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BrightSpire Capital, Inc. BRSP

i

Market dataready · fetched 2026-11-13T01:30:07.674Z

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 · 2026-11-13T00:00:00.001809248Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:30:07.289974+00:00

Share price$3.12
1D-1.0%
AH$3.10$3.13$3.16$3.18$3.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBRSP
Sold putSold callAH

BrightSpire Capital, Inc. options

Live interpolated BRSP call and put midpoint premiums by absolute delta.BrightSpire Capital, Inc.$0.19$0.33$0.47$0.61$0.75$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBRSP PRICE$0.21$0.25$0.29$0.33$0.38$0.42$0.46$0.50$0.54$0.58$0.63$0.67$0.71
Puts——
CallsExpensive6.77×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.87595.5%223.1%
25Δ9.28563.5%205.3%
30Δ8.68531.4%187.6%
35Δ8.08499.3%169.8%
40Δ7.49467.2%152.1%
45Δ6.89435.1%134.3%
50Δ6.30403.1%116.6%
55Δ5.70371.0%98.9%
60Δ5.11338.9%81.1%
65Δ4.51306.8%63.4%
70Δ3.92274.8%45.6%
75Δ3.32242.7%27.9%
80Δ2.73210.6%10.1%

20Δ

Calls
Pseudo strike
9.87
IV
595.5%
B/E move
223.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
9.28
IV
563.5%
B/E move
205.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
8.68
IV
531.4%
B/E move
187.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
8.08
IV
499.3%
B/E move
169.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
7.49
IV
467.2%
B/E move
152.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.89
IV
435.1%
B/E move
134.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
6.30
IV
403.1%
B/E move
116.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
5.70
IV
371.0%
B/E move
98.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
5.11
IV
338.9%
B/E move
81.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.51
IV
306.8%
B/E move
63.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.92
IV
274.8%
B/E move
45.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.32
IV
242.7%
B/E move
27.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.73
IV
210.6%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend46.95%
Daily close
BRSP46.9%47.0%47.0%2026-08-21: 46.95%Aug 21
1 observations2026-08-21 — 2026-08-21
Table
DateIV (%)
46.95%