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Ares Capital Corporation Common Stock ARCC

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Market datapartial · fetched 2026-11-05T15:11:56.613Z

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 · 2026-11-05T15:11:54.813435343Z

FundamentalsAlpha Vantage · unavailable

Share price$19.52
1D+0.1%
$19.52$19.56$19.61$19.66$19.705:30 AM6:30 AM9:00 AM1:00 PMARCC
Sold putSold call

Ares Capital Corporation Common Stock options

Live interpolated ARCC call and put midpoint premiums by absolute delta.Ares Capital Corporation Common Stock$0.01$0.61$1.20$1.79$2.38$17.73$18.56$19.40$20.24$21.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARCC spot · $19.52ARCC PRICE$0.08$0.10$0.16$0.23$0.31$0.38$0.45$0.52$0.59$0.66$0.74$1.05$1.42$0.09$0.15$0.24$0.32$0.41$0.50$0.59$0.68$0.77$1.07$1.45$1.83$2.21
PutsFair0.98×
CallsCheap0.76×
SkewBearish+7.89 pp
Implied moveBearish±$1.04
TiltBearish21.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.2918.4%4.4%18.8520.1%3.9%
25Δ20.0316.9%3.1%19.0720.1%3.1%
30Δ19.9017.7%2.8%19.1922.1%2.9%
35Δ19.7918.8%2.6%19.3224.0%2.7%
40Δ19.6819.9%2.4%19.4525.9%2.5%
45Δ19.5721.0%2.2%19.5827.9%2.3%
50Δ19.4622.2%2.0%19.7129.8%2.1%
55Δ19.3523.3%1.8%19.8331.7%1.9%
60Δ19.2424.4%1.6%19.9633.7%1.7%
65Δ19.1325.6%1.4%20.3037.1%1.5%
70Δ19.0226.7%1.2%20.7241.1%1.3%
75Δ18.6932.0%1.1%21.1545.1%1.1%
80Δ18.3038.3%1.0%21.5749.1%0.8%

20Δ

Calls
Pseudo strike
20.29
IV
18.4%
B/E move
4.4%
Puts
Pseudo strike
18.85
IV
20.1%
B/E move
3.9%

25Δ

Calls
Pseudo strike
20.03
IV
16.9%
B/E move
3.1%
Puts
Pseudo strike
19.07
IV
20.1%
B/E move
3.1%

30Δ

Calls
Pseudo strike
19.90
IV
17.7%
B/E move
2.8%
Puts
Pseudo strike
19.19
IV
22.1%
B/E move
2.9%

35Δ

Calls
Pseudo strike
19.79
IV
18.8%
B/E move
2.6%
Puts
Pseudo strike
19.32
IV
24.0%
B/E move
2.7%

40Δ

Calls
Pseudo strike
19.68
IV
19.9%
B/E move
2.4%
Puts
Pseudo strike
19.45
IV
25.9%
B/E move
2.5%

45Δ

Calls
Pseudo strike
19.57
IV
21.0%
B/E move
2.2%
Puts
Pseudo strike
19.58
IV
27.9%
B/E move
2.3%

50Δ

Calls
Pseudo strike
19.46
IV
22.2%
B/E move
2.0%
Puts
Pseudo strike
19.71
IV
29.8%
B/E move
2.1%

55Δ

Calls
Pseudo strike
19.35
IV
23.3%
B/E move
1.8%
Puts
Pseudo strike
19.83
IV
31.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
19.24
IV
24.4%
B/E move
1.6%
Puts
Pseudo strike
19.96
IV
33.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
19.13
IV
25.6%
B/E move
1.4%
Puts
Pseudo strike
20.30
IV
37.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
19.02
IV
26.7%
B/E move
1.2%
Puts
Pseudo strike
20.72
IV
41.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
18.69
IV
32.0%
B/E move
1.1%
Puts
Pseudo strike
21.15
IV
45.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
18.30
IV
38.3%
B/E move
1.0%
Puts
Pseudo strike
21.57
IV
49.1%
B/E move
0.8%

Options history

IV · four-Friday blend25.64%
Daily close
ARCC17.6%22.3%27.0%2026-08-07: 19.78%2026-08-10: 19.35%2026-08-11: 18.28%2026-08-21: 19.61%2026-08-25: 19.95%2026-08-26: 20.88%2026-08-27: 22.32%2026-08-28: 20.54%2026-09-01: 20.60%2026-09-02: 23.48%2026-09-03: 23.28%2026-09-04: 22.13%2026-09-18: 20.90%2026-09-23: 23.54%2026-09-24: 21.90%2026-09-25: 23.19%2026-09-28: 24.85%2026-09-30: 23.04%2026-10-01: 25.06%2026-10-02: 21.44%2026-10-16: 22.37%2026-10-19: 22.97%2026-10-20: 20.15%2026-10-21: 21.45%2026-10-22: 22.79%2026-10-23: 23.16%2026-10-26: 23.89%2026-10-27: 20.99%2026-10-28: 22.56%2026-10-29: 26.34%2026-10-30: 25.64%Aug 7Sep 25Oct 30
31 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
19.78%
19.35%
18.28%
19.61%
19.95%
20.88%
22.32%
20.54%
20.60%
23.48%
23.28%
22.13%
20.90%
23.54%
21.90%
23.19%
24.85%
23.04%
25.06%
21.44%
22.37%
22.97%
20.15%
21.45%
22.79%
23.16%
23.89%
20.99%
22.56%
26.34%
25.64%