BCSFNYSEFinancial

Bain Capital Specialty Finance, Inc. (BCSF) earnings date, market-implied expected move, and options open interest by expiry

10.83

−0.02 · −0.20%

post 10.77 −0.54%

Closed15:59 ET

Open10.76Volume573,980Mkt cap$698.6MP/E100.87Div yield15.60%

Day10.74 – 10.8045%52-wk10.00 – 13.2724%

BCSF

Bain Capital Specialty Finance, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Mar 1

after close · in 121 days

est.Q4 FY26

Calendar

Next report

Last report

+3.98%

vs ±4.0% implied · ×0.99

shaded = implied · ▲▼ = realized

Oct 26 '26 · confirmed

Implied vs realized

Largest filed tie

—

Largest filed tie

13F top-10 QoQ

+0.75%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

129 managers

Top fund weight

—

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Bain Capital Specialty Finance (BCSF) is expected to report on Mar 1 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Oct 26 '26Oct 26 '26confirmed±4.0%▲+3.98%×0.99

quarterimplied−5%0+5%realized×

Oct '26±4.0%▲+3.98%×0.99

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.44OI · 4 expiries · Oct 30 closeP/C open interest · Apr 16 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

3,2540%Nov 2020d15.352120%15.35

1,7160%Dec 1848d23.8372+16%23.83

9900%Jan 1576d0.313,154+1395%0.31

report · Mar 1 · after close · est.

3600%Apr 16167d825+1000%

ExpiryPutsCallsP/C

Nov 2020d3,2540%2120%15.35

Dec 1848d1,7160%72+16%23.83

Jan 1576d9900%3,154+1395%0.31

report · Mar 1 · after close · est.

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No linked exposure.

Linked exposure

Revenue flow

as filedQ2 FY26

51.44%as filednet margin · revenue +376.47% QoQ · +47.96% YoY

Revenue$27M+376.47%

Pre-tax income$14M+210.73%

Net income$14M51.44%+210.73%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

CPI ×1.15· ±1.1% vs ±0.9% · 11 releases

eventrelease day|move|up · n×base

CPIconsumer prices±1.1%8 of 11×1.15

FOMCrate decision±1.0%11 of 24×1.12

NFPjobs report±1.0%3 of 10×1.10

PCEpersonal income & outlays±0.9%6 of 19×0.96

PPIproducer prices±0.9%6 of 11×0.95

GDPgross domestic product±0.9%6 of 19×0.92

CPROFcorporate profits±0.6%4 of 12×0.67

Bar = avg |move| to ±2% · tick = ±0.9% avg day · ×base = |move| ÷ ±0.9% · min 6 releases

Earnings history

EPS 0.22 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	—	0.22	—
Q1 FY26	—	0.05	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod