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Business First Bancshares, Inc. Common Stock BFST

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T14:00:26.125Z

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 · 2026-11-10T21:00:01.643769541Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:00:25.207095+00:00

Share price$32.73
1D+0.2%
AH$32.30$32.45$32.60$32.74$32.895:30 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$1.20$1.79$2.38$2.97$30.40$31.59$32.78$33.97$35.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BFST spot · $32.73BFST PRICE$0.77$0.93$1.09$1.25$1.41$1.57$1.73$1.89$2.05$2.21$2.05$0.67$0.91$1.15$1.38$1.62$1.86$2.09$2.33$2.57$2.80
Puts——
Calls——
Skew——
Implied moveBearish±$3.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.85279.8%30.3%
25Δ30.4671.3%9.0%
30Δ30.9671.1%8.2%
35Δ34.4157.9%7.5%31.4570.9%7.4%
40Δ34.0555.7%6.9%31.9470.7%6.6%
45Δ33.7053.4%6.3%32.4470.5%5.8%
50Δ33.3451.1%5.7%32.9370.2%5.1%
55Δ32.9848.9%5.1%33.4270.0%4.3%
60Δ32.6346.6%4.5%33.9269.8%3.5%
65Δ32.2744.3%3.9%34.4169.6%2.7%
70Δ31.9142.1%3.3%34.9069.4%1.9%
75Δ31.5539.8%2.7%
80Δ31.2037.5%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.85
IV
279.8%
B/E move
30.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.46
IV
71.3%
B/E move
9.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.96
IV
71.1%
B/E move
8.2%

35Δ

Calls
Pseudo strike
34.41
IV
57.9%
B/E move
7.5%
Puts
Pseudo strike
31.45
IV
70.9%
B/E move
7.4%

40Δ

Calls
Pseudo strike
34.05
IV
55.7%
B/E move
6.9%
Puts
Pseudo strike
31.94
IV
70.7%
B/E move
6.6%

45Δ

Calls
Pseudo strike
33.70
IV
53.4%
B/E move
6.3%
Puts
Pseudo strike
32.44
IV
70.5%
B/E move
5.8%

50Δ

Calls
Pseudo strike
33.34
IV
51.1%
B/E move
5.7%
Puts
Pseudo strike
32.93
IV
70.2%
B/E move
5.1%

55Δ

Calls
Pseudo strike
32.98
IV
48.9%
B/E move
5.1%
Puts
Pseudo strike
33.42
IV
70.0%
B/E move
4.3%

60Δ

Calls
Pseudo strike
32.63
IV
46.6%
B/E move
4.5%
Puts
Pseudo strike
33.92
IV
69.8%
B/E move
3.5%

65Δ

Calls
Pseudo strike
32.27
IV
44.3%
B/E move
3.9%
Puts
Pseudo strike
34.41
IV
69.6%
B/E move
2.7%

70Δ

Calls
Pseudo strike
31.91
IV
42.1%
B/E move
3.3%
Puts
Pseudo strike
34.90
IV
69.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
31.55
IV
39.8%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
31.20
IV
37.5%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend42.04%
Daily close
BFST34.2%46.7%59.2%2026-08-28: 39.63%2026-09-01: 47.21%2026-09-03: 45.32%2026-09-18: 35.96%2026-09-24: 45.01%2026-10-01: 42.33%2026-10-02: 47.12%2026-10-07: 57.49%2026-10-22: 50.68%2026-10-28: 42.04%Aug 28Sep 24Oct 28
10 observations2026-08-28 — 2026-10-28
Table
DateIV (%)
39.63%
47.21%
45.32%
35.96%
45.01%
42.33%
47.12%
57.49%
50.68%
42.04%