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Brown-Forman Corporation BF.B

CONSUMER DEFENSIVE · BEVERAGES - WINERIES & DISTILLERIES
i

Market dataready · fetched 2026-10-22T22:22:24.666Z

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 · 2026-10-22T21:25:39.526005168Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-22T22:13:24.455724+00:00

Share price$29.96
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 options

Live interpolated BF.B call and put midpoint premiums by absolute delta.Brown-Forman Corporation$0.09$2.23$4.36$6.49$8.63$24.73$27.05$29.38$31.70$34.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BF.B spot · $29.96BF.B PRICE$0.32$0.51$0.70$0.89$1.08$1.26$1.45$1.63$1.79$1.95$2.12$2.28$2.44$0.32$0.43$0.54$0.65$0.76$0.87$1.26$1.89$2.51$3.13$4.60$6.51$8.01
PutsExpensive1.67×
CallsExpensive1.23×
SkewBearish+5.80 pp
Implied moveBullish±$2.71
TiltBearish26.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.2829.2%8.8%27.9330.6%7.9%
25Δ31.9331.7%8.3%28.3130.2%7.0%
30Δ31.5934.2%7.8%28.6929.8%6.1%
35Δ31.2536.7%7.3%29.0729.4%5.2%
40Δ30.9139.2%6.8%29.4529.1%4.3%
45Δ30.5741.7%6.2%29.8328.7%3.4%
50Δ30.2244.2%5.7%30.3532.1%2.9%
55Δ29.8845.0%5.2%30.9938.7%2.9%
60Δ29.5242.4%4.5%31.6345.3%2.8%
65Δ29.1639.8%3.8%32.2751.9%2.7%
70Δ28.8037.2%3.2%33.8062.0%2.5%
75Δ28.4434.6%2.5%35.8073.9%2.3%
80Δ28.0832.0%1.9%37.3981.7%1.9%

20Δ

Calls
Pseudo strike
32.28
IV
29.2%
B/E move
8.8%
Puts
Pseudo strike
27.93
IV
30.6%
B/E move
7.9%

25Δ

Calls
Pseudo strike
31.93
IV
31.7%
B/E move
8.3%
Puts
Pseudo strike
28.31
IV
30.2%
B/E move
7.0%

30Δ

Calls
Pseudo strike
31.59
IV
34.2%
B/E move
7.8%
Puts
Pseudo strike
28.69
IV
29.8%
B/E move
6.1%

35Δ

Calls
Pseudo strike
31.25
IV
36.7%
B/E move
7.3%
Puts
Pseudo strike
29.07
IV
29.4%
B/E move
5.2%

40Δ

Calls
Pseudo strike
30.91
IV
39.2%
B/E move
6.8%
Puts
Pseudo strike
29.45
IV
29.1%
B/E move
4.3%

45Δ

Calls
Pseudo strike
30.57
IV
41.7%
B/E move
6.2%
Puts
Pseudo strike
29.83
IV
28.7%
B/E move
3.4%

50Δ

Calls
Pseudo strike
30.22
IV
44.2%
B/E move
5.7%
Puts
Pseudo strike
30.35
IV
32.1%
B/E move
2.9%

55Δ

Calls
Pseudo strike
29.88
IV
45.0%
B/E move
5.2%
Puts
Pseudo strike
30.99
IV
38.7%
B/E move
2.9%

60Δ

Calls
Pseudo strike
29.52
IV
42.4%
B/E move
4.5%
Puts
Pseudo strike
31.63
IV
45.3%
B/E move
2.8%

65Δ

Calls
Pseudo strike
29.16
IV
39.8%
B/E move
3.8%
Puts
Pseudo strike
32.27
IV
51.9%
B/E move
2.7%

70Δ

Calls
Pseudo strike
28.80
IV
37.2%
B/E move
3.2%
Puts
Pseudo strike
33.80
IV
62.0%
B/E move
2.5%

75Δ

Calls
Pseudo strike
28.44
IV
34.6%
B/E move
2.5%
Puts
Pseudo strike
35.80
IV
73.9%
B/E move
2.3%

80Δ

Calls
Pseudo strike
28.08
IV
32.0%
B/E move
1.9%
Puts
Pseudo strike
37.39
IV
81.7%
B/E move
1.9%

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%Jul 24Oct 21
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%