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BrightSpire Capital, Inc. BRSP

i

Market dataready · fetched 2026-11-04T04:46:39.068Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-04T00:00:00.002549094Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T04:46:37.788214+00:00

Share price$3.48
1D-1.3%
AH$3.48$3.50$3.53$3.56$3.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBRSP
Sold putSold callAH

BrightSpire Capital, Inc. options

Live interpolated BRSP call and put midpoint premiums by absolute delta.BrightSpire Capital, Inc.$0.12$0.51$0.90$1.29$1.69$1.24$2.44$3.64$4.84$6.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRSP spot · $3.48BRSP PRICE$0.16$0.23$0.30$0.37$0.44$0.51$0.58$0.65$0.72$0.79$0.86$0.93$1.00$0.38$0.48$0.58$0.68$0.78$0.88$0.98$1.08$1.18$1.27$1.37$1.47$1.57
PutsExpensive1.72×
CallsExpensive1.14×
SkewBearish+36.67 pp
Implied moveBearish±$1.55
TiltBearish25.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.7451.0%40.8%2.51124.3%38.8%
25Δ4.5752.0%38.0%2.71119.2%35.7%
30Δ4.4153.0%35.2%2.92114.1%32.6%
35Δ4.2454.1%32.5%3.13109.1%29.5%
40Δ4.0755.1%29.7%3.34104.0%26.4%
45Δ3.9156.1%26.9%3.5498.9%23.3%
50Δ3.7457.2%24.2%3.7593.9%20.2%
55Δ3.5858.2%21.4%3.9688.8%17.1%
60Δ3.4159.2%18.6%4.1783.7%14.0%
65Δ3.2460.3%15.9%4.3778.7%10.9%
70Δ3.0861.3%13.1%4.5873.6%7.8%
75Δ2.9162.4%10.3%4.7968.5%4.7%
80Δ2.7563.4%7.6%5.0063.5%1.6%

20Δ

Calls
Pseudo strike
4.74
IV
51.0%
B/E move
40.8%
Puts
Pseudo strike
2.51
IV
124.3%
B/E move
38.8%

25Δ

Calls
Pseudo strike
4.57
IV
52.0%
B/E move
38.0%
Puts
Pseudo strike
2.71
IV
119.2%
B/E move
35.7%

30Δ

Calls
Pseudo strike
4.41
IV
53.0%
B/E move
35.2%
Puts
Pseudo strike
2.92
IV
114.1%
B/E move
32.6%

35Δ

Calls
Pseudo strike
4.24
IV
54.1%
B/E move
32.5%
Puts
Pseudo strike
3.13
IV
109.1%
B/E move
29.5%

40Δ

Calls
Pseudo strike
4.07
IV
55.1%
B/E move
29.7%
Puts
Pseudo strike
3.34
IV
104.0%
B/E move
26.4%

45Δ

Calls
Pseudo strike
3.91
IV
56.1%
B/E move
26.9%
Puts
Pseudo strike
3.54
IV
98.9%
B/E move
23.3%

50Δ

Calls
Pseudo strike
3.74
IV
57.2%
B/E move
24.2%
Puts
Pseudo strike
3.75
IV
93.9%
B/E move
20.2%

55Δ

Calls
Pseudo strike
3.58
IV
58.2%
B/E move
21.4%
Puts
Pseudo strike
3.96
IV
88.8%
B/E move
17.1%

60Δ

Calls
Pseudo strike
3.41
IV
59.2%
B/E move
18.6%
Puts
Pseudo strike
4.17
IV
83.7%
B/E move
14.0%

65Δ

Calls
Pseudo strike
3.24
IV
60.3%
B/E move
15.9%
Puts
Pseudo strike
4.37
IV
78.7%
B/E move
10.9%

70Δ

Calls
Pseudo strike
3.08
IV
61.3%
B/E move
13.1%
Puts
Pseudo strike
4.58
IV
73.6%
B/E move
7.8%

75Δ

Calls
Pseudo strike
2.91
IV
62.4%
B/E move
10.3%
Puts
Pseudo strike
4.79
IV
68.5%
B/E move
4.7%

80Δ

Calls
Pseudo strike
2.75
IV
63.4%
B/E move
7.6%
Puts
Pseudo strike
5.00
IV
63.5%
B/E move
1.6%

Options history

IV · four-Friday blend46.95%
Daily close
BRSP46.6%48.8%51.0%2026-08-05: 50.74%2026-08-21: 46.95%Aug 5Aug 21
2 observations2026-08-05 — 2026-08-21
Table
DateIV (%)
50.74%
46.95%