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STELLUS CAPITAL INVESTMENT CORPORATION SCM

i

Market datapartial · fetched 2026-11-04T00:09:29.378Z

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 · 2026-11-04T00:00:00.003073929Z

FundamentalsAlpha Vantage · unavailable

Share price$7.12
1D-1.0%
AH$7.10$7.13$7.15$7.17$7.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCM
Sold putSold callAH

STELLUS CAPITAL INVESTMENT CORPORATION options

Live interpolated SCM call and put midpoint premiums by absolute delta.STELLUS CAPITAL INVESTMENT CORPORATION$0.35$1.07$1.79$2.51$3.23$3.89$4.95$6.00$7.06$8.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SCM spot · $7.12SCM PRICE$0.43$0.62$0.80$0.99$1.17$1.36$1.54$1.73$1.91$2.10$0.75$0.78$0.81$0.84$0.87$0.90$0.93$1.14$1.52$1.89$2.27$2.65$3.02
PutsExpensive4.74×
Calls——
Skew——
Implied moveBullish±$1.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.04312.6%39.7%
25Δ5.42283.1%34.8%
30Δ5.80253.6%30.0%
35Δ7.1156.2%5.9%6.18224.0%25.1%
40Δ6.9168.1%5.6%6.56194.5%20.2%
45Δ6.7080.0%5.4%6.93165.0%15.3%
50Δ6.5091.9%5.1%7.31135.5%10.4%
55Δ6.29103.8%4.9%7.72123.6%7.5%
60Δ6.09115.8%4.6%8.17129.2%6.6%
65Δ5.89127.7%4.4%8.61134.9%5.7%
70Δ5.68139.6%4.1%9.05140.5%4.7%
75Δ5.48151.5%3.8%9.50146.1%3.8%
80Δ5.27163.4%3.6%9.94151.8%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.04
IV
312.6%
B/E move
39.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.42
IV
283.1%
B/E move
34.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.80
IV
253.6%
B/E move
30.0%

35Δ

Calls
Pseudo strike
7.11
IV
56.2%
B/E move
5.9%
Puts
Pseudo strike
6.18
IV
224.0%
B/E move
25.1%

40Δ

Calls
Pseudo strike
6.91
IV
68.1%
B/E move
5.6%
Puts
Pseudo strike
6.56
IV
194.5%
B/E move
20.2%

45Δ

Calls
Pseudo strike
6.70
IV
80.0%
B/E move
5.4%
Puts
Pseudo strike
6.93
IV
165.0%
B/E move
15.3%

50Δ

Calls
Pseudo strike
6.50
IV
91.9%
B/E move
5.1%
Puts
Pseudo strike
7.31
IV
135.5%
B/E move
10.4%

55Δ

Calls
Pseudo strike
6.29
IV
103.8%
B/E move
4.9%
Puts
Pseudo strike
7.72
IV
123.6%
B/E move
7.5%

60Δ

Calls
Pseudo strike
6.09
IV
115.8%
B/E move
4.6%
Puts
Pseudo strike
8.17
IV
129.2%
B/E move
6.6%

65Δ

Calls
Pseudo strike
5.89
IV
127.7%
B/E move
4.4%
Puts
Pseudo strike
8.61
IV
134.9%
B/E move
5.7%

70Δ

Calls
Pseudo strike
5.68
IV
139.6%
B/E move
4.1%
Puts
Pseudo strike
9.05
IV
140.5%
B/E move
4.7%

75Δ

Calls
Pseudo strike
5.48
IV
151.5%
B/E move
3.8%
Puts
Pseudo strike
9.50
IV
146.1%
B/E move
3.8%

80Δ

Calls
Pseudo strike
5.27
IV
163.4%
B/E move
3.6%
Puts
Pseudo strike
9.94
IV
151.8%
B/E move
2.9%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations