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Fidus Investment Corporation Common Stock FDUS

i

Market datapartial · fetched 2026-11-03T19:50:17.500Z

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

PriceAlpaca · sip · 2026-11-03T19:47:37.407163344Z

FundamentalsAlpha Vantage · unavailable

Share price$19.41
1D+0.2%
$19.29$19.33$19.38$19.43$19.475:30 AM6:30 AM9:00 AM1:00 PMFDUS
Sold putSold call

Fidus Investment Corporation Common Stock options

Live interpolated FDUS call and put midpoint premiums by absolute delta.Fidus Investment 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 PRICEFDUS 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 blend34.50%
Daily close
FDUS21.5%61.6%101.6%2026-08-05: 42.81%2026-08-10: 38.59%2026-08-11: 40.43%2026-08-12: 43.25%2026-08-13: 42.10%2026-08-20: 70.48%2026-08-21: 32.09%2026-08-24: 37.11%2026-08-25: 27.06%2026-08-26: 33.53%2026-08-27: 34.05%2026-08-28: 31.08%2026-09-01: 32.04%2026-09-02: 36.84%2026-09-03: 37.85%2026-09-04: 34.53%2026-09-09: 43.41%2026-09-15: 84.97%2026-09-17: 96.04%2026-09-18: 41.54%2026-10-21: 36.89%2026-10-22: 50.42%2026-10-26: 49.03%2026-10-28: 44.97%2026-10-30: 34.50%Aug 5Sep 1Oct 30
25 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
42.81%
38.59%
40.43%
43.25%
42.10%
70.48%
32.09%
37.11%
27.06%
33.53%
34.05%
31.08%
32.04%
36.84%
37.85%
34.53%
43.41%
84.97%
96.04%
41.54%
36.89%
50.42%
49.03%
44.97%
34.50%