move
7.6%
Puts
Pseudo strike
7.41
IV
150.7%
B/E move
5.9%

80Δ

Calls
Pseudo strike
2.76
IV
130.0%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations