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BGSF, Inc. BGSF

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Market datapartial · fetched 2026-10-22T06:59:36.871Z

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 · 2026-10-21T23:00:00.003883034Z

FundamentalsAlpha Vantage · unavailable

Share price$4.08
1D+3.0%
AH$3.97$4.01$4.05$4.09$4.135:30 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.$0.43$1.24$2.04$2.85$3.65$0.80$2.47$4.14$5.81$7.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BGSF spot · $4.08BGSF PRICE$0.85$0.86$0.90$0.99$1.09$1.18$1.27$1.36$0.52$0.73$0.94$1.14$1.35$1.56$1.94$2.68$3.42
PutsExpensive3.34×
CallsExpensive4.35×
SkewBullish-10.79 pp
Implied moveBearish±$2.81
TiltBearish25.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.13188.7%36.1%
25Δ3.46197.6%33.1%
30Δ3.79206.6%30.1%
35Δ4.12215.5%27.1%
40Δ4.45224.5%24.1%
45Δ7.87357.0%113.7%4.78233.4%21.1%
50Δ6.07294.4%70.0%5.27244.2%18.5%
55Δ4.90249.0%42.3%6.09258.6%16.4%
60Δ4.60232.7%37.1%6.91273.0%14.4%
65Δ4.30216.5%32.0%
70Δ4.00200.2%26.8%
75Δ3.69184.0%21.6%
80Δ3.39167.8%16.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.13
IV
188.7%
B/E move
36.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.46
IV
197.6%
B/E move
33.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.79
IV
206.6%
B/E move
30.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.12
IV
215.5%
B/E move
27.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.45
IV
224.5%
B/E move
24.1%

45Δ

Calls
Pseudo strike
7.87
IV
357.0%
B/E move
113.7%
Puts
Pseudo strike
4.78
IV
233.4%
B/E move
21.1%

50Δ

Calls
Pseudo strike
6.07
IV
294.4%
B/E move
70.0%
Puts
Pseudo strike
5.27
IV
244.2%
B/E move
18.5%

55Δ

Calls
Pseudo strike
4.90
IV
249.0%
B/E move
42.3%
Puts
Pseudo strike
6.09
IV
258.6%
B/E move
16.4%

60Δ

Calls
Pseudo strike
4.60
IV
232.7%
B/E move
37.1%
Puts
Pseudo strike
6.91
IV
273.0%
B/E move
14.4%

65Δ

Calls
Pseudo strike
4.30
IV
216.5%
B/E move
32.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.00
IV
200.2%
B/E move
26.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.69
IV
184.0%
B/E move
21.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.39
IV
167.8%
B/E move
16.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations