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TRIPLEPOINT VENTURE GROWTH BDC CORP. TPVG

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-12T00:46:39.934Z

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: 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 · 2026-11-12T00:16:36.444049347Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:46:20.709710+00:00

Share price$4.13
1D-1.8%
AH$4.04$4.08$4.12$4.17$4.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTPVG
Sold putSold callAH

TRIPLEPOINT VENTURE GROWTH BDC CORP. options

Live interpolated TPVG call and put midpoint premiums by absolute delta.TRIPLEPOINT VENTURE GROWTH BDC CORP.$0.00$1.19$2.37$3.56$4.75$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICETPVG PRICE$0.09$0.46$0.54$0.63$0.71$0.80$0.88$0.96$1.05$1.13$1.73$2.87$4.40
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.2970.9%30.3%2.77232.4%44.2%
25Δ3.03218.8%39.9%
30Δ3.29205.1%35.5%
35Δ3.55191.4%31.2%
40Δ3.82177.8%26.9%
45Δ4.08164.1%22.6%
50Δ4.34150.5%18.3%
55Δ4.60136.8%13.9%
60Δ4.87123.1%9.6%
65Δ5.56134.6%7.3%
70Δ6.71172.1%7.0%
75Δ8.27210.0%6.4%
80Δ

20Δ

Calls
Pseudo strike
5.29
IV
70.9%
B/E move
30.3%
Puts
Pseudo strike
2.77
IV
232.4%
B/E move
44.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.03
IV
218.8%
B/E move
39.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.29
IV
205.1%
B/E move
35.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.55
IV
191.4%
B/E move
31.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.82
IV
177.8%
B/E move
26.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.08
IV
164.1%
B/E move
22.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.34
IV
150.5%
B/E move
18.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.60
IV
136.8%
B/E move
13.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.87
IV
123.1%
B/E move
9.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.56
IV
134.6%
B/E move
7.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.71
IV
172.1%
B/E move
7.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.27
IV
210.0%
B/E move
6.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations