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MidCap Financial Investment Corporation Common Stock MFIC

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-06T21:13:43.210Z

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 · 2026-11-06T21:00:02.050834698Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T21:13:42.562385+00:00

Share price$10.26
1D-0.2%
AH$10.21$10.24$10.27$10.31$10.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMFIC
Sold putSold callAH

MidCap Financial Investment Corporation Common Stock options

Live interpolated MFIC call and put midpoint premiums by absolute delta.MidCap Financial Investment Corporation Common Stock$0.09$0.46$0.83$1.20$1.57$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEMFIC PRICE$0.13$0.28$0.42$0.57$0.72$0.87$1.02$1.17$1.31$1.46
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
25Δ10.0921.4%2.9%
30Δ10.2526.2%2.8%
35Δ10.4230.9%2.6%
40Δ10.5835.7%2.5%
45Δ10.7540.5%2.3%
50Δ10.9145.2%2.1%
55Δ11.0850.0%2.0%
60Δ11.2454.8%1.8%
65Δ11.4159.6%1.7%
70Δ11.5764.3%1.5%
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
10.09
IV
21.4%
B/E move
2.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.25
IV
26.2%
B/E move
2.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.42
IV
30.9%
B/E move
2.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.58
IV
35.7%
B/E move
2.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.75
IV
40.5%
B/E move
2.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.91
IV
45.2%
B/E move
2.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.08
IV
50.0%
B/E move
2.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.24
IV
54.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.41
IV
59.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.57
IV
64.3%
B/E move
1.5%

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 blend46.19%
Daily EOD
MFIC39.0%43.7%48.5%2026-10-20: 39.67%2026-10-21: 47.83%2026-10-23: 41.63%2026-10-26: 46.19%Oct 20Oct 21Oct 26
4 observations2026-10-20 — 2026-10-26
Table
DateIV (%)
39.67%
47.83%
41.63%
46.19%