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Business First Bancshares, Inc. Common Stock BFST

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Market datapartial · fetched 2026-10-22T11:49:08.452Z

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 · 2026-10-21T20:00:07.471060132Z

FundamentalsAlpha Vantage · unavailable

Share price$31.36
1D-0.5%
AH$31.16$31.26$31.37$31.47$31.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBFST
Sold putSold callAH

Business First Bancshares, Inc. Common Stock options

Live interpolated BFST call and put midpoint premiums by absolute delta.Business First Bancshares, Inc. Common Stock$0.61$2.91$5.21$7.51$9.81$23.47$27.13$30.79$34.45$38.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BFST spot · $31.36BFST PRICE$0.86$0.96$0.92$1.13$1.34$1.54$1.75$1.96$2.17$2.38$3.16$4.22$5.28$2.45$1.61$0.89$1.71$2.54$3.37$4.19$5.02$5.84$6.67$7.50$8.32$9.15
PutsExpensive3.98×
CallsExpensive2.74×
SkewBearish+12.77 pp
Implied moveBearish±$5.95
TiltBearish36.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.6298.2%35.5%23.13187.9%34.1%
25Δ38.2783.2%25.1%27.13104.9%18.6%
30Δ34.8758.5%14.1%30.4733.0%5.7%
35Δ34.2056.8%12.7%31.4138.3%5.3%
40Δ33.5455.2%11.2%32.3543.6%4.9%
45Δ32.8753.6%9.8%33.2948.8%4.6%
50Δ32.2151.9%8.3%34.2454.1%4.2%
55Δ31.5550.3%6.9%35.1859.4%3.8%
60Δ30.8848.7%5.4%36.1264.7%3.5%
65Δ30.2247.0%3.9%37.0670.0%3.1%
70Δ29.2051.5%3.2%38.0075.3%2.7%
75Δ28.0158.9%2.8%38.9480.5%2.4%
80Δ26.8266.3%2.4%39.8985.8%2.0%

20Δ

Calls
Pseudo strike
41.62
IV
98.2%
B/E move
35.5%
Puts
Pseudo strike
23.13
IV
187.9%
B/E move
34.1%

25Δ

Calls
Pseudo strike
38.27
IV
83.2%
B/E move
25.1%
Puts
Pseudo strike
27.13
IV
104.9%
B/E move
18.6%

30Δ

Calls
Pseudo strike
34.87
IV
58.5%
B/E move
14.1%
Puts
Pseudo strike
30.47
IV
33.0%
B/E move
5.7%

35Δ

Calls
Pseudo strike
34.20
IV
56.8%
B/E move
12.7%
Puts
Pseudo strike
31.41
IV
38.3%
B/E move
5.3%

40Δ

Calls
Pseudo strike
33.54
IV
55.2%
B/E move
11.2%
Puts
Pseudo strike
32.35
IV
43.6%
B/E move
4.9%

45Δ

Calls
Pseudo strike
32.87
IV
53.6%
B/E move
9.8%
Puts
Pseudo strike
33.29
IV
48.8%
B/E move
4.6%

50Δ

Calls
Pseudo strike
32.21
IV
51.9%
B/E move
8.3%
Puts
Pseudo strike
34.24
IV
54.1%
B/E move
4.2%

55Δ

Calls
Pseudo strike
31.55
IV
50.3%
B/E move
6.9%
Puts
Pseudo strike
35.18
IV
59.4%
B/E move
3.8%

60Δ

Calls
Pseudo strike
30.88
IV
48.7%
B/E move
5.4%
Puts
Pseudo strike
36.12
IV
64.7%
B/E move
3.5%

65Δ

Calls
Pseudo strike
30.22
IV
47.0%
B/E move
3.9%
Puts
Pseudo strike
37.06
IV
70.0%
B/E move
3.1%

70Δ

Calls
Pseudo strike
29.20
IV
51.5%
B/E move
3.2%
Puts
Pseudo strike
38.00
IV
75.3%
B/E move
2.7%

75Δ

Calls
Pseudo strike
28.01
IV
58.9%
B/E move
2.8%
Puts
Pseudo strike
38.94
IV
80.5%
B/E move
2.4%

80Δ

Calls
Pseudo strike
26.82
IV
66.3%
B/E move
2.4%
Puts
Pseudo strike
39.89
IV
85.8%
B/E move
2.0%

Options history

No recorded observations