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Runway Growth Finance Corp. Common Stock RWAY

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Market datapartial · fetched 2026-11-06T22:16:04.769Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-06T21:00:00.168659136Z

FundamentalsAlpha Vantage · unavailable

Share price$6.69
1D+0.5%
AH$6.52$6.60$6.68$6.76$6.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRWAY
Sold putSold callAH

Runway Growth Finance Corp. Common Stock options

Live interpolated RWAY call and put midpoint premiums by absolute delta.Runway Growth Finance Corp. Common Stock$0.17$1.44$2.70$3.96$5.23$5.59$6.16$6.74$7.32$7.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RWAY spot · $6.69RWAY PRICE$0.31$0.41$0.51$0.62$0.72$0.82$0.93$1.03$1.13$1.24$1.34$0.45$0.50$0.55$0.60$0.64$0.69$0.74$0.79$0.83$0.88$0.93$4.86
Puts——
Calls——
Skew——
Implied moveBalanced±$1.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.02141.4%31.8%
25Δ5.26132.4%28.9%
30Δ7.1435.6%11.4%5.49123.5%26.1%
35Δ6.9836.4%10.5%5.73114.6%23.2%
40Δ6.8237.1%9.7%5.97105.7%20.4%
45Δ6.6737.8%8.9%6.2196.8%17.5%
50Δ6.5138.5%8.0%6.4587.9%14.7%
55Δ6.3539.3%7.2%6.6878.9%11.9%
60Δ6.1940.0%6.4%6.9270.0%9.0%
65Δ6.0340.7%5.5%7.1661.1%6.2%
70Δ5.8741.4%4.7%7.4052.2%3.3%
75Δ5.7242.1%3.9%11.20156.1%5.3%
80Δ5.5642.9%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.02
IV
141.4%
B/E move
31.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.26
IV
132.4%
B/E move
28.9%

30Δ

Calls
Pseudo strike
7.14
IV
35.6%
B/E move
11.4%
Puts
Pseudo strike
5.49
IV
123.5%
B/E move
26.1%

35Δ

Calls
Pseudo strike
6.98
IV
36.4%
B/E move
10.5%
Puts
Pseudo strike
5.73
IV
114.6%
B/E move
23.2%

40Δ

Calls
Pseudo strike
6.82
IV
37.1%
B/E move
9.7%
Puts
Pseudo strike
5.97
IV
105.7%
B/E move
20.4%

45Δ

Calls
Pseudo strike
6.67
IV
37.8%
B/E move
8.9%
Puts
Pseudo strike
6.21
IV
96.8%
B/E move
17.5%

50Δ

Calls
Pseudo strike
6.51
IV
38.5%
B/E move
8.0%
Puts
Pseudo strike
6.45
IV
87.9%
B/E move
14.7%

55Δ

Calls
Pseudo strike
6.35
IV
39.3%
B/E move
7.2%
Puts
Pseudo strike
6.68
IV
78.9%
B/E move
11.9%

60Δ

Calls
Pseudo strike
6.19
IV
40.0%
B/E move
6.4%
Puts
Pseudo strike
6.92
IV
70.0%
B/E move
9.0%

65Δ

Calls
Pseudo strike
6.03
IV
40.7%
B/E move
5.5%
Puts
Pseudo strike
7.16
IV
61.1%
B/E move
6.2%

70Δ

Calls
Pseudo strike
5.87
IV
41.4%
B/E move
4.7%
Puts
Pseudo strike
7.40
IV
52.2%
B/E move
3.3%

75Δ

Calls
Pseudo strike
5.72
IV
42.1%
B/E move
3.9%
Puts
Pseudo strike
11.20
IV
156.1%
B/E move
5.3%

80Δ

Calls
Pseudo strike
5.56
IV
42.9%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations