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Bain Capital Specialty Finance, Inc. BCSF

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Market datapartial · fetched 2026-11-03T22:02:56.751Z

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 · 2026-11-03T21:10:00.002030982Z

FundamentalsAlpha Vantage · unavailable

Share price$10.88
1D+0.6%
AH$10.80$10.86$10.92$10.98$11.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBCSF
Sold putSold callAH

Bain Capital Specialty Finance, Inc. options

Live interpolated BCSF call and put midpoint premiums by absolute delta.Bain Capital Specialty Finance, Inc.$0.09$1.35$2.60$3.86$5.12$9.09$11.02$12.96$14.89$16.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BCSF spot · $10.88BCSF PRICE$0.63$0.98$1.32$1.66$2.01$2.35$2.69$3.04$3.38$3.73$4.07$4.41$4.76$0.22$0.33$0.44$0.55$0.66$0.77$0.87$0.98$1.09$1.20$1.31$1.41$1.52
PutsExpensive1.68×
CallsExpensive6.42×
SkewBullish-177.34 pp
Implied moveBullish±$3.57
TiltBullish51.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.31228.0%83.3%10.2737.1%7.7%
25Δ18.38227.0%77.9%10.4338.4%7.1%
30Δ17.46225.9%72.6%10.6039.6%6.6%
35Δ16.53224.9%67.2%10.7740.8%6.1%
40Δ15.61223.9%61.9%10.9342.0%5.5%
45Δ14.68222.8%56.6%11.1043.3%5.0%
50Δ13.76221.8%51.2%11.2744.5%4.5%
55Δ12.83220.8%45.9%11.4345.7%3.9%
60Δ11.91219.8%40.5%11.6046.9%3.4%
65Δ10.98218.7%35.2%11.7748.1%2.9%
70Δ10.06217.7%29.9%11.9349.4%2.3%
75Δ9.13216.7%24.5%12.1050.6%1.8%
80Δ8.21215.6%19.2%12.2751.8%1.3%

20Δ

Calls
Pseudo strike
19.31
IV
228.0%
B/E move
83.3%
Puts
Pseudo strike
10.27
IV
37.1%
B/E move
7.7%

25Δ

Calls
Pseudo strike
18.38
IV
227.0%
B/E move
77.9%
Puts
Pseudo strike
10.43
IV
38.4%
B/E move
7.1%

30Δ

Calls
Pseudo strike
17.46
IV
225.9%
B/E move
72.6%
Puts
Pseudo strike
10.60
IV
39.6%
B/E move
6.6%

35Δ

Calls
Pseudo strike
16.53
IV
224.9%
B/E move
67.2%
Puts
Pseudo strike
10.77
IV
40.8%
B/E move
6.1%

40Δ

Calls
Pseudo strike
15.61
IV
223.9%
B/E move
61.9%
Puts
Pseudo strike
10.93
IV
42.0%
B/E move
5.5%

45Δ

Calls
Pseudo strike
14.68
IV
222.8%
B/E move
56.6%
Puts
Pseudo strike
11.10
IV
43.3%
B/E move
5.0%

50Δ

Calls
Pseudo strike
13.76
IV
221.8%
B/E move
51.2%
Puts
Pseudo strike
11.27
IV
44.5%
B/E move
4.5%

55Δ

Calls
Pseudo strike
12.83
IV
220.8%
B/E move
45.9%
Puts
Pseudo strike
11.43
IV
45.7%
B/E move
3.9%

60Δ

Calls
Pseudo strike
11.91
IV
219.8%
B/E move
40.5%
Puts
Pseudo strike
11.60
IV
46.9%
B/E move
3.4%

65Δ

Calls
Pseudo strike
10.98
IV
218.7%
B/E move
35.2%
Puts
Pseudo strike
11.77
IV
48.1%
B/E move
2.9%

70Δ

Calls
Pseudo strike
10.06
IV
217.7%
B/E move
29.9%
Puts
Pseudo strike
11.93
IV
49.4%
B/E move
2.3%

75Δ

Calls
Pseudo strike
9.13
IV
216.7%
B/E move
24.5%
Puts
Pseudo strike
12.10
IV
50.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
8.21
IV
215.6%
B/E move
19.2%
Puts
Pseudo strike
12.27
IV
51.8%
B/E move
1.3%

Options history

IV · four-Friday blend38.65%
Daily close
BCSF37.7%44.6%51.4%2026-10-19: 39.64%2026-10-20: 50.48%2026-10-21: 39.29%2026-10-23: 44.34%2026-10-26: 38.65%Oct 19Oct 21Oct 26
5 observations2026-10-19 — 2026-10-26
Table
DateIV (%)
39.64%
50.48%
39.29%
44.34%
38.65%