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BGSF, Inc. BGSF

i

Market dataready · fetched 2026-11-11T05:54:33.648Z

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 · 2026-11-11T00:00:00.003267455Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-11T05:54:33.335059+00:00

Share price$4.07
1D+5.4%
AH$3.84$3.92$4.00$4.08$4.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBGSF
Sold putSold callAH

BGSF, Inc. options

Live interpolated BGSF call and put midpoint premiums by absolute delta.BGSF, Inc.$0.30$1.69$3.08$4.47$5.85$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBGSF PRICE$0.57$0.57$0.57$0.45$0.52$0.60$0.68$0.76$0.83$0.91$0.99$1.07$1.14$5.45
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.72449.8%44.1%
25Δ2.97424.0%40.0%
30Δ3.21398.2%36.0%
35Δ9.07570.1%137.0%3.45372.4%31.9%
40Δ6.65448.5%77.6%3.69346.6%27.9%
45Δ5.24351.1%42.8%3.93320.7%23.8%
50Δ4.18294.9%19.8%
55Δ4.42269.1%15.7%
60Δ4.66243.3%11.7%
65Δ4.90217.5%7.6%
70Δ9.09514.0%10.8%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.72
IV
449.8%
B/E move
44.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.97
IV
424.0%
B/E move
40.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.21
IV
398.2%
B/E move
36.0%

35Δ

Calls
Pseudo strike
9.07
IV
570.1%
B/E move
137.0%
Puts
Pseudo strike
3.45
IV
372.4%
B/E move
31.9%

40Δ

Calls
Pseudo strike
6.65
IV
448.5%
B/E move
77.6%
Puts
Pseudo strike
3.69
IV
346.6%
B/E move
27.9%

45Δ

Calls
Pseudo strike
5.24
IV
351.1%
B/E move
42.8%
Puts
Pseudo strike
3.93
IV
320.7%
B/E move
23.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.18
IV
294.9%
B/E move
19.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.42
IV
269.1%
B/E move
15.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.66
IV
243.3%
B/E move
11.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.90
IV
217.5%
B/E move
7.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.09
IV
514.0%
B/E move
10.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend93.41%
Daily close
BGSF54.2%119.0%183.8%2026-08-13: 158.61%2026-08-17: 174.88%2026-08-24: 115.47%2026-08-27: 117.83%2026-08-28: 122.58%2026-09-01: 116.05%2026-09-02: 118.35%2026-09-03: 96.90%2026-09-10: 122.66%2026-09-11: 122.71%2026-09-14: 155.39%2026-09-15: 160.64%2026-09-16: 168.05%2026-09-18: 77.31%2026-09-21: 68.92%2026-09-22: 94.22%2026-09-23: 63.10%2026-09-24: 82.00%2026-09-25: 72.18%2026-09-29: 103.94%2026-09-30: 84.80%2026-10-01: 91.51%2026-10-02: 93.41%Aug 13Sep 15Oct 2
23 observations2026-08-13 — 2026-10-02
Table
DateIV (%)
158.61%
174.88%
115.47%
117.83%
122.58%
116.05%
118.35%
96.90%
122.66%
122.71%
155.39%
160.64%
168.05%
77.31%
68.92%
94.22%
63.10%
82.00%
72.18%
103.94%
84.80%
91.51%
93.41%