Bain Capital Specialty Finance, Inc. (BCSF) Options History
Historical options analytics archive for BCSF with monthly max pain, implied volatility, gamma exposure, and put/call data.
81 months of complete options data available.
BCSF monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BCSF. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 158.5% | 33.1% | $12.35 | -$24.5K | $683.9K | 3.00 |
| 2026-05 | 20 | 103.6% | 22.4% | $12.35 | -$4.6K | $252.3K | 3.85 |
| 2026-04 | 21 | 125.1% | 29.8% | $12.50 | $6.8K | -$58.9K | 21.44 |
| 2026-03 | 22 | 113.7% | 32.1% | $12.35 | $482 | $11.7K | 0.90 |
| 2026-02 | 19 | 34.5% | 17.9% | $17.50 | $11.3K | $703.2K | 1.61 |
| 2026-01 | 20 | 40.1% | 26.2% | $14.85 | $11.0K | -$46.6K | 2.33 |
This archive aggregates BCSF's daily end-of-day options snapshots into monthly summaries, spanning 2019-10 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how BCSF option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 158.5%, a month-end max-pain strike around $12.35, an average put/call ratio of 3.00.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Frequently asked BCSF history questions
- How much options history is available for BCSF?
- This archive holds 81 months of BCSF options analytics, spanning 2019-10 through 2026-06. Each entry is a monthly rollup of BCSF's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the BCSF archive.
- What data does each monthly BCSF aggregate contain?
- Every monthly row summarizes that month of BCSF option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 158.5%, an average IV rank of 33.1%, a month-end max-pain strike around $12.35, an average put/call ratio of 3.00.
- How is the BCSF options-history archive built and how often does it update?
- The archive is derived from BCSF's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how BCSF's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.