Option Greeks measure how Carlyle Secured Lending Inc (CGBD) option prices respond to changes in the stock price (delta and gamma), the passage of time (theta), implied volatility (vega), and interest rates (rho). These charts plot each Greek by strike, so you can see where an expiration's price risk, time decay, and volatility exposure are concentrated.
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CGBD Option Greeks FAQ
What are option Greeks?
Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).
How do I read the CGBD Greeks charts?
Gamma, theta, and vega are largest for strikes near the Carlyle Secured Lending stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.
How does implied volatility affect CGBD's Greeks?
Carlyle Secured Lending IV rank is 61, so implied volatility is in the upper part of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 13.7% to 171.7%. See the CGBD implied volatility history for a longer view.
How much gamma and delta do CGBD options carry in total?
Across all open Carlyle Secured Lending options on Nov 9, 2026, net gamma exposure was -$66.02K and net delta exposure was -$370.98K per 1% move in the stock. The CGBD gamma exposure chart shows where that gamma sits by strike.
What is Carlyle Secured Lending Inc?
Carlyle Secured Lending Inc is a specialty finance company that is a closed-end, externally managed, non-diversified management investment company.