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BrightSpire Capital, Inc. BRSP

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Market datapartial · fetched 2026-10-23T04:27:45.863Z

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 · unavailable

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.$0.61$1.38$2.15$2.93$3.70$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEBRSP PRICE$0.69$0.93$1.16$1.39$1.62$1.85$2.08$2.32$2.55$2.78$3.01$3.24$3.48
PutsExpensive1.97×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.36107.0%26.9%
25Δ3.66111.7%25.0%
30Δ3.96116.5%23.2%
35Δ4.26121.3%21.3%
40Δ4.56126.1%19.5%
45Δ4.86130.8%17.7%
50Δ5.16135.6%15.8%
55Δ5.46140.4%14.0%
60Δ5.76145.2%12.1%
65Δ6.06149.9%10.3%
70Δ6.35154.7%8.4%
75Δ6.65159.5%6.6%
80Δ6.95164.3%4.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.36
IV
107.0%
B/E move
26.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.66
IV
111.7%
B/E move
25.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.96
IV
116.5%
B/E move
23.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.26
IV
121.3%
B/E move
21.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.56
IV
126.1%
B/E move
19.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.86
IV
130.8%
B/E move
17.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.16
IV
135.6%
B/E move
15.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.46
IV
140.4%
B/E move
14.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.76
IV
145.2%
B/E move
12.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.06
IV
149.9%
B/E move
10.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.35
IV
154.7%
B/E move
8.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.65
IV
159.5%
B/E move
6.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.95
IV
164.3%
B/E move
4.7%

Options history

No recorded observations