BCP Investment Corp (BCIC) Expected Move

Tracking the BCIC expected move helps you see how far BCP Investment Corp's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. BCP Investment Corp's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the BCIC expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For BCIC, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The BCIC expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks BCP Investment Corp is unlikely to go.

BCP Investment Corp. is a business development company specializing in investments in unitranche loans (including last out), first lien loans, second lien loans, subordinated debt, equity co-investment, mezzanine, buyout in middle market companies. It also makes acquisitions in businesses complementary to the firm's business. The fund primarily invests in healthcare, cargo transport, manufacturing, industrial & environmental services, logistics & distribution, media & telecommunications, real estate, education, automotive, agriculture, aerospace/defense, packaging, electronics, finance, non-durable consumer, consumer products, business services, utilities, insurance, and food and beverage sectors.

The fund typically invests $1 million to $20 million in its portfolio companies. The fund provides senior secured term loans from $2 million to $20 million maturing in five to seven years; second lien term loans from $5 million to $15 million maturing in six to eight years; senior unsecured loans $5 million to $23 million maturing in six to eight years; mezzanine loans from $5 million to $15 million maturing in seven to ten years; and equity investments from $1 to $5 million. The fund targets the companies with EBITDA between $5 million and $25 million. While investing in debt securities, it invests in those middle market firms with EBITDA between $10 million and $50 million and/or total debt between $25 million and $150 million. The fund invests in minority, and majority or control equity positions alongside its private equity sponsor partners.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the BCIC expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The BCP Investment Corp expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about BCIC.