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FS KKR Capital Corp. Common Stock FSK

i

Market datapartial · fetched 2026-11-03T19:44:54.477Z

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 · 2026-11-03T19:44:33.34260842Z

FundamentalsAlpha Vantage · unavailable

Share price$11.11
1D-1.5%
$11.08$11.15$11.21$11.27$11.335:30 AM6:30 AM9:00 AM1:00 PMFSK
Sold putSold call

FS KKR Capital Corp. Common Stock options

Live interpolated FSK call and put midpoint premiums by absolute delta.FS KKR Capital Corp. Common Stock$0.21$2.71$5.21$7.70$10.20$7.62$9.69$11.75$13.82$15.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FSK spot · $11.11FSK PRICE$0.48$0.59$0.69$0.80$0.91$1.01$1.12$1.23$1.33$1.44$1.55$1.96$2.66$0.81$1.54$2.26$2.98$3.70$4.43$5.15$5.87$6.59$7.32$8.04$8.76$9.48
PutsExpensive3.87×
CallsExpensive5.02×
SkewBullish-53.58 pp
Implied moveBearish±$6.27
TiltBearish61.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.42236.9%97.1%10.7959.4%10.2%
25Δ20.33224.1%88.3%11.5868.2%9.6%
30Δ19.24211.2%79.4%12.3876.9%8.9%
35Δ18.15198.4%70.6%13.1785.7%8.3%
40Δ17.06185.6%61.7%13.9794.5%7.6%
45Δ15.97172.8%52.9%14.76103.2%7.0%
50Δ14.88160.0%44.0%15.56112.0%6.3%
55Δ13.79147.2%35.2%16.36120.7%5.6%
60Δ12.70134.3%26.4%17.15129.5%5.0%
65Δ11.61121.5%17.5%17.95138.3%4.3%
70Δ10.53108.7%8.7%18.74147.0%3.7%
75Δ9.61114.4%4.1%19.54155.8%3.0%
80Δ8.85137.2%3.6%20.33164.5%2.3%

20Δ

Calls
Pseudo strike
21.42
IV
236.9%
B/E move
97.1%
Puts
Pseudo strike
10.79
IV
59.4%
B/E move
10.2%

25Δ

Calls
Pseudo strike
20.33
IV
224.1%
B/E move
88.3%
Puts
Pseudo strike
11.58
IV
68.2%
B/E move
9.6%

30Δ

Calls
Pseudo strike
19.24
IV
211.2%
B/E move
79.4%
Puts
Pseudo strike
12.38
IV
76.9%
B/E move
8.9%

35Δ

Calls
Pseudo strike
18.15
IV
198.4%
B/E move
70.6%
Puts
Pseudo strike
13.17
IV
85.7%
B/E move
8.3%

40Δ

Calls
Pseudo strike
17.06
IV
185.6%
B/E move
61.7%
Puts
Pseudo strike
13.97
IV
94.5%
B/E move
7.6%

45Δ

Calls
Pseudo strike
15.97
IV
172.8%
B/E move
52.9%
Puts
Pseudo strike
14.76
IV
103.2%
B/E move
7.0%

50Δ

Calls
Pseudo strike
14.88
IV
160.0%
B/E move
44.0%
Puts
Pseudo strike
15.56
IV
112.0%
B/E move
6.3%

55Δ

Calls
Pseudo strike
13.79
IV
147.2%
B/E move
35.2%
Puts
Pseudo strike
16.36
IV
120.7%
B/E move
5.6%

60Δ

Calls
Pseudo strike
12.70
IV
134.3%
B/E move
26.4%
Puts
Pseudo strike
17.15
IV
129.5%
B/E move
5.0%

65Δ

Calls
Pseudo strike
11.61
IV
121.5%
B/E move
17.5%
Puts
Pseudo strike
17.95
IV
138.3%
B/E move
4.3%

70Δ

Calls
Pseudo strike
10.53
IV
108.7%
B/E move
8.7%
Puts
Pseudo strike
18.74
IV
147.0%
B/E move
3.7%

75Δ

Calls
Pseudo strike
9.61
IV
114.4%
B/E move
4.1%
Puts
Pseudo strike
19.54
IV
155.8%
B/E move
3.0%

80Δ

Calls
Pseudo strike
8.85
IV
137.2%
B/E move
3.6%
Puts
Pseudo strike
20.33
IV
164.5%
B/E move
2.3%

Options history

IV · four-Friday blend56.33%
Daily EOD
FSK54.9%57.3%59.7%2026-10-19: 59.36%2026-10-20: 55.24%2026-10-21: 56.33%Oct 19Oct 20Oct 21
3 observations2026-10-19 — 2026-10-21
Table
DateIV (%)
59.36%
55.24%
56.33%