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Bassett Furniture Industries BSET

CONSUMER CYCLICAL · FURNISHINGS, FIXTURES & APPLIANCES
i

Market dataready · fetched 2026-10-22T10:02:58.367Z

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 · 2026-10-21T20:00:00.676712312Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-22T10:02:57.880511+00:00

Share price$21.49
1D+0.2%
AH$21.35$21.52$21.70$21.87$22.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBSET
Sold putSold callAH

Bassett Furniture Industries options

Live interpolated BSET call and put midpoint premiums by absolute delta.Bassett Furniture Industries$1.49$2.08$2.66$3.25$3.84$14.68$18.43$22.18$25.93$29.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BSET spot · $21.49BSET PRICE$2.30$2.30$2.32$2.42$2.42$2.37$2.33$2.28$2.75$3.26$1.55$1.56$1.61$1.67$1.77$1.88$1.98$2.09$2.38$2.71$3.03$3.35$3.67
PutsExpensive1.42×
CallsExpensive1.46×
SkewBullish-22.66 pp
Implied moveBullish±$4.40
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.94178.5%33.1%
25Δ17.79140.3%24.5%
30Δ18.99118.6%19.1%
35Δ33.30217.2%65.6%20.0999.1%14.3%
40Δ27.91173.0%40.6%20.6890.6%12.0%
45Δ24.63140.3%25.4%21.2682.1%9.8%
50Δ23.00122.2%18.3%21.8473.6%7.6%
55Δ22.04106.0%13.8%22.4365.2%5.3%
60Δ21.3890.6%10.5%22.9362.5%4.4%
65Δ20.7275.2%7.2%23.4260.6%3.6%
70Δ20.0659.8%3.9%23.9158.8%2.8%
75Δ19.4059.6%3.1%24.3956.9%2.1%
80Δ18.7560.9%2.4%24.8855.0%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.94
IV
178.5%
B/E move
33.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.79
IV
140.3%
B/E move
24.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.99
IV
118.6%
B/E move
19.1%

35Δ

Calls
Pseudo strike
33.30
IV
217.2%
B/E move
65.6%
Puts
Pseudo strike
20.09
IV
99.1%
B/E move
14.3%

40Δ

Calls
Pseudo strike
27.91
IV
173.0%
B/E move
40.6%
Puts
Pseudo strike
20.68
IV
90.6%
B/E move
12.0%

45Δ

Calls
Pseudo strike
24.63
IV
140.3%
B/E move
25.4%
Puts
Pseudo strike
21.26
IV
82.1%
B/E move
9.8%

50Δ

Calls
Pseudo strike
23.00
IV
122.2%
B/E move
18.3%
Puts
Pseudo strike
21.84
IV
73.6%
B/E move
7.6%

55Δ

Calls
Pseudo strike
22.04
IV
106.0%
B/E move
13.8%
Puts
Pseudo strike
22.43
IV
65.2%
B/E move
5.3%

60Δ

Calls
Pseudo strike
21.38
IV
90.6%
B/E move
10.5%
Puts
Pseudo strike
22.93
IV
62.5%
B/E move
4.4%

65Δ

Calls
Pseudo strike
20.72
IV
75.2%
B/E move
7.2%
Puts
Pseudo strike
23.42
IV
60.6%
B/E move
3.6%

70Δ

Calls
Pseudo strike
20.06
IV
59.8%
B/E move
3.9%
Puts
Pseudo strike
23.91
IV
58.8%
B/E move
2.8%

75Δ

Calls
Pseudo strike
19.40
IV
59.6%
B/E move
3.1%
Puts
Pseudo strike
24.39
IV
56.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
18.75
IV
60.9%
B/E move
2.4%
Puts
Pseudo strike
24.88
IV
55.0%
B/E move
1.3%

Options history

No recorded observations