BCSF · Expected Move
Bain Capital Specialty Finance, Inc.
The expected move for BCSF is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
BCSF straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current BCSF Expected Move
30-Day Straddle
$1.70
7-Day Straddle
$1.12
30-Day ATM IV
53.2%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to BCSF's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
BCSF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $1.70 | $1.12 | 53.2% | 53% |
| 20261106 | $11.72 | $1.28 | — | — |
| 20261105 | $1.75 | $11.30 | 59.6% | 64% |
| 20261104 | $1.07 | $1.07 | 51.4% | 50% |
| 20261103 | $0.93 | $0.93 | 38.5% | 28% |
| 20261102 | $10.88 | $10.88 | 39.3% | 30% |
| 20261030 | $10.88 | $10.88 | 38.6% | 28% |
| 20261029 | $10.72 | $10.72 | — | — |
| 20261028 | $1.55 | $1.55 | 71.6% | 85% |
| 20261027 | $0.65 | $0.65 | 27.1% | 9% |
| 20261026 | $0.48 | $0.48 | 29.9% | 14% |
| 20261023 | $0.48 | $0.48 | 21.9% | 0% |
| 20261022 | $0.53 | $0.53 | 27.9% | 9% |
| 20261021 | $10.20 | $10.20 | 26.9% | 8% |
| 20261020 | $0.55 | $0.55 | 22.9% | 1% |
| 20261019 | $0.50 | $0.50 | — | — |
| 20261016 | $0.65 | $5.53 | 28.0% | 10% |
| 20261015 | $2.12 | $0.62 | 37.8% | 26% |
| 20261014 | $1.05 | $0.75 | — | — |
| 20261013 | $1.07 | $0.85 | — | — |
| 20261012 | $1.02 | $1.18 | 43.7% | 23% |
| 20261009 | $10.97 | $10.80 | — | — |
| 20261008 | $10.88 | $0.80 | 76.7% | 58% |
| 20261007 | $11.00 | $1.40 | 61.5% | 42% |
| 20261006 | $1.20 | $1.00 | 44.1% | 23% |
| 20261005 | $1.80 | $1.70 | 68.7% | 49% |
| 20261002 | $2.62 | $2.62 | 55.5% | 35% |
| 20261001 | $2.48 | $2.48 | 57.4% | 37% |
| 20260930 | $1.48 | $1.48 | 64.3% | 45% |
| 20260929 | $1.27 | $1.27 | 52.7% | 32% |
| 20260928 | $1.25 | $1.25 | 22.4% | 0% |
| 20260925 | $3.75 | $3.75 | 54.8% | 33% |
| 20260924 | $1.28 | $1.28 | 38.2% | 15% |
| 20260923 | $1.38 | $1.38 | 49.6% | 27% |
| 20260922 | $1.43 | $1.43 | 48.2% | 25% |
| 20260921 | $1.68 | $1.68 | 38.5% | 15% |
| 20260918 | $1.32 | $1.27 | — | — |
| 20260917 | $1.20 | $11.43 | 40.4% | 17% |
| 20260916 | $11.32 | $1.57 | 41.9% | 19% |
| 20260915 | $1.35 | $1.50 | 41.8% | 19% |
| 20260914 | $1.52 | $1.42 | 41.2% | 18% |
| 20260911 | $1.50 | $11.30 | — | — |
| 20260910 | $1.90 | $1.35 | 47.7% | 25% |
| 20260909 | $1.75 | $8.78 | — | — |
| 20260908 | $1.75 | $10.93 | — | — |
| 20260904 | $1.18 | $2.33 | 52.9% | 31% |
| 20260903 | $1.10 | $1.03 | — | — |
| 20260902 | $2.95 | $2.95 | — | — |
| 20260901 | $1.42 | $1.42 | 31.4% | 7% |
| 20260831 | $0.90 | $0.90 | 37.7% | 14% |
| 20260828 | $0.88 | $0.88 | — | — |
| 20260827 | $0.90 | $0.90 | 34.4% | 11% |
| 20260826 | $10.75 | $10.75 | — | — |
| 20260825 | $0.82 | $0.82 | — | — |
| 20260824 | $0.92 | $0.92 | 32.6% | 9% |
| 20260821 | $1.15 | $10.03 | — | — |
| 20260820 | $0.85 | $17.50 | 30.2% | 7% |
| 20260819 | $0.88 | $7.95 | — | — |
| 20260818 | $0.93 | $10.40 | 30.7% | 8% |
| 20260817 | $1.05 | $0.53 | 38.1% | 16% |
More on BCSF
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.