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BGSF, Inc. BGSF

i

Market datapartial · fetched 2026-11-03T21:57:26.103Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:10:00.004478831Z

FundamentalsAlpha Vantage · unavailable

Share price$4.19
1D+2.7%
AH$3.98$4.06$4.15$4.23$4.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBGSF
Sold putSold callAH

BGSF, Inc. options

Live interpolated BGSF call and put midpoint premiums by absolute delta.BGSF, Inc.$0.00$0.27$0.54$0.81$1.08$-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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBGSF PRICE
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
70Δ
75Δ
80Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend93.41%
Daily close
BGSF54.2%119.0%183.8%2026-08-05: 162.69%2026-08-06: 139.23%2026-08-10: 160.47%2026-08-11: 151.00%2026-08-12: 156.97%2026-08-13: 158.61%2026-08-17: 174.88%2026-08-24: 115.47%2026-08-27: 117.83%2026-08-28: 122.58%2026-09-01: 116.05%2026-09-02: 118.35%2026-09-03: 96.90%2026-09-10: 122.66%2026-09-11: 122.71%2026-09-14: 155.39%2026-09-15: 160.64%2026-09-16: 168.05%2026-09-18: 77.31%2026-09-21: 68.92%2026-09-22: 94.22%2026-09-23: 63.10%2026-09-24: 82.00%2026-09-25: 72.18%2026-09-29: 103.94%2026-09-30: 84.80%2026-10-01: 91.51%2026-10-02: 93.41%Aug 5Sep 10Oct 2
28 observations2026-08-05 — 2026-10-02
Table
DateIV (%)
162.69%
139.23%
160.47%
151.00%
156.97%
158.61%
174.88%
115.47%
117.83%
122.58%
116.05%
118.35%
96.90%
122.66%
122.71%
155.39%
160.64%
168.05%
77.31%
68.92%
94.22%
63.10%
82.00%
72.18%
103.94%
84.80%
91.51%
93.41%