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Business First Bancshares, Inc. Common Stock BFST

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Market datapartial · fetched 2026-10-22T14:20:16.619Z

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 · 2026-10-22T14:17:31.597897399Z

FundamentalsAlpha Vantage · unavailable

Share price$31.91
1D+2.4%
$31.09$31.31$31.53$31.75$31.975:30 AM6:30 AM9:00 AM1:00 PMBFST
Sold putSold call

Business First Bancshares, Inc. Common Stock options

Live interpolated BFST call and put midpoint premiums by absolute delta.Business First Bancshares, Inc. Common Stock$0.58$2.16$3.73$5.31$6.88$25.19$29.32$33.45$37.57$41.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BFST spot · $31.91BFST PRICE$2.65$3.19$3.73$4.27$4.81$5.35$5.89$6.43$0.75$0.88$1.01$1.33$1.68$2.03$2.38$2.73$3.08$3.43$3.78
PutsExpensive3.05×
CallsExpensive3.86×
SkewBullish-34.01 pp
Implied moveBullish±$5.57
TiltBullish22.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.2779.8%20.0%
25Δ28.0367.3%14.9%
30Δ29.7954.9%9.8%
35Δ30.5653.3%8.4%
40Δ31.1853.1%7.5%
45Δ34.5998.8%16.7%31.8153.0%6.7%
50Δ33.5096.5%15.0%32.4452.8%5.8%
55Δ32.4194.2%13.3%33.0752.7%4.9%
60Δ31.3291.9%11.5%33.7052.5%4.0%
65Δ30.2389.6%9.8%34.3352.4%3.2%
70Δ29.1487.3%8.1%34.9652.2%2.3%
75Δ28.0585.0%6.4%
80Δ26.9782.7%4.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.27
IV
79.8%
B/E move
20.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.03
IV
67.3%
B/E move
14.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.79
IV
54.9%
B/E move
9.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.56
IV
53.3%
B/E move
8.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.18
IV
53.1%
B/E move
7.5%

45Δ

Calls
Pseudo strike
34.59
IV
98.8%
B/E move
16.7%
Puts
Pseudo strike
31.81
IV
53.0%
B/E move
6.7%

50Δ

Calls
Pseudo strike
33.50
IV
96.5%
B/E move
15.0%
Puts
Pseudo strike
32.44
IV
52.8%
B/E move
5.8%

55Δ

Calls
Pseudo strike
32.41
IV
94.2%
B/E move
13.3%
Puts
Pseudo strike
33.07
IV
52.7%
B/E move
4.9%

60Δ

Calls
Pseudo strike
31.32
IV
91.9%
B/E move
11.5%
Puts
Pseudo strike
33.70
IV
52.5%
B/E move
4.0%

65Δ

Calls
Pseudo strike
30.23
IV
89.6%
B/E move
9.8%
Puts
Pseudo strike
34.33
IV
52.4%
B/E move
3.2%

70Δ

Calls
Pseudo strike
29.14
IV
87.3%
B/E move
8.1%
Puts
Pseudo strike
34.96
IV
52.2%
B/E move
2.3%

75Δ

Calls
Pseudo strike
28.05
IV
85.0%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
26.97
IV
82.7%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations