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BRIGHT HORIZONS FAMILY SOLUTIONS INC. BFAM

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Market datapartial · fetched 2026-10-22T23:06:25.901Z

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 · 2026-10-22T23:00:00.003547612Z

FundamentalsAlpha Vantage · unavailable

Share price$70.94
1D+4.2%
AH$67.77$68.63$69.50$70.37$71.235:30 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.$1.47$4.85$8.24$11.63$15.01$54.87$62.40$69.93$77.46$84.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BFAM spot · $70.94BFAM PRICE$2.37$2.16$2.45$2.79$3.28$3.77$4.26$4.96$5.85$6.74$7.64$8.96$1.83$2.37$2.88$3.32$3.76$4.54$5.75$6.96$8.40$10.06$11.62$12.83$14.04
PutsExpensive2.17×
CallsExpensive1.60×
SkewBearish+10.13 pp
Implied moveBearish±$9.52
TiltBearish23.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.9173.9%16.7%
25Δ87.9291.4%27.3%63.2471.4%14.2%
30Δ79.3562.2%14.9%65.4468.4%11.8%
35Δ76.9757.2%12.0%67.2364.2%9.9%
40Δ74.7653.0%9.3%69.0160.0%8.0%
45Δ73.4051.9%8.1%70.7659.0%6.7%
50Δ72.0350.8%6.9%72.4761.9%6.0%
55Δ70.6749.8%5.6%74.1764.9%5.3%
60Δ69.3049.6%4.7%76.1267.2%4.5%
65Δ67.9250.3%4.0%78.3068.9%3.8%
70Δ66.5550.9%3.3%80.3969.4%3.1%
75Δ65.1751.6%2.6%82.1466.0%2.3%
80Δ63.4551.4%2.1%83.9062.5%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.91
IV
73.9%
B/E move
16.7%

25Δ

Calls
Pseudo strike
87.92
IV
91.4%
B/E move
27.3%
Puts
Pseudo strike
63.24
IV
71.4%
B/E move
14.2%

30Δ

Calls
Pseudo strike
79.35
IV
62.2%
B/E move
14.9%
Puts
Pseudo strike
65.44
IV
68.4%
B/E move
11.8%

35Δ

Calls
Pseudo strike
76.97
IV
57.2%
B/E move
12.0%
Puts
Pseudo strike
67.23
IV
64.2%
B/E move
9.9%

40Δ

Calls
Pseudo strike
74.76
IV
53.0%
B/E move
9.3%
Puts
Pseudo strike
69.01
IV
60.0%
B/E move
8.0%

45Δ

Calls
Pseudo strike
73.40
IV
51.9%
B/E move
8.1%
Puts
Pseudo strike
70.76
IV
59.0%
B/E move
6.7%

50Δ

Calls
Pseudo strike
72.03
IV
50.8%
B/E move
6.9%
Puts
Pseudo strike
72.47
IV
61.9%
B/E move
6.0%

55Δ

Calls
Pseudo strike
70.67
IV
49.8%
B/E move
5.6%
Puts
Pseudo strike
74.17
IV
64.9%
B/E move
5.3%

60Δ

Calls
Pseudo strike
69.30
IV
49.6%
B/E move
4.7%
Puts
Pseudo strike
76.12
IV
67.2%
B/E move
4.5%

65Δ

Calls
Pseudo strike
67.92
IV
50.3%
B/E move
4.0%
Puts
Pseudo strike
78.30
IV
68.9%
B/E move
3.8%

70Δ

Calls
Pseudo strike
66.55
IV
50.9%
B/E move
3.3%
Puts
Pseudo strike
80.39
IV
69.4%
B/E move
3.1%

75Δ

Calls
Pseudo strike
65.17
IV
51.6%
B/E move
2.6%
Puts
Pseudo strike
82.14
IV
66.0%
B/E move
2.3%

80Δ

Calls
Pseudo strike
63.45
IV
51.4%
B/E move
2.1%
Puts
Pseudo strike
83.90
IV
62.5%
B/E move
1.5%

Options history

BFAM45.4146.3147.222026-10-20: 45.53%2026-10-21: 47.10%Oct 20Oct 21
Table
DateIV
45.53%
47.10%