PFLT · PennantPark Floating Rate Capital Ltd.

Track PFLT — free Ask ALVIS about PFLT

$7.10 -0.11 (-1.53%) At close · Aug 5

Market Cap

$704.45M

99.22M

Options Chain

15-min delayed Underlying $7.10 · today Options Calculator

Positioning

Aug 21, 2026 · 15 days to expiry · 14 contracts

Put / call OI

0.62

Call-heavy positioning

Open interest

1,278

contracts outstanding

Volume

111

traded today

Max pain

$10.00

$2.90 above spot

ATM implied vol

30.6%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

12.5

17.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 15d Sep 18 43d Nov 20 106d Feb 19 197d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	50	369.6%	0.96	$4.80		$0.05	-0.03	332%	2	6
Call · $2.5 In the money Last $4.80 Breakeven $7.30 Implied vol 369.6% Delta 0.96 ≈96% ITM Gamma 0.017 Theta -0.013 Vega 0.001 Open interest 0 Model this call Put · $2.5 Last $0.05 Breakeven $2.45 Implied vol 332% Delta -0.03 ≈3% ITM Gamma 0.014 Theta -0.011 Vega 0.001 Open interest 6 Model this put
2	1	161.2%	0.891	$2.00		$0.10	—	—	2	65
Call · $5 In the money Last $2.00 Breakeven $7.00 Implied vol 161.2% Delta 0.891 ≈89% ITM Gamma 0.084 Theta -0.012 Vega 0.003 Open interest 2 Model this call Put · $5 Last $0.10 Breakeven $4.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 65 Model this put
Underlying $7.10
175	18	38.2%	0.237	$0.02		$0.50	-0.888	22.9%	3	237
Call · $7.5 Last $0.02 Breakeven $7.52 Implied vol 38.2% Delta 0.237 ≈24% ITM Gamma 0.566 Theta -0.005 Vega 0.005 Open interest 175 Model this call Put · $7.5 In the money Last $0.50 Breakeven $7.00 Implied vol 22.9% Delta -0.888 ≈89% ITM Gamma 0.55 Theta -0.004 Vega 0.002 Open interest 237 Model this put
606	1	—	—	$0.01		$3.02	—	—	2	154
Call · $10 Last $0.01 Breakeven $10.01 Implied vol — Delta — Gamma — Theta — Vega — Open interest 606 Model this call Put · $10 In the money Last $3.02 Breakeven $6.98 Implied vol — Delta — Gamma — Theta — Vega — Open interest 154 Model this put
3	26	—	—	$0.03		$5.48	-0.993	0.5%	1	27
Call · $12.5 Last $0.03 Breakeven $12.53 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $12.5 In the money Last $5.48 Breakeven $7.02 Implied vol 0.5% Delta -0.993 ≈99% ITM Gamma 0 Theta -0.002 Vega 0 Open interest 27 Model this put
0	—	—	—	—		$7.00	—	—	2	0
Call · $15 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $15 In the money Last $7.00 Breakeven $8.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	1	—	—	$0.25		$9.50	—	—	2	1
Call · $17.5 Last $0.25 Breakeven $17.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $17.5 In the money Last $9.50 Breakeven $8.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1504619 CUSIP 70806A106 13F (30d) 49 filings 49 filers Visit website Investor relations