Max Pain (Strike Pegger) — BCSF

Data as of

Max Pain© analysis: the peg is the strike where call and put writers' aggregate liability is minimized; the target price (bias) is where call and put liability converge.

Last
11.23
Change
+0.26
Open
10.80
Previous
10.97
High
11.31
Low
10.70
Bid
-
Ask
-
Volume
477,150
Trades
-
Dividend
-
Yield
-
Ex-Div
-
Split Date
-
Impl Vol
47.0%
Hist Vol
23.8%
Opt Volume
10
Open Int
10,862

IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder

Open Interest by Strike

Strike Peg is 10.00, Bias: 0.00 (expiration Nov 20, 2026) — 11.0% below the last price of 11.23; open interest 212 calls / 3.25K puts (put/call 15.35).

By Expiration

Max Pain© is a registered trademark. The peg is computed from open interest in the day's option snapshot.