Prospect Capital Corp · Brief

Next report

4 days

Nov 5 · after closeest.Q1 FY27

Expected move

±5.4%implied · report alone

1.521.70

straddle ±15.8%

spot 1.61exp Nov 20ATM strike 1.5ATM straddle 0.30IV 99%

Oct 30 closereport share · term structure

Expected move

—≥ implied

Q4 FY26±10.5%▲+2.19%×0.21

quarterimplied−15%0+15%realized×

Q4 FY26±10.5%▲+2.19%×0.21

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Nov 5 report · est.

—

PSEC report session

No linked exposure.

Oct 22impliedImplied move: ±13.0% into Nov 5 earnings (Oct 22 close).Source

privateThesis 0 · Decisions 0 · Observations 0

No thesis.