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BCP Investment Corp. BCIC

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-22T15:11:21.175Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T15:09:44.082026859Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T15:11:19.167019+00:00

Share price$5.87
1D-1.0%
$5.84$5.90$5.96$6.01$6.075:30 AM6:30 AM9:00 AM1:00 PMBCIC
Sold putSold call

BCP Investment Corp. options

Live interpolated BCIC call and put midpoint premiums by absolute delta.BCP Investment Corp.$0.09$1.90$3.70$5.51$7.31$2.01$3.45$4.89$6.34$7.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BCIC spot · $5.87BCIC PRICE$0.29$0.34$0.39$0.45$0.50$0.55$0.61$0.66$0.71$0.77$0.82$0.50$0.50$0.87$1.53$2.18$2.84$3.50$4.16$4.82$5.48$6.14$6.79
PutsExpensive4.74×
CallsExpensive2.37×
SkewBearish+117.72 pp
Implied moveBearish±$4.00
TiltBearish73.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.00245.0%40.4%
25Δ4.69174.8%28.6%
30Δ7.36105.3%30.3%5.42149.7%22.4%
35Δ7.16100.5%27.8%6.18160.1%20.7%
40Δ6.9795.7%25.4%6.94170.6%18.9%
45Δ6.7790.9%22.9%7.70181.1%17.2%
50Δ6.5786.1%20.5%8.46191.6%15.5%
55Δ6.3881.3%18.1%9.22202.1%13.7%
60Δ6.1876.5%15.6%9.98212.6%12.0%
65Δ5.9871.7%13.2%10.74223.1%10.3%
70Δ5.7966.9%10.7%11.50233.6%8.6%
75Δ5.5962.1%8.3%12.26244.0%6.8%
80Δ5.3957.3%5.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.00
IV
245.0%
B/E move
40.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.69
IV
174.8%
B/E move
28.6%

30Δ

Calls
Pseudo strike
7.36
IV
105.3%
B/E move
30.3%
Puts
Pseudo strike
5.42
IV
149.7%
B/E move
22.4%

35Δ

Calls
Pseudo strike
7.16
IV
100.5%
B/E move
27.8%
Puts
Pseudo strike
6.18
IV
160.1%
B/E move
20.7%

40Δ

Calls
Pseudo strike
6.97
IV
95.7%
B/E move
25.4%
Puts
Pseudo strike
6.94
IV
170.6%
B/E move
18.9%

45Δ

Calls
Pseudo strike
6.77
IV
90.9%
B/E move
22.9%
Puts
Pseudo strike
7.70
IV
181.1%
B/E move
17.2%

50Δ

Calls
Pseudo strike
6.57
IV
86.1%
B/E move
20.5%
Puts
Pseudo strike
8.46
IV
191.6%
B/E move
15.5%

55Δ

Calls
Pseudo strike
6.38
IV
81.3%
B/E move
18.1%
Puts
Pseudo strike
9.22
IV
202.1%
B/E move
13.7%

60Δ

Calls
Pseudo strike
6.18
IV
76.5%
B/E move
15.6%
Puts
Pseudo strike
9.98
IV
212.6%
B/E move
12.0%

65Δ

Calls
Pseudo strike
5.98
IV
71.7%
B/E move
13.2%
Puts
Pseudo strike
10.74
IV
223.1%
B/E move
10.3%

70Δ

Calls
Pseudo strike
5.79
IV
66.9%
B/E move
10.7%
Puts
Pseudo strike
11.50
IV
233.6%
B/E move
8.6%

75Δ

Calls
Pseudo strike
5.59
IV
62.1%
B/E move
8.3%
Puts
Pseudo strike
12.26
IV
244.0%
B/E move
6.8%

80Δ

Calls
Pseudo strike
5.39
IV
57.3%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations