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Sixth Street Specialty Lending, Inc. TSLX

i

Market datapartial · fetched 2026-11-12T14:59:40.542Z

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 · 2026-11-12T14:58:20.012890322Z

FundamentalsAlpha Vantage · unavailable

Share price$17.50
1D-0.5%
$17.48$17.54$17.60$17.67$17.735:30 AM6:30 AM9:00 AM1:00 PMTSLX
Sold putSold call

Sixth Street Specialty Lending, Inc. options

Live interpolated TSLX call and put midpoint premiums by absolute delta.Sixth Street Specialty Lending, Inc.$0.43$0.59$0.75$0.91$1.07$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICETSLX PRICE$0.89$1.02$0.45$0.46$0.47$0.48$0.49$0.49
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.36392.6%101.5%15.01138.9%16.8%
25Δ27.97330.7%65.7%15.45122.9%14.3%
30Δ15.90106.9%11.8%
35Δ16.3490.9%9.3%
40Δ16.7874.9%6.9%
45Δ17.2359.0%4.4%
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
34.36
IV
392.6%
B/E move
101.5%
Puts
Pseudo strike
15.01
IV
138.9%
B/E move
16.8%

25Δ

Calls
Pseudo strike
27.97
IV
330.7%
B/E move
65.7%
Puts
Pseudo strike
15.45
IV
122.9%
B/E move
14.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.90
IV
106.9%
B/E move
11.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.34
IV
90.9%
B/E move
9.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.78
IV
74.9%
B/E move
6.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.23
IV
59.0%
B/E move
4.4%

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend44.08%
Daily EOD
TSLX31.6%38.3%45.0%2026-10-19: 39.10%2026-10-20: 38.53%2026-10-21: 39.69%2026-10-22: 36.93%2026-10-23: 37.48%2026-10-26: 39.45%2026-10-27: 32.55%2026-10-28: 39.70%2026-10-29: 41.30%2026-10-30: 44.08%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.10%
38.53%
39.69%
36.93%
37.48%
39.45%
32.55%
39.70%
41.30%
44.08%