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Brown-Forman Corporation Class A BF.A

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Market datapartial · fetched 2026-10-22T10:03:36.305Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.003937182Z

FundamentalsAlpha Vantage · unavailable

Share price$28.85
1D+0.1%
AH$28.57$28.65$28.74$28.82$28.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBF.A
Sold putSold callAH

Brown-Forman Corporation Class A options

Live interpolated BF.A call and put midpoint premiums by absolute delta.Brown-Forman Corporation Class A$0.72$2.14$3.57$4.99$6.41$16.39$21.92$27.46$32.99$38.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BF.A spot · $28.85BF.A PRICE$0.88$2.50$2.65$2.79$2.94$3.09$3.24$3.39$3.53$3.68$2.45$2.60$2.91$3.22$3.53$3.84$4.15$4.46$4.77$5.07$5.38$5.69$6.00
PutsExpensive4.99×
CallsExpensive3.34×
SkewBearish+34.02 pp
Implied moveBearish±$6.94
TiltBearish30.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.04200.4%35.6%
25Δ22.99171.0%29.3%
30Δ23.98161.7%27.0%
35Δ30.9648.8%10.4%24.97152.4%24.6%
40Δ34.70133.5%28.9%25.96143.1%22.2%
45Δ33.78124.3%26.2%26.95133.8%19.9%
50Δ32.85115.2%23.5%27.94124.5%17.5%
55Δ31.92106.0%20.9%28.93115.2%15.2%
60Δ31.0096.9%18.2%29.92105.9%12.8%
65Δ30.0787.7%15.5%30.9196.6%10.4%
70Δ29.1578.5%12.8%31.9087.3%8.1%
75Δ28.2269.4%10.1%32.8978.0%5.7%
80Δ27.3060.2%7.4%33.8868.7%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.04
IV
200.4%
B/E move
35.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.99
IV
171.0%
B/E move
29.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.98
IV
161.7%
B/E move
27.0%

35Δ

Calls
Pseudo strike
30.96
IV
48.8%
B/E move
10.4%
Puts
Pseudo strike
24.97
IV
152.4%
B/E move
24.6%

40Δ

Calls
Pseudo strike
34.70
IV
133.5%
B/E move
28.9%
Puts
Pseudo strike
25.96
IV
143.1%
B/E move
22.2%

45Δ

Calls
Pseudo strike
33.78
IV
124.3%
B/E move
26.2%
Puts
Pseudo strike
26.95
IV
133.8%
B/E move
19.9%

50Δ

Calls
Pseudo strike
32.85
IV
115.2%
B/E move
23.5%
Puts
Pseudo strike
27.94
IV
124.5%
B/E move
17.5%

55Δ

Calls
Pseudo strike
31.92
IV
106.0%
B/E move
20.9%
Puts
Pseudo strike
28.93
IV
115.2%
B/E move
15.2%

60Δ

Calls
Pseudo strike
31.00
IV
96.9%
B/E move
18.2%
Puts
Pseudo strike
29.92
IV
105.9%
B/E move
12.8%

65Δ

Calls
Pseudo strike
30.07
IV
87.7%
B/E move
15.5%
Puts
Pseudo strike
30.91
IV
96.6%
B/E move
10.4%

70Δ

Calls
Pseudo strike
29.15
IV
78.5%
B/E move
12.8%
Puts
Pseudo strike
31.90
IV
87.3%
B/E move
8.1%

75Δ

Calls
Pseudo strike
28.22
IV
69.4%
B/E move
10.1%
Puts
Pseudo strike
32.89
IV
78.0%
B/E move
5.7%

80Δ

Calls
Pseudo strike
27.30
IV
60.2%
B/E move
7.4%
Puts
Pseudo strike
33.88
IV
68.7%
B/E move
3.4%

Options history

No recorded observations