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BCP Investment Corporation Common Stock BCIC

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Market datapartial · fetched 2026-10-22T21:10:49.807Z

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 · 2026-10-22T20:00:00.290105646Z

FundamentalsAlpha Vantage · unavailable

Share price$6.05
1D+2.0%
AH$5.81$5.88$5.94$6.00$6.075:30 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$0.11$1.87$3.62$5.38$7.14$1.97$3.53$5.08$6.64$8.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BCIC spot · $6.05BCIC PRICE$0.30$0.38$0.47$0.55$0.63$0.72$0.80$0.89$0.97$1.06$1.14$0.50$0.50$1.00$1.54$2.07$2.61$3.14$3.68$4.21$4.95$6.64$5.24$2.99
PutsExpensive4.84×
CallsExpensive2.56×
SkewBearish+113.72 pp
Implied moveBearish±$3.78
TiltBearish66.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.20233.5%38.9%
25Δ4.96157.2%26.3%
30Δ7.3899.5%26.9%5.61164.7%23.9%
35Δ7.1697.7%24.6%6.25177.0%22.1%
40Δ6.9395.9%22.3%6.90189.3%20.3%
45Δ6.7194.1%20.0%7.54201.6%18.5%
50Δ6.4992.3%17.7%8.18213.9%16.7%
55Δ6.2690.5%15.4%8.83226.2%14.9%
60Δ6.0488.7%13.2%9.47238.5%13.1%
65Δ5.8286.9%10.9%10.32251.7%11.3%
70Δ5.6085.1%8.6%12.11268.9%9.5%
75Δ5.3783.3%6.3%10.89207.5%6.6%
80Δ5.1581.5%4.0%8.83124.5%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.20
IV
233.5%
B/E move
38.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.96
IV
157.2%
B/E move
26.3%

30Δ

Calls
Pseudo strike
7.38
IV
99.5%
B/E move
26.9%
Puts
Pseudo strike
5.61
IV
164.7%
B/E move
23.9%

35Δ

Calls
Pseudo strike
7.16
IV
97.7%
B/E move
24.6%
Puts
Pseudo strike
6.25
IV
177.0%
B/E move
22.1%

40Δ

Calls
Pseudo strike
6.93
IV
95.9%
B/E move
22.3%
Puts
Pseudo strike
6.90
IV
189.3%
B/E move
20.3%

45Δ

Calls
Pseudo strike
6.71
IV
94.1%
B/E move
20.0%
Puts
Pseudo strike
7.54
IV
201.6%
B/E move
18.5%

50Δ

Calls
Pseudo strike
6.49
IV
92.3%
B/E move
17.7%
Puts
Pseudo strike
8.18
IV
213.9%
B/E move
16.7%

55Δ

Calls
Pseudo strike
6.26
IV
90.5%
B/E move
15.4%
Puts
Pseudo strike
8.83
IV
226.2%
B/E move
14.9%

60Δ

Calls
Pseudo strike
6.04
IV
88.7%
B/E move
13.2%
Puts
Pseudo strike
9.47
IV
238.5%
B/E move
13.1%

65Δ

Calls
Pseudo strike
5.82
IV
86.9%
B/E move
10.9%
Puts
Pseudo strike
10.32
IV
251.7%
B/E move
11.3%

70Δ

Calls
Pseudo strike
5.60
IV
85.1%
B/E move
8.6%
Puts
Pseudo strike
12.11
IV
268.9%
B/E move
9.5%

75Δ

Calls
Pseudo strike
5.37
IV
83.3%
B/E move
6.3%
Puts
Pseudo strike
10.89
IV
207.5%
B/E move
6.6%

80Δ

Calls
Pseudo strike
5.15
IV
81.5%
B/E move
4.0%
Puts
Pseudo strike
8.83
IV
124.5%
B/E move
3.3%

Options history

No recorded observations