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Brown-Forman Corporation Class A BF.A

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Market datapartial · fetched 2026-10-22T13:43:20.600Z

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 · 2026-10-22T13:37:59.199409007Z

FundamentalsAlpha Vantage · unavailable

Share price$29.13
1D+0.8%
$28.88$28.95$29.02$29.08$29.155:30 AM6:30 AM9:00 AM1:00 PMBF.A
Sold putSold call

Brown-Forman Corporation Class A options

Live interpolated BF.A call and put midpoint premiums by absolute delta.Brown-Forman Corporation Class A$0.42$3.14$5.85$8.56$11.28$19.06$23.81$28.56$33.31$38.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BF.A spot · $29.13BF.A PRICE$0.71$1.35$1.98$1.98$0.91$2.10$3.30$4.50$5.70$6.90$8.10$9.30$10.50$2.45$2.37$2.23$2.10$1.96$1.83$1.69$1.55$1.42$1.28$1.15$1.01$0.87
PutsExpensive3.94×
CallsExpensive3.07×
SkewBearish+13.78 pp
Implied moveBullish±$4.99
TiltBullish44.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.6176.1%24.7%21.27199.5%35.4%
25Δ37.21109.6%32.3%22.88170.2%29.6%
30Δ38.81143.1%40.0%23.51155.9%26.9%
35Δ37.46132.5%35.4%24.15141.6%24.3%
40Δ29.6730.6%5.0%24.79127.3%21.6%
45Δ28.3641.2%4.6%25.43113.0%19.0%
50Δ27.0651.8%4.2%26.0698.6%16.3%
55Δ25.7662.4%3.9%26.7084.3%13.7%
60Δ24.4673.0%3.5%27.3470.0%11.0%
65Δ23.1583.6%3.2%27.9855.7%8.4%
70Δ21.8594.1%2.8%28.6141.4%5.7%
75Δ20.55104.7%2.5%29.2527.1%3.0%
80Δ19.24115.3%2.1%29.8912.7%0.4%

20Δ

Calls
Pseudo strike
35.61
IV
76.1%
B/E move
24.7%
Puts
Pseudo strike
21.27
IV
199.5%
B/E move
35.4%

25Δ

Calls
Pseudo strike
37.21
IV
109.6%
B/E move
32.3%
Puts
Pseudo strike
22.88
IV
170.2%
B/E move
29.6%

30Δ

Calls
Pseudo strike
38.81
IV
143.1%
B/E move
40.0%
Puts
Pseudo strike
23.51
IV
155.9%
B/E move
26.9%

35Δ

Calls
Pseudo strike
37.46
IV
132.5%
B/E move
35.4%
Puts
Pseudo strike
24.15
IV
141.6%
B/E move
24.3%

40Δ

Calls
Pseudo strike
29.67
IV
30.6%
B/E move
5.0%
Puts
Pseudo strike
24.79
IV
127.3%
B/E move
21.6%

45Δ

Calls
Pseudo strike
28.36
IV
41.2%
B/E move
4.6%
Puts
Pseudo strike
25.43
IV
113.0%
B/E move
19.0%

50Δ

Calls
Pseudo strike
27.06
IV
51.8%
B/E move
4.2%
Puts
Pseudo strike
26.06
IV
98.6%
B/E move
16.3%

55Δ

Calls
Pseudo strike
25.76
IV
62.4%
B/E move
3.9%
Puts
Pseudo strike
26.70
IV
84.3%
B/E move
13.7%

60Δ

Calls
Pseudo strike
24.46
IV
73.0%
B/E move
3.5%
Puts
Pseudo strike
27.34
IV
70.0%
B/E move
11.0%

65Δ

Calls
Pseudo strike
23.15
IV
83.6%
B/E move
3.2%
Puts
Pseudo strike
27.98
IV
55.7%
B/E move
8.4%

70Δ

Calls
Pseudo strike
21.85
IV
94.1%
B/E move
2.8%
Puts
Pseudo strike
28.61
IV
41.4%
B/E move
5.7%

75Δ

Calls
Pseudo strike
20.55
IV
104.7%
B/E move
2.5%
Puts
Pseudo strike
29.25
IV
27.1%
B/E move
3.0%

80Δ

Calls
Pseudo strike
19.24
IV
115.3%
B/E move
2.1%
Puts
Pseudo strike
29.89
IV
12.7%
B/E move
0.4%

Options history

No recorded observations