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BCP Investment Corporation Common Stock BCIC

i

Market datapartial · fetched 2026-11-12T01:28:34.251Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:56:51.814087964Z

FundamentalsAlpha Vantage · unavailable

Share price$5.46
1D-4.6%
AH$6.54$6.65$6.76$6.87$6.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBCIC
Sold putSold callAH

BCP Investment Corporation Common Stock options

Live interpolated BCIC call and put midpoint premiums by absolute delta.BCP Investment Corporation Common Stock$0.28$0.65$1.02$1.40$1.77$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBCIC PRICE$0.32$0.49$0.66$0.82$0.99$1.16$1.32$1.49$1.66$0.38$0.38$0.38
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.66201.4%39.8%
25Δ7.27113.1%39.1%4.22154.3%29.6%
30Δ7.02127.4%37.5%4.78107.2%19.3%
35Δ6.76141.7%35.8%
40Δ6.50155.9%34.2%
45Δ6.25170.2%32.5%
50Δ5.99184.5%30.9%
55Δ5.73198.8%29.2%
60Δ5.47213.0%27.6%
65Δ5.22227.3%25.9%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.66
IV
201.4%
B/E move
39.8%

25Δ

Calls
Pseudo strike
7.27
IV
113.1%
B/E move
39.1%
Puts
Pseudo strike
4.22
IV
154.3%
B/E move
29.6%

30Δ

Calls
Pseudo strike
7.02
IV
127.4%
B/E move
37.5%
Puts
Pseudo strike
4.78
IV
107.2%
B/E move
19.3%

35Δ

Calls
Pseudo strike
6.76
IV
141.7%
B/E move
35.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.50
IV
155.9%
B/E move
34.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.25
IV
170.2%
B/E move
32.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
5.99
IV
184.5%
B/E move
30.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
5.73
IV
198.8%
B/E move
29.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
5.47
IV
213.0%
B/E move
27.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.22
IV
227.3%
B/E move
25.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend52.59%
Daily close
BCIC49.9%69.2%88.6%2026-08-14: 85.90%2026-08-21: 52.59%Aug 14Aug 21
2 observations2026-08-14 — 2026-08-21
Table
DateIV (%)
85.90%
52.59%