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Ares Capital Corporation Common Stock ARCC

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Market datapartial · fetched 2026-11-05T16:22:01.815Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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

FundamentalsAlpha Vantage · unavailable

Share priceARCC
1D
Price history unavailable.

Ares Capital Corporation Common Stock options

Live interpolated ARCC call and put midpoint premiums by absolute delta.Ares Capital Corporation Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 PRICEARCC PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

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 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%