Option Greeks measure how Fidus Investment Corp (FDUS) 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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FDUS 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 FDUS Greeks charts?
Gamma, theta, and vega are largest for strikes near the Fidus Investment 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 FDUS's Greeks?
Fidus Investment IV rank is 10, so implied volatility is near the bottom 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 10.1% to 172.8%. See the FDUS implied volatility history for a longer view.
How much gamma and delta do FDUS options carry in total?
Across all open Fidus Investment options on Nov 9, 2026, net gamma exposure was $234.7K and net delta exposure was $2.04M per 1% move in the stock. The FDUS gamma exposure chart shows where that gamma sits by strike.
What is Fidus Investment Corp?
Fidus Investment Corp is an externally managed, closed-end, non-diversified management investment company that has elected to be treated as a business development company.