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Bain Capital Specialty Finance, Inc. BCSF

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-11T14:02:25.218Z

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: 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 · 2026-11-11T00:00:00.003417869Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:02:24.807931+00:00

Share price$11.23
1D+2.1%
AH$10.98$11.07$11.16$11.24$11.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBCSF
Sold putSold callAH

Bain Capital Specialty Finance, Inc. options

Live interpolated BCSF call and put midpoint premiums by absolute delta.Bain Capital Specialty Finance, Inc.$0.18$1.69$3.19$4.70$6.20$10.21$11.32$12.42$13.52$14.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BCSF spot · $11.23BCSF PRICE$0.50$0.50$0.57$0.65$0.72$0.80$0.87$0.95$1.02$1.10$1.17$1.25$1.32$0.34$0.46$0.58$0.69$0.81$0.93$1.04$1.16$1.28$1.39$1.51$5.77
Puts——
CallsExpensive4.00×
Skew——
Implied moveBearish±$1.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.56313.5%78.6%10.5260.2%9.4%
25Δ15.30222.5%40.7%10.7164.2%8.7%
30Δ14.60205.3%35.1%10.9168.2%8.0%
35Δ14.17193.7%31.9%11.1072.1%7.4%
40Δ13.74182.0%28.8%11.2976.1%6.7%
45Δ13.31170.4%25.6%11.4880.1%6.0%
50Δ12.88158.7%22.5%11.6784.1%5.4%
55Δ12.45147.1%19.3%11.8688.1%4.7%
60Δ12.02135.4%16.2%12.0592.0%4.0%
65Δ11.59123.8%13.0%12.2496.0%3.4%
70Δ11.16112.1%9.8%12.43100.0%2.7%
75Δ10.73100.5%6.7%
80Δ10.3088.8%3.5%16.62233.4%3.3%

20Δ

Calls
Pseudo strike
19.56
IV
313.5%
B/E move
78.6%
Puts
Pseudo strike
10.52
IV
60.2%
B/E move
9.4%

25Δ

Calls
Pseudo strike
15.30
IV
222.5%
B/E move
40.7%
Puts
Pseudo strike
10.71
IV
64.2%
B/E move
8.7%

30Δ

Calls
Pseudo strike
14.60
IV
205.3%
B/E move
35.1%
Puts
Pseudo strike
10.91
IV
68.2%
B/E move
8.0%

35Δ

Calls
Pseudo strike
14.17
IV
193.7%
B/E move
31.9%
Puts
Pseudo strike
11.10
IV
72.1%
B/E move
7.4%

40Δ

Calls
Pseudo strike
13.74
IV
182.0%
B/E move
28.8%
Puts
Pseudo strike
11.29
IV
76.1%
B/E move
6.7%

45Δ

Calls
Pseudo strike
13.31
IV
170.4%
B/E move
25.6%
Puts
Pseudo strike
11.48
IV
80.1%
B/E move
6.0%

50Δ

Calls
Pseudo strike
12.88
IV
158.7%
B/E move
22.5%
Puts
Pseudo strike
11.67
IV
84.1%
B/E move
5.4%

55Δ

Calls
Pseudo strike
12.45
IV
147.1%
B/E move
19.3%
Puts
Pseudo strike
11.86
IV
88.1%
B/E move
4.7%

60Δ

Calls
Pseudo strike
12.02
IV
135.4%
B/E move
16.2%
Puts
Pseudo strike
12.05
IV
92.0%
B/E move
4.0%

65Δ

Calls
Pseudo strike
11.59
IV
123.8%
B/E move
13.0%
Puts
Pseudo strike
12.24
IV
96.0%
B/E move
3.4%

70Δ

Calls
Pseudo strike
11.16
IV
112.1%
B/E move
9.8%
Puts
Pseudo strike
12.43
IV
100.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
10.73
IV
100.5%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.30
IV
88.8%
B/E move
3.5%
Puts
Pseudo strike
16.62
IV
233.4%
B/E move
3.3%

Options history

IV · four-Friday blend38.65%
Daily close
BCSF37.7%44.6%51.4%2026-10-19: 39.64%2026-10-20: 50.48%2026-10-21: 39.29%2026-10-23: 44.34%2026-10-26: 38.65%Oct 19Oct 21Oct 26
5 observations2026-10-19 — 2026-10-26
Table
DateIV (%)
39.64%
50.48%
39.29%
44.34%
38.65%