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Bain Capital Specialty Finance Inc BCSF

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-22T08:08:26.859Z

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 · 2026-10-21T23:00:00.003456363Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T08:08:24.081347+00:00

Share price$10.06
1D+0.0%
AH$10.01$10.04$10.07$10.10$10.135:30 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$0.05$1.33$2.61$3.88$5.16$7.42$8.81$10.20$11.58$12.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BCSF spot · $10.06BCSF PRICE$0.36$0.34$0.32$0.30$0.28$0.26$0.24$0.22$0.20$0.65$1.13$1.61$2.09$0.35$0.31$0.27$0.23$0.19$0.42$0.87$1.33$1.78$2.23$2.68$3.60$4.79
PutsExpensive2.70×
CallsExpensive3.54×
SkewBullish-9.46 pp
Implied moveBearish±$1.11
TiltBearish40.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.15176.1%93.9%7.87112.9%25.2%
25Δ18.01155.9%82.4%8.3592.0%20.0%
30Δ16.88135.7%71.0%8.8371.0%14.9%
35Δ15.74115.5%59.5%9.3050.0%9.8%
40Δ14.6195.3%48.0%9.7829.0%4.7%
45Δ13.4775.1%36.5%10.2327.1%2.5%
50Δ12.3454.9%25.0%10.6541.6%2.8%
55Δ11.2034.7%13.6%11.0756.0%3.1%
60Δ10.0714.5%2.1%11.5070.4%3.4%
65Δ9.5729.4%1.6%11.9284.9%3.7%
70Δ9.1046.5%1.7%12.3499.3%4.0%
75Δ8.6463.6%1.9%13.31108.0%3.5%
80Δ8.1880.8%2.1%14.59113.2%2.6%

20Δ

Calls
Pseudo strike
19.15
IV
176.1%
B/E move
93.9%
Puts
Pseudo strike
7.87
IV
112.9%
B/E move
25.2%

25Δ

Calls
Pseudo strike
18.01
IV
155.9%
B/E move
82.4%
Puts
Pseudo strike
8.35
IV
92.0%
B/E move
20.0%

30Δ

Calls
Pseudo strike
16.88
IV
135.7%
B/E move
71.0%
Puts
Pseudo strike
8.83
IV
71.0%
B/E move
14.9%

35Δ

Calls
Pseudo strike
15.74
IV
115.5%
B/E move
59.5%
Puts
Pseudo strike
9.30
IV
50.0%
B/E move
9.8%

40Δ

Calls
Pseudo strike
14.61
IV
95.3%
B/E move
48.0%
Puts
Pseudo strike
9.78
IV
29.0%
B/E move
4.7%

45Δ

Calls
Pseudo strike
13.47
IV
75.1%
B/E move
36.5%
Puts
Pseudo strike
10.23
IV
27.1%
B/E move
2.5%

50Δ

Calls
Pseudo strike
12.34
IV
54.9%
B/E move
25.0%
Puts
Pseudo strike
10.65
IV
41.6%
B/E move
2.8%

55Δ

Calls
Pseudo strike
11.20
IV
34.7%
B/E move
13.6%
Puts
Pseudo strike
11.07
IV
56.0%
B/E move
3.1%

60Δ

Calls
Pseudo strike
10.07
IV
14.5%
B/E move
2.1%
Puts
Pseudo strike
11.50
IV
70.4%
B/E move
3.4%

65Δ

Calls
Pseudo strike
9.57
IV
29.4%
B/E move
1.6%
Puts
Pseudo strike
11.92
IV
84.9%
B/E move
3.7%

70Δ

Calls
Pseudo strike
9.10
IV
46.5%
B/E move
1.7%
Puts
Pseudo strike
12.34
IV
99.3%
B/E move
4.0%

75Δ

Calls
Pseudo strike
8.64
IV
63.6%
B/E move
1.9%
Puts
Pseudo strike
13.31
IV
108.0%
B/E move
3.5%

80Δ

Calls
Pseudo strike
8.18
IV
80.8%
B/E move
2.1%
Puts
Pseudo strike
14.59
IV
113.2%
B/E move
2.6%

Options history

No recorded observations