IntraAlpha
Create free account Start free

BRIGHT HORIZONS FAMILY SOLUTIONS INC. BFAM

i

Market dataready · fetched 2026-11-11T13:58:49.967Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T00:00:00.002413504Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:49:52.205292+00:00

Share price$51.74
1D-0.7%
AH$50.53$50.96$51.39$51.82$52.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBFAM
Sold putSold callAH

BRIGHT HORIZONS FAMILY SOLUTIONS INC. options

Live interpolated BFAM call and put midpoint premiums by absolute delta.BRIGHT HORIZONS FAMILY SOLUTIONS INC.$0.99$2.09$3.20$4.30$5.40$43.04$47.09$51.14$55.19$59.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BFAM spot · $51.74BFAM PRICE$1.71$1.11$1.35$1.59$1.83$2.07$2.31$2.55$1.23$1.57$1.91$2.25$2.53$2.70$2.87$3.03$3.20$3.37$3.53$3.70$5.08
PutsExpensive1.75×
Calls——
Skew——
Implied moveBearish±$4.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.79119.7%17.7%
25Δ62.36146.3%23.8%45.49115.3%15.1%
30Δ47.19110.8%12.5%
35Δ53.9254.7%6.4%48.88106.4%9.9%
40Δ53.3354.3%5.7%50.22101.1%7.8%
45Δ52.7453.9%5.0%50.8894.1%6.9%
50Δ52.1553.5%4.3%51.5387.2%5.9%
55Δ51.5653.1%3.6%52.1980.2%5.0%
60Δ50.9652.7%3.0%52.8473.3%4.1%
65Δ50.3752.2%2.3%53.5066.3%3.1%
70Δ54.1559.3%2.2%
75Δ54.8152.4%1.2%
80Δ56.4056.6%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.79
IV
119.7%
B/E move
17.7%

25Δ

Calls
Pseudo strike
62.36
IV
146.3%
B/E move
23.8%
Puts
Pseudo strike
45.49
IV
115.3%
B/E move
15.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.19
IV
110.8%
B/E move
12.5%

35Δ

Calls
Pseudo strike
53.92
IV
54.7%
B/E move
6.4%
Puts
Pseudo strike
48.88
IV
106.4%
B/E move
9.9%

40Δ

Calls
Pseudo strike
53.33
IV
54.3%
B/E move
5.7%
Puts
Pseudo strike
50.22
IV
101.1%
B/E move
7.8%

45Δ

Calls
Pseudo strike
52.74
IV
53.9%
B/E move
5.0%
Puts
Pseudo strike
50.88
IV
94.1%
B/E move
6.9%

50Δ

Calls
Pseudo strike
52.15
IV
53.5%
B/E move
4.3%
Puts
Pseudo strike
51.53
IV
87.2%
B/E move
5.9%

55Δ

Calls
Pseudo strike
51.56
IV
53.1%
B/E move
3.6%
Puts
Pseudo strike
52.19
IV
80.2%
B/E move
5.0%

60Δ

Calls
Pseudo strike
50.96
IV
52.7%
B/E move
3.0%
Puts
Pseudo strike
52.84
IV
73.3%
B/E move
4.1%

65Δ

Calls
Pseudo strike
50.37
IV
52.2%
B/E move
2.3%
Puts
Pseudo strike
53.50
IV
66.3%
B/E move
3.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.15
IV
59.3%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.81
IV
52.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.40
IV
56.6%
B/E move
0.8%

Options history

IV · four-Friday blend43.85%
Daily close
BFAM35.0%50.3%65.7%2026-08-13: 45.33%2026-08-18: 61.50%2026-08-19: 45.97%2026-08-21: 37.09%2026-08-24: 37.27%2026-08-25: 38.92%2026-08-26: 38.03%2026-08-27: 38.07%2026-08-28: 38.13%2026-08-31: 38.61%2026-09-01: 38.33%2026-09-02: 38.66%2026-09-03: 39.40%2026-09-04: 39.92%2026-09-09: 47.49%2026-09-10: 45.44%2026-09-11: 41.67%2026-09-16: 63.55%2026-09-18: 42.15%2026-09-21: 43.78%2026-09-22: 42.18%2026-09-23: 42.59%2026-09-24: 43.36%2026-09-25: 43.54%2026-09-28: 45.90%2026-09-29: 44.87%2026-09-30: 44.84%2026-10-01: 43.29%2026-10-02: 44.25%2026-10-05: 47.28%2026-10-06: 51.73%2026-10-07: 51.44%2026-10-08: 47.43%2026-10-12: 44.28%2026-10-16: 45.64%2026-10-19: 46.90%2026-10-20: 45.54%2026-10-21: 47.12%2026-10-22: 47.08%2026-10-23: 47.28%2026-10-26: 48.95%2026-10-27: 49.94%2026-10-28: 47.94%2026-10-29: 48.85%2026-10-30: 43.85%Aug 13Sep 24Oct 30
45 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
45.33%
61.50%
45.97%
37.09%
37.27%
38.92%
38.03%
38.07%
38.13%
38.61%
38.33%
38.66%
39.40%
39.92%
47.49%
45.44%
41.67%
63.55%
42.15%
43.78%
42.18%
42.59%
43.36%
43.54%
45.90%
44.87%
44.84%
43.29%
44.25%
47.28%
51.73%
51.44%
47.43%
44.28%
45.64%
46.90%
45.54%
47.12%
47.08%
47.28%
48.95%
49.94%
47.94%
48.85%
43.85%