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Bassett Furniture Industries, Incorporated Common Stock BSET

CONSUMER CYCLICAL · FURNISHINGS, FIXTURES & APPLIANCES
i

Market datapartial · fetched 2026-11-11T14:58:43.381Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-11T14:58:05.581882947Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-11T14:58:40.709035+00:00

Share price$21.82
1D+1.0%
$22.07$22.14$22.20$22.27$22.345:30 AM6:30 AM9:00 AM1:00 PMBSET
Sold putSold call

Bassett Furniture Industries, Incorporated Common Stock options

Live interpolated BSET call and put midpoint premiums by absolute delta.Bassett Furniture Industries, Incorporated Common Stock$3.69$4.00$4.31$4.62$4.93$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 PRICEBSET PRICE$3.72$4.28$4.84
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ19.8944.6%8.2%
75Δ19.0144.3%6.8%
80Δ18.1443.9%5.3%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

Calls
Pseudo strike
19.89
IV
44.6%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
19.01
IV
44.3%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
18.14
IV
43.9%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend66.01%
Daily close
BSET43.6%99.9%156.3%2026-08-13: 64.58%2026-08-14: 62.01%2026-08-19: 88.01%2026-08-21: 60.28%2026-08-24: 62.29%2026-08-25: 63.20%2026-08-26: 56.07%2026-08-28: 59.07%2026-08-31: 61.94%2026-09-01: 64.48%2026-09-02: 67.34%2026-09-03: 67.05%2026-09-04: 71.05%2026-09-14: 90.29%2026-09-16: 120.31%2026-09-17: 143.87%2026-09-18: 75.45%2026-09-21: 67.17%2026-09-22: 79.10%2026-09-23: 77.74%2026-09-24: 76.70%2026-09-25: 71.42%2026-09-28: 67.23%2026-09-29: 75.85%2026-09-30: 72.27%2026-10-01: 63.56%2026-10-05: 51.33%2026-10-06: 83.25%2026-10-07: 85.54%2026-10-09: 81.37%2026-10-13: 128.02%2026-10-14: 148.53%2026-10-16: 67.69%2026-10-19: 71.28%2026-10-20: 69.79%2026-10-21: 70.86%2026-10-22: 70.40%2026-10-23: 63.60%2026-10-26: 69.93%2026-10-27: 67.65%2026-10-28: 61.72%2026-10-29: 71.32%2026-10-30: 66.01%Aug 13Sep 25Oct 30
43 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
64.58%
62.01%
88.01%
60.28%
62.29%
63.20%
56.07%
59.07%
61.94%
64.48%
67.34%
67.05%
71.05%
90.29%
120.31%
143.87%
75.45%
67.17%
79.10%
77.74%
76.70%
71.42%
67.23%
75.85%
72.27%
63.56%
51.33%
83.25%
85.54%
81.37%
128.02%
148.53%
67.69%
71.28%
69.79%
70.86%
70.40%
63.60%
69.93%
67.65%
61.72%
71.32%
66.01%