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BGSF, Inc. BGSF

i

Market dataready · fetched 2026-11-06T21:08:47.069Z

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 · 2026-11-06T21:00:03.061793627Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-06T21:08:46.641098+00:00

Share price$3.44
1D-1.4%
AH$3.23$3.31$3.40$3.49$3.585:30 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.$0.07$1.76$3.46$5.15$6.84$1.40$2.27$3.15$4.02$4.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BGSF spot · $3.44BGSF PRICE$0.57$0.58$0.66$0.73$0.80$0.87$0.94$1.02$1.09$0.25$0.39$0.53$0.67$0.81$0.95$1.09$1.23$1.37$1.51$1.65$4.81$6.36
PutsExpensive1.75×
Calls——
Skew——
Implied moveBearish±$1.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.62225.9%31.1%
25Δ2.85225.8%28.7%
30Δ3.07225.7%26.3%
35Δ3.29225.5%23.9%
40Δ6.86472.3%116.2%3.51225.4%21.5%
45Δ4.96372.8%61.2%3.74225.3%19.1%
50Δ4.64353.7%53.8%3.96225.1%16.7%
55Δ4.31334.6%46.4%4.18225.0%14.3%
60Δ3.98315.6%39.0%4.40224.9%12.0%
65Δ3.65296.5%31.5%4.62224.7%9.6%
70Δ3.33277.4%24.1%4.85224.6%7.2%
75Δ3.00258.3%16.7%7.98397.6%7.9%
80Δ2.67239.3%9.3%9.59414.7%6.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.62
IV
225.9%
B/E move
31.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.85
IV
225.8%
B/E move
28.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.07
IV
225.7%
B/E move
26.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.29
IV
225.5%
B/E move
23.9%

40Δ

Calls
Pseudo strike
6.86
IV
472.3%
B/E move
116.2%
Puts
Pseudo strike
3.51
IV
225.4%
B/E move
21.5%

45Δ

Calls
Pseudo strike
4.96
IV
372.8%
B/E move
61.2%
Puts
Pseudo strike
3.74
IV
225.3%
B/E move
19.1%

50Δ

Calls
Pseudo strike
4.64
IV
353.7%
B/E move
53.8%
Puts
Pseudo strike
3.96
IV
225.1%
B/E move
16.7%

55Δ

Calls
Pseudo strike
4.31
IV
334.6%
B/E move
46.4%
Puts
Pseudo strike
4.18
IV
225.0%
B/E move
14.3%

60Δ

Calls
Pseudo strike
3.98
IV
315.6%
B/E move
39.0%
Puts
Pseudo strike
4.40
IV
224.9%
B/E move
12.0%

65Δ

Calls
Pseudo strike
3.65
IV
296.5%
B/E move
31.5%
Puts
Pseudo strike
4.62
IV
224.7%
B/E move
9.6%

70Δ

Calls
Pseudo strike
3.33
IV
277.4%
B/E move
24.1%
Puts
Pseudo strike
4.85
IV
224.6%
B/E move
7.2%

75Δ

Calls
Pseudo strike
3.00
IV
258.3%
B/E move
16.7%
Puts
Pseudo strike
7.98
IV
397.6%
B/E move
7.9%

80Δ

Calls
Pseudo strike
2.67
IV
239.3%
B/E move
9.3%
Puts
Pseudo strike
9.59
IV
414.7%
B/E move
6.0%

Options history

IV · four-Friday blend93.41%
Daily close
BGSF54.2%119.0%183.8%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 10Sep 11Oct 2
26 observations2026-08-10 — 2026-10-02
Table
DateIV (%)
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%