IntraAlpha
Create free account Start free

Brightspire Capital Inc BRSP

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-10-23T02:00:47.396Z

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 · 2026-10-22T23:00:00.002724651Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:00:31.547743+00:00

Share price$3.65
1D+0.6%
AH$3.59$3.62$3.65$3.68$3.715:30 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$0.23$0.50$0.77$1.04$1.31$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEBRSP PRICE$0.26$0.34$0.42$0.50$0.58$0.66$0.74$0.82$0.91$0.99$1.07$1.15$1.23
PutsExpensive1.26×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.9391.1%26.7%
25Δ3.0890.5%24.9%
30Δ3.2389.8%23.0%
35Δ3.3889.2%21.1%
40Δ3.5388.5%19.2%
45Δ3.6887.9%17.3%
50Δ3.8387.2%15.4%
55Δ3.9886.6%13.5%
60Δ4.1385.9%11.7%
65Δ4.2885.3%9.8%
70Δ4.4384.6%7.9%
75Δ4.5884.0%6.0%
80Δ4.7383.3%4.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.93
IV
91.1%
B/E move
26.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.08
IV
90.5%
B/E move
24.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.23
IV
89.8%
B/E move
23.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.38
IV
89.2%
B/E move
21.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.53
IV
88.5%
B/E move
19.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.68
IV
87.9%
B/E move
17.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.83
IV
87.2%
B/E move
15.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.98
IV
86.6%
B/E move
13.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.13
IV
85.9%
B/E move
11.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.28
IV
85.3%
B/E move
9.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.43
IV
84.6%
B/E move
7.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.58
IV
84.0%
B/E move
6.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.73
IV
83.3%
B/E move
4.1%

Options history

No recorded observations