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BRIGHT HORIZONS FAMILY SOLUTIONS INC. BFAM

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Market datapartial · fetched 2026-10-22T06:44:07.263Z

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 · 2026-10-21T23:00:00.002494372Z

FundamentalsAlpha Vantage · unavailable

Share price$66.92
1D-1.9%
AH$66.23$66.92$67.61$68.30$69.005:30 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.$1.04$3.50$5.96$8.43$10.89$53.23$60.49$67.74$74.99$82.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BFAM spot · $66.92BFAM PRICE$1.30$2.39$2.25$2.59$3.02$3.53$4.22$4.91$5.60$6.54$7.53$8.52$10.00$1.74$2.13$2.53$2.93$3.39$4.03$4.67$5.31$6.03$6.87$7.70$8.54$10.18
PutsExpensive1.85×
CallsExpensive1.96×
SkewBullish-8.63 pp
Implied moveBearish±$8.89
TiltBearish2.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.3166.9%22.0%57.2375.1%17.1%
25Δ85.7799.9%31.7%60.0368.5%13.5%
30Δ76.3770.3%17.5%61.8164.5%11.4%
35Δ73.3364.0%13.5%63.5960.4%9.4%
40Δ71.3861.7%11.2%65.2856.9%7.5%
45Δ69.5860.3%9.2%66.5956.0%6.5%
50Δ68.1260.7%8.1%67.9055.1%5.5%
55Δ66.6761.1%7.0%69.2154.1%4.5%
60Δ65.2161.6%5.8%70.5153.0%3.6%
65Δ63.6661.8%4.9%71.8051.5%3.0%
70Δ62.1061.9%4.0%73.0850.1%2.3%
75Δ60.5362.1%3.2%74.3748.6%1.6%
80Δ58.5762.8%2.5%76.3749.1%1.1%

20Δ

Calls
Pseudo strike
80.31
IV
66.9%
B/E move
22.0%
Puts
Pseudo strike
57.23
IV
75.1%
B/E move
17.1%

25Δ

Calls
Pseudo strike
85.77
IV
99.9%
B/E move
31.7%
Puts
Pseudo strike
60.03
IV
68.5%
B/E move
13.5%

30Δ

Calls
Pseudo strike
76.37
IV
70.3%
B/E move
17.5%
Puts
Pseudo strike
61.81
IV
64.5%
B/E move
11.4%

35Δ

Calls
Pseudo strike
73.33
IV
64.0%
B/E move
13.5%
Puts
Pseudo strike
63.59
IV
60.4%
B/E move
9.4%

40Δ

Calls
Pseudo strike
71.38
IV
61.7%
B/E move
11.2%
Puts
Pseudo strike
65.28
IV
56.9%
B/E move
7.5%

45Δ

Calls
Pseudo strike
69.58
IV
60.3%
B/E move
9.2%
Puts
Pseudo strike
66.59
IV
56.0%
B/E move
6.5%

50Δ

Calls
Pseudo strike
68.12
IV
60.7%
B/E move
8.1%
Puts
Pseudo strike
67.90
IV
55.1%
B/E move
5.5%

55Δ

Calls
Pseudo strike
66.67
IV
61.1%
B/E move
7.0%
Puts
Pseudo strike
69.21
IV
54.1%
B/E move
4.5%

60Δ

Calls
Pseudo strike
65.21
IV
61.6%
B/E move
5.8%
Puts
Pseudo strike
70.51
IV
53.0%
B/E move
3.6%

65Δ

Calls
Pseudo strike
63.66
IV
61.8%
B/E move
4.9%
Puts
Pseudo strike
71.80
IV
51.5%
B/E move
3.0%

70Δ

Calls
Pseudo strike
62.10
IV
61.9%
B/E move
4.0%
Puts
Pseudo strike
73.08
IV
50.1%
B/E move
2.3%

75Δ

Calls
Pseudo strike
60.53
IV
62.1%
B/E move
3.2%
Puts
Pseudo strike
74.37
IV
48.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
58.57
IV
62.8%
B/E move
2.5%
Puts
Pseudo strike
76.37
IV
49.1%
B/E move
1.1%

Options history

No recorded observations