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Triplepoint Venture Growth BDC Corp TPVG

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-22T21:08:28.443Z

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 · 2026-10-22T20:10:00.004410909Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:03:19.272049+00:00

Share price$4.30
1D+0.2%
AH$4.22$4.26$4.29$4.32$4.365:30 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$0.18$0.58$0.98$1.38$1.78$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETPVG PRICE$0.28$0.36$0.23$0.27$0.32$0.37$0.42$0.46$0.51$0.56$0.61$0.66$0.70$0.75$1.67
PutsExpensive2.22×
CallsExpensive5.00×
SkewBullish-142.04 pp
Implied move——
TiltBearish84.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.31235.3%122.9%2.89165.1%38.1%
25Δ9.91277.5%139.0%3.07156.2%34.9%
30Δ3.25147.2%31.8%
35Δ3.44138.3%28.6%
40Δ3.62129.3%25.4%
45Δ3.81120.4%22.3%
50Δ3.99111.4%19.1%
55Δ4.17102.5%16.0%
60Δ4.3693.5%12.8%
65Δ4.5484.6%9.6%
70Δ4.7375.6%6.5%
75Δ4.9166.7%3.3%
80Δ5.8896.0%1.9%

20Δ

Calls
Pseudo strike
9.31
IV
235.3%
B/E move
122.9%
Puts
Pseudo strike
2.89
IV
165.1%
B/E move
38.1%

25Δ

Calls
Pseudo strike
9.91
IV
277.5%
B/E move
139.0%
Puts
Pseudo strike
3.07
IV
156.2%
B/E move
34.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.25
IV
147.2%
B/E move
31.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.44
IV
138.3%
B/E move
28.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.62
IV
129.3%
B/E move
25.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.81
IV
120.4%
B/E move
22.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.99
IV
111.4%
B/E move
19.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.17
IV
102.5%
B/E move
16.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.36
IV
93.5%
B/E move
12.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.54
IV
84.6%
B/E move
9.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.73
IV
75.6%
B/E move
6.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.91
IV
66.7%
B/E move
3.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.88
IV
96.0%
B/E move
1.9%

Options history

No recorded observations