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Crescent Capital BDC, Inc. Common stock CCAP

i

Market datapartial · fetched 2026-11-04T03:04:12.820Z

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 · 2026-11-03T21:00:00.906771083Z

FundamentalsAlpha Vantage · unavailable

Share price$9.35
1D-0.8%
AH$9.24$9.29$9.34$9.39$9.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCAP
Sold putSold callAH

Crescent Capital BDC, Inc. Common stock options

Live interpolated CCAP call and put midpoint premiums by absolute delta.Crescent Capital BDC, Inc. Common stock$0.10$1.07$2.04$3.01$3.98$7.50$8.91$10.32$11.73$13.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCAP spot · $9.35CCAP PRICE$0.77$1.01$1.26$1.50$1.75$1.99$2.23$2.48$2.72$2.97$3.21$3.45$3.70$0.20$0.26$0.32$0.38$0.44$0.49$0.55$0.61$0.67$0.73$0.78$1.86$3.32
PutsExpensive1.82×
CallsExpensive3.98×
SkewBullish-96.91 pp
Implied moveBullish±$2.79
TiltBullish46.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.36137.2%51.1%7.9477.1%17.2%
25Δ12.81141.3%47.8%8.1474.4%15.7%
30Δ12.25145.4%44.5%8.3471.7%14.2%
35Δ11.70149.5%41.2%8.5468.9%12.7%
40Δ11.14153.7%37.9%8.7466.2%11.2%
45Δ10.59157.8%34.5%8.9463.5%9.6%
50Δ10.03161.9%31.2%9.1460.8%8.1%
55Δ9.48166.0%27.9%9.3458.0%6.6%
60Δ8.93170.1%24.6%9.5455.3%5.1%
65Δ8.37174.2%21.3%9.7552.6%3.5%
70Δ7.82178.3%17.9%9.9549.9%2.0%
75Δ7.26182.5%14.6%11.0963.4%1.4%
80Δ6.71186.6%11.3%12.5782.9%1.1%

20Δ

Calls
Pseudo strike
13.36
IV
137.2%
B/E move
51.1%
Puts
Pseudo strike
7.94
IV
77.1%
B/E move
17.2%

25Δ

Calls
Pseudo strike
12.81
IV
141.3%
B/E move
47.8%
Puts
Pseudo strike
8.14
IV
74.4%
B/E move
15.7%

30Δ

Calls
Pseudo strike
12.25
IV
145.4%
B/E move
44.5%
Puts
Pseudo strike
8.34
IV
71.7%
B/E move
14.2%

35Δ

Calls
Pseudo strike
11.70
IV
149.5%
B/E move
41.2%
Puts
Pseudo strike
8.54
IV
68.9%
B/E move
12.7%

40Δ

Calls
Pseudo strike
11.14
IV
153.7%
B/E move
37.9%
Puts
Pseudo strike
8.74
IV
66.2%
B/E move
11.2%

45Δ

Calls
Pseudo strike
10.59
IV
157.8%
B/E move
34.5%
Puts
Pseudo strike
8.94
IV
63.5%
B/E move
9.6%

50Δ

Calls
Pseudo strike
10.03
IV
161.9%
B/E move
31.2%
Puts
Pseudo strike
9.14
IV
60.8%
B/E move
8.1%

55Δ

Calls
Pseudo strike
9.48
IV
166.0%
B/E move
27.9%
Puts
Pseudo strike
9.34
IV
58.0%
B/E move
6.6%

60Δ

Calls
Pseudo strike
8.93
IV
170.1%
B/E move
24.6%
Puts
Pseudo strike
9.54
IV
55.3%
B/E move
5.1%

65Δ

Calls
Pseudo strike
8.37
IV
174.2%
B/E move
21.3%
Puts
Pseudo strike
9.75
IV
52.6%
B/E move
3.5%

70Δ

Calls
Pseudo strike
7.82
IV
178.3%
B/E move
17.9%
Puts
Pseudo strike
9.95
IV
49.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
7.26
IV
182.5%
B/E move
14.6%
Puts
Pseudo strike
11.09
IV
63.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
6.71
IV
186.6%
B/E move
11.3%
Puts
Pseudo strike
12.57
IV
82.9%
B/E move
1.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations