IntraAlpha
Create free account Start free

Sixth Street Specialty Lending, Inc. TSLX

i

Market datapartial · fetched 2026-10-23T04:45:18.710Z

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 · 2026-10-22T23:00:00.003327071Z

FundamentalsAlpha Vantage · unavailable

Share price$17.38
1D+1.7%
AH$16.97$17.11$17.25$17.39$17.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSLX
Sold putSold callAH

Sixth Street Specialty Lending, Inc. options

Live interpolated TSLX call and put midpoint premiums by absolute delta.Sixth Street Specialty Lending, Inc.$0.19$2.83$5.46$8.10$10.73$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETSLX PRICE$0.71$0.87$0.81$0.75$0.69$0.63$0.51$0.48$0.51$0.54$0.57$0.60$0.62$1.21$1.81$2.42$3.02$4.87$9.97
PutsExpensive2.21×
CallsExpensive4.05×
SkewBullish-45.40 pp
Implied move——
TiltBearish71.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.37162.3%73.1%14.7683.5%18.0%
25Δ24.99145.7%48.8%15.4066.8%14.1%
30Δ23.49122.9%39.8%15.8259.6%11.9%
35Δ21.99100.1%30.9%16.2452.4%9.7%
40Δ20.4977.2%21.9%16.6545.2%7.4%
45Δ18.9954.4%12.9%17.0738.1%5.2%
50Δ17.4930.9%3.0%
55Δ18.0841.0%2.9%
60Δ18.6851.6%3.0%
65Δ19.2762.2%3.0%
70Δ19.8772.8%3.0%
75Δ21.7295.7%3.0%
80Δ26.78145.3%3.3%

20Δ

Calls
Pseudo strike
29.37
IV
162.3%
B/E move
73.1%
Puts
Pseudo strike
14.76
IV
83.5%
B/E move
18.0%

25Δ

Calls
Pseudo strike
24.99
IV
145.7%
B/E move
48.8%
Puts
Pseudo strike
15.40
IV
66.8%
B/E move
14.1%

30Δ

Calls
Pseudo strike
23.49
IV
122.9%
B/E move
39.8%
Puts
Pseudo strike
15.82
IV
59.6%
B/E move
11.9%

35Δ

Calls
Pseudo strike
21.99
IV
100.1%
B/E move
30.9%
Puts
Pseudo strike
16.24
IV
52.4%
B/E move
9.7%

40Δ

Calls
Pseudo strike
20.49
IV
77.2%
B/E move
21.9%
Puts
Pseudo strike
16.65
IV
45.2%
B/E move
7.4%

45Δ

Calls
Pseudo strike
18.99
IV
54.4%
B/E move
12.9%
Puts
Pseudo strike
17.07
IV
38.1%
B/E move
5.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.49
IV
30.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.08
IV
41.0%
B/E move
2.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.68
IV
51.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.27
IV
62.2%
B/E move
3.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.87
IV
72.8%
B/E move
3.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.72
IV
95.7%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.78
IV
145.3%
B/E move
3.3%

Options history

No recorded observations