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WhiteHorse Finance, Inc. Common Stock WHF

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Market datapartial · fetched 2026-10-22T21:03:44.821Z

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 · 2026-10-22T20:00:00.135936153Z

FundamentalsAlpha Vantage · unavailable

Share price$7.95
1D+1.7%
AH$7.80$7.87$7.94$8.00$8.075:30 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$0.25$1.44$2.64$3.84$5.04$4.17$6.52$8.86$11.21$13.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WHF spot · $7.95WHF PRICE$0.50$0.72$1.13$1.54$1.96$2.37$2.79$3.20$3.61$4.03$4.44$0.38$0.38$0.38$0.47$0.82$1.17$1.52$1.87$2.22$2.57$3.26$3.98$4.70
PutsExpensive3.85×
CallsExpensive5.19×
SkewBullish-81.46 pp
Implied moveBullish±$3.48
TiltBullish5.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.06233.2%41.1%
25Δ5.95172.6%29.9%
30Δ10.94146.0%44.0%6.84112.1%18.7%
35Δ9.69135.6%30.9%7.6070.1%10.2%
40Δ9.09153.5%28.6%8.0081.0%9.7%
45Δ8.49171.4%26.3%8.3991.9%9.1%
50Δ7.90189.3%24.0%8.78102.7%8.6%
55Δ7.30207.2%21.7%9.18113.6%8.1%
60Δ6.70225.1%19.4%9.57124.4%7.5%
65Δ6.11243.0%17.1%9.97135.3%7.0%
70Δ5.51260.9%14.8%10.75139.8%5.8%
75Δ4.91278.8%12.5%11.57143.6%4.6%
80Δ4.32296.7%10.2%12.38147.5%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.06
IV
233.2%
B/E move
41.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.95
IV
172.6%
B/E move
29.9%

30Δ

Calls
Pseudo strike
10.94
IV
146.0%
B/E move
44.0%
Puts
Pseudo strike
6.84
IV
112.1%
B/E move
18.7%

35Δ

Calls
Pseudo strike
9.69
IV
135.6%
B/E move
30.9%
Puts
Pseudo strike
7.60
IV
70.1%
B/E move
10.2%

40Δ

Calls
Pseudo strike
9.09
IV
153.5%
B/E move
28.6%
Puts
Pseudo strike
8.00
IV
81.0%
B/E move
9.7%

45Δ

Calls
Pseudo strike
8.49
IV
171.4%
B/E move
26.3%
Puts
Pseudo strike
8.39
IV
91.9%
B/E move
9.1%

50Δ

Calls
Pseudo strike
7.90
IV
189.3%
B/E move
24.0%
Puts
Pseudo strike
8.78
IV
102.7%
B/E move
8.6%

55Δ

Calls
Pseudo strike
7.30
IV
207.2%
B/E move
21.7%
Puts
Pseudo strike
9.18
IV
113.6%
B/E move
8.1%

60Δ

Calls
Pseudo strike
6.70
IV
225.1%
B/E move
19.4%
Puts
Pseudo strike
9.57
IV
124.4%
B/E move
7.5%

65Δ

Calls
Pseudo strike
6.11
IV
243.0%
B/E move
17.1%
Puts
Pseudo strike
9.97
IV
135.3%
B/E move
7.0%

70Δ

Calls
Pseudo strike
5.51
IV
260.9%
B/E move
14.8%
Puts
Pseudo strike
10.75
IV
139.8%
B/E move
5.8%

75Δ

Calls
Pseudo strike
4.91
IV
278.8%
B/E move
12.5%
Puts
Pseudo strike
11.57
IV
143.6%
B/E move
4.6%

80Δ

Calls
Pseudo strike
4.32
IV
296.7%
B/E move
10.2%
Puts
Pseudo strike
12.38
IV
147.5%
B/E move
3.3%

Options history

No recorded observations