BCSF · Bain Capital Specialty Finance, Inc.

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$12.36 -0.10 (-0.80%) At close · Jul 24

Market Cap

$801.77M

64.87M

Options Chain

15-min delayed Underlying $12.36 · today Options Calculator

Positioning

Aug 21, 2026 · 25 days to expiry · 20 contracts

Put / call OI

0.22

Call-heavy positioning

Open interest

246

contracts outstanding

Volume

traded today

Max pain

$12.50

$0.14 above spot

ATM implied vol

32.1%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

12.5

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 25d Sep 18 53d Oct 16 81d Jan 15 172d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	588.4%	0.961	—		—	—	—	—	0
Call · $2.5 In the money Last — Breakeven — Implied vol 588.4% Delta 0.961 ≈96% ITM Gamma 0.004 Theta -0.027 Vega 0.003 Open interest 0 Model this call Put · $2.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	353.3%	0.921	—		—	—	—	—	0
Call · $5 In the money Last — Breakeven — Implied vol 353.3% Delta 0.921 ≈92% ITM Gamma 0.013 Theta -0.029 Vega 0.005 Open interest 0 Model this call Put · $5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	190.8%	0.89	—		—	—	—	—	0
Call · $7.5 In the money Last — Breakeven — Implied vol 190.8% Delta 0.89 ≈89% ITM Gamma 0.031 Theta -0.02 Vega 0.006 Open interest 0 Model this call Put · $7.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	93.6%	0.833	—		$0.15	—	—	1	1
Call · $10 In the money Last — Breakeven — Implied vol 93.6% Delta 0.833 ≈83% ITM Gamma 0.087 Theta -0.012 Vega 0.008 Open interest 0 Model this call Put · $10 Last $0.15 Breakeven $9.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
Underlying $12.36
177	30	48.2%	0.469	$0.69		$0.38	-0.662	15.9%	43	44
Call · $12.5 Last $0.69 Breakeven $13.19 Implied vol 48.2% Delta 0.469 ≈47% ITM Gamma 0.26 Theta -0.011 Vega 0.013 Open interest 177 Model this call Put · $12.5 In the money Last $0.38 Breakeven $12.12 Implied vol 15.9% Delta -0.662 ≈66% ITM Gamma 0.698 Theta -0.006 Vega 0.012 Open interest 44 Model this put
24	10	—	—	$0.01		—	—	—	—	0
Call · $15 Last $0.01 Breakeven $15.01 Implied vol — Delta — Gamma — Theta — Vega — Open interest 24 Model this call Put · $15 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $17.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $17.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	-0.889	129.5%	—	0
Call · $20 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $20 In the money Last — Breakeven — Implied vol 129.5% Delta -0.889 ≈89% ITM Gamma 0.042 Theta -0.017 Vega 0.007 Open interest 0 Model this put
0	—	—	—	—		—	-0.839	181.3%	—	0
Call · $22.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $22.5 In the money Last — Breakeven — Implied vol 181.3% Delta -0.839 ≈84% ITM Gamma 0.039 Theta -0.029 Vega 0.007 Open interest 0 Model this put
0	—	—	—	—		—	-0.99	0.6%	—	0
Call · $25 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $25 In the money Last — Breakeven — Implied vol 0.6% Delta -0.99 ≈99% ITM Gamma 0 Theta -0.003 Vega 0 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1655050 CUSIP 05684B107 13F (30d) 24 filings 24 filers Visit website Investor relations