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WhiteHorse Finance, Inc. Common Stock WHF

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-12T00:54:10.847Z

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 · 2026-11-11T21:00:00.250210004Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:46:39.226479+00:00

Share price$8.37
1D+3.0%
AH$8.02$8.12$8.23$8.33$8.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWHF
Sold putSold callAH

WhiteHorse Finance, Inc. Common Stock options

Live interpolated WHF call and put midpoint premiums by absolute delta.WhiteHorse Finance, Inc. Common Stock$0.35$0.59$0.83$1.07$1.32$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ 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 PRICEWHF PRICE$0.50$0.38$0.38$0.45$0.54$0.63$0.72$0.80$0.89$0.98$1.07$1.16$1.25
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.34253.3%28.7%
25Δ7.22173.5%18.3%
30Δ11.32251.3%41.2%7.50157.3%15.8%
35Δ7.70150.6%14.5%
40Δ7.89143.9%13.2%
45Δ8.09137.2%11.9%
50Δ8.28130.5%10.6%
55Δ8.48123.8%9.3%
60Δ8.68117.1%8.1%
65Δ8.87110.4%6.8%
70Δ9.07103.7%5.5%
75Δ9.2797.0%4.2%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.34
IV
253.3%
B/E move
28.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.22
IV
173.5%
B/E move
18.3%

30Δ

Calls
Pseudo strike
11.32
IV
251.3%
B/E move
41.2%
Puts
Pseudo strike
7.50
IV
157.3%
B/E move
15.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.70
IV
150.6%
B/E move
14.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.89
IV
143.9%
B/E move
13.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.09
IV
137.2%
B/E move
11.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.28
IV
130.5%
B/E move
10.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.48
IV
123.8%
B/E move
9.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.68
IV
117.1%
B/E move
8.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.87
IV
110.4%
B/E move
6.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.07
IV
103.7%
B/E move
5.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.27
IV
97.0%
B/E move
4.2%

80Δ

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

Options history

IV · four-Friday blend82.73%
Daily EOD
WHF39.3%62.6%85.9%2026-10-19: 42.52%2026-10-20: 49.70%2026-10-26: 61.80%2026-10-30: 82.73%Oct 19Oct 20Oct 30
4 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.52%
49.70%
61.80%
82.73%