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Brown-Forman Corporation Class B BF.B

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Market datapartial · fetched 2026-10-23T00:21:08.967Z

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 · 2026-10-22T23:00:00.003382107Z

FundamentalsAlpha Vantage · unavailable

Share price$30.18
1D+5.9%
AH$28.19$28.73$29.26$29.79$30.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBF.B
Sold putSold callAH

Brown-Forman Corporation Class B options

Live interpolated BF.B call and put midpoint premiums by absolute delta.Brown-Forman Corporation Class B$0.07$2.14$4.21$6.28$8.35$24.74$27.05$29.36$31.67$33.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BF.B spot · $30.18BF.B PRICE$0.29$0.47$0.65$0.83$1.01$1.19$1.37$1.56$1.70$1.83$1.97$2.11$2.24$0.35$0.47$0.59$0.71$0.83$1.05$1.68$2.30$2.92$3.95$5.85$7.75$6.89
PutsExpensive1.87×
CallsExpensive1.12×
SkewBearish+14.48 pp
Implied moveBearish±$3.05
TiltBearish34.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.3426.9%8.1%28.0232.5%8.3%
25Δ32.0129.1%7.6%28.4432.3%7.3%
30Δ31.6831.3%7.1%28.8532.1%6.4%
35Δ31.3533.4%6.6%29.2631.9%5.4%
40Δ31.0235.6%6.1%29.6731.7%4.4%
45Δ30.6937.8%5.7%30.1333.0%3.6%
50Δ30.3640.0%5.2%30.7840.0%3.6%
55Δ30.0442.1%4.7%31.4247.0%3.5%
60Δ29.7339.8%4.1%32.0654.1%3.5%
65Δ29.4336.8%3.6%33.1262.9%3.3%
70Δ29.1233.9%3.0%35.1075.5%3.1%
75Δ28.8231.0%2.5%37.0888.2%2.8%
80Δ28.5228.0%1.9%36.5272.8%1.8%

20Δ

Calls
Pseudo strike
32.34
IV
26.9%
B/E move
8.1%
Puts
Pseudo strike
28.02
IV
32.5%
B/E move
8.3%

25Δ

Calls
Pseudo strike
32.01
IV
29.1%
B/E move
7.6%
Puts
Pseudo strike
28.44
IV
32.3%
B/E move
7.3%

30Δ

Calls
Pseudo strike
31.68
IV
31.3%
B/E move
7.1%
Puts
Pseudo strike
28.85
IV
32.1%
B/E move
6.4%

35Δ

Calls
Pseudo strike
31.35
IV
33.4%
B/E move
6.6%
Puts
Pseudo strike
29.26
IV
31.9%
B/E move
5.4%

40Δ

Calls
Pseudo strike
31.02
IV
35.6%
B/E move
6.1%
Puts
Pseudo strike
29.67
IV
31.7%
B/E move
4.4%

45Δ

Calls
Pseudo strike
30.69
IV
37.8%
B/E move
5.7%
Puts
Pseudo strike
30.13
IV
33.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
30.36
IV
40.0%
B/E move
5.2%
Puts
Pseudo strike
30.78
IV
40.0%
B/E move
3.6%

55Δ

Calls
Pseudo strike
30.04
IV
42.1%
B/E move
4.7%
Puts
Pseudo strike
31.42
IV
47.0%
B/E move
3.5%

60Δ

Calls
Pseudo strike
29.73
IV
39.8%
B/E move
4.1%
Puts
Pseudo strike
32.06
IV
54.1%
B/E move
3.5%

65Δ

Calls
Pseudo strike
29.43
IV
36.8%
B/E move
3.6%
Puts
Pseudo strike
33.12
IV
62.9%
B/E move
3.3%

70Δ

Calls
Pseudo strike
29.12
IV
33.9%
B/E move
3.0%
Puts
Pseudo strike
35.10
IV
75.5%
B/E move
3.1%

75Δ

Calls
Pseudo strike
28.82
IV
31.0%
B/E move
2.5%
Puts
Pseudo strike
37.08
IV
88.2%
B/E move
2.8%

80Δ

Calls
Pseudo strike
28.52
IV
28.0%
B/E move
1.9%
Puts
Pseudo strike
36.52
IV
72.8%
B/E move
1.8%

Options history

BF.B29.7335.9342.132026-07-24: 38.86%2026-07-27: 37.47%2026-07-28: 38.48%2026-07-29: 38.13%2026-07-30: 38.49%2026-07-31: 37.16%2026-08-04: 41.27%2026-08-05: 37.47%2026-08-07: 35.61%2026-08-11: 39.22%2026-08-12: 39.83%2026-08-21: 37.16%2026-08-24: 36.87%2026-08-25: 37.66%2026-08-26: 36.77%2026-08-27: 37.55%2026-08-28: 39.35%2026-08-31: 36.92%2026-09-01: 36.13%2026-09-02: 33.69%2026-09-03: 35.01%2026-09-18: 33.39%2026-09-21: 33.12%2026-09-22: 32.21%2026-09-23: 33.67%2026-09-25: 33.01%2026-09-30: 34.56%2026-10-16: 30.58%2026-10-19: 30.98%2026-10-21: 33.93%2026-10-22: 33.97%Jul 24Oct 22
Table
DateIV
38.86%
37.47%
38.48%
38.13%
38.49%
37.16%
41.27%
37.47%
35.61%
39.22%
39.83%
37.16%
36.87%
37.66%
36.77%
37.55%
39.35%
36.92%
36.13%
33.69%
35.01%
33.39%
33.12%
32.21%
33.67%
33.01%
34.56%
30.58%
30.98%
33.93%
33.97%